irlba - Fast truncated singular value decompositions

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Implicitly-restarted Lanczos methods for fast truncated singular value decomposition of sparse and dense matrices (also referred to as partial SVD). IRLBA stands for Augmented, Implicitly Restarted Lanczos Bidiagonalization Algorithm. The package provides the following functions (see help on each for details and examples).Help documentation for each function includes extensive documentation and examples. Also see the package vignette, vignette("irlba", package="irlba").

https://github.com/bwlewis/irlba

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