SVD for sparse matrix in R

r sparse-matrix svd
Ken Williams picture Ken Williams · Feb 9, 2011 · Viewed 8.9k times · Source

I've got a sparse Matrix in R that's apparently too big for me to run as.matrix() on (though it's not super-huge either). The as.matrix() call in question is inside the svd() function, so I'm wondering if anyone knows a different implementation of SVD that doesn't require first converting to a dense matrix.

Answer

Zach picture Zach · Apr 30, 2013

The irlba package has a very fast SVD implementation for sparse matrices.

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