A math Library to handle sparse matrices...

A

aTuL

Hi All,

I am trying to find a math library that can find Regularized Singular
Value Decomposition (SVD) for large sparse matrices. Large = 100 M
values and this is 99% empty matrix.

I read up sparselib++ but did not see any thing that said it can
calculate SVD. Also, would like to here something from people that
have worked with these of similar SVD calculations.

Regards,
Atul.
 

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