About: redsvd is a library for solving several matrix decomposition (SVD, PCA, eigen value decomposition) redsvd can handle very large matrix efficiently, and optimized for a truncated SVD of sparse matrices. For example, redsvd can compute a truncated SVD with top 20 singular values for a 100K x 100K matrix with 10M nonzero entries in about two second. Changes:Initial Announcement on mloss.org.
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