Good news: as of version 1.4, SVDLIBC is explicitly available under a BSD license.
SVDLIBC is a fast implementation of SVD matrix decomposition by Doug Rohde. It works particularly efficiently in the following cases:
These properties make it particularly well suited for latent semantic analysis, for example.
I ran an experiment on an Amazon EC2 m2.xlarge instance - which might be
way overkill - with a 70k × 500k matrix containing 8M entries (density: 0.02%).
Here is the running time for different values of d
(= dimensions = number of
singular values):
-d 50
: 39s wall time-d 300
: 4m53s wall time-d 1000
: 31m48s wall timeThe latest official release of the library (version 1.34) dates back from 2005. It has a few quirks, such as:
make
/ make install
don't work "as expected"I'm not a release engineer, and have only limited knowledge of the different
languages (C, Makefile) and tools (make
, gcc
) involved. The modifications in
this fork are working for me, but nothing guarantees they'll work for you.
If you find a bug and fix it yourself, I'd be happy to get a pull your changes over.
Easy as pie:
# Download the code. Alternatively you can also download the zip file.
git clone git://github.com/lucasmaystre/svdlibc.git
cd svdlibc
# Just like any other sane program...
make
make install
# You're done. Start using it!
svd -o result -d 10 THE_MATRIX