R中的稀疏矩阵的SVD [英] SVD for sparse matrix in R

问题描述

我在R中有一个稀疏的Matrix，对我来说显然太大了，无法运行as.matrix()(尽管它也不超大).有问题的as.matrix()调用位于svd()函数内部，所以我想知道是否有人知道不需要先转换为密集矩阵的SVD的另一种实现.

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.

推荐答案

irlba 程序包具有用于稀疏矩阵的非常快速的SVD实现.

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

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