Julia wrapper of the PROPACK sparse SVD library



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A Julia interface to PROPACK, a library for the computation of the truncated singular value decomposition of real (Float32, Float64) and complex (ComplexF32, ComplexF64) matrices or linear operators. PROPACK only requires operator-vector products to estimate singular values and singular vectors.

How to Install

julia> ]
pkg> add PROPACK
pkg> test PROPACK


Compute leading singular triplets

U, s, V, bnd, nprod, ntprod = tsvd(A, k=3)  # 3 largest singular values and their singular vectors

Compute leading singular values only

s, bnd, nprod, ntprod = tsvdvals(A, k=3)

Compute smallest singular triplets

Make sure A is square or short and wide to avoid the trailing zero singular values:

U, s, V, bnd, nprod, ntprod = tsvd_irl(A, k=2)

Compute smallest singular values

s, bnd, nprod, ntprod = tsvdvals_irl(A, k=2)

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21 days ago


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