Re: [R] SVD on very large data matrix

2013-04-08 Thread Stefan Evert
On 8 Apr 2013, at 23:21, Andy Cooper wrote: > So, no one has direct experience running irlba on a data matrix as large as > 500,000 x 1,000 or larger? I haven't used irlba in production code, but ran a few benchmarks on much smaller matrices. My impression was (also from the documentation, I

Re: [R] SVD on very large data matrix

2013-04-08 Thread Andy Cooper
Cc: "r-help@R-project.org" Sent: Monday, 8 April 2013, 20:31 Subject: Re: [R] SVD on very large data matrix > > > Dear All, > > I need to perform a SVD on a very large data matrix, of dimension ~ 500,000 x > 1,000 , and I am looking > for an efficient algorithm th

Re: [R] SVD on very large data matrix

2013-04-08 Thread Berend Hasselman
On 08-04-2013, at 16:44, Andy Cooper wrote: > > > Dear All, > > I need to perform a SVD on a very large data matrix, of dimension ~ 500,000 x > 1,000 , and I am looking > for an efficient algorithm that can perform an approximate (partial) SVD to > extract on the order of the top 50 > right

Re: [R] SVD on very large data matrix

2013-04-08 Thread Steve Lianoglou
Hi Andy, On Mon, Apr 8, 2013 at 7:44 AM, Andy Cooper wrote: > > > > Dear All, > > I need to perform a SVD on a very large data matrix, of dimension ~ 500,000 x 1,000 , and I am looking > for an efficient algorithm that can perform an approximate (partial) SVD to extract on the order of the top 50

Re: [R] SVD on very large data matrix

2013-04-08 Thread Bert Gunter
No answer, but first obvious question" Is the matrix sparse? Next obvious question: what's your ram, OS, etc. (Reply to list, as I can't help further). -- Bert On Mon, Apr 8, 2013 at 7:44 AM, Andy Cooper wrote: > > > Dear All, > > I need to perform a SVD on a very large data matrix, of dimensio

[R] SVD on very large data matrix

2013-04-08 Thread Andy Cooper
Dear All, I need to perform a SVD on a very large data matrix, of dimension ~ 500,000 x 1,000 , and I am looking for an efficient algorithm that can perform an approximate (partial) SVD to extract on the order of the top 50 right and left singular vectors. Would be very grateful for any advic