SVDPACK comprises four numerical (iterative) methods for computing the singular value decomposition (SVD) of large sparse matrices using double precision ANSI Fortran-77. A compatible ANSI-C version (SVDPACKC) is also available. This software package implements Lanczos and subspace iteration-based methods for determining several of the largest singular triplets (singular values and corresponding left- and right-singular vectors) for large sparse matrices. The package has been ported to a variety of machines ranging from supercomputers to workstations: CRAY Y-MP, CRAY-2S, Alliant FX/80, SPARCstation 10, IBM RS/6000-550, DEC 5000-100, and HP 9000-750. The development of SVDPACK wa motivated by the need to compute large rank approximations to sparse term-document matrices from information retrieval applications. Future updates to SVDPACK(C), will include out-of-core updating strategies, which can be used, for example, to handle extremely large sparse matrices (on the order of a million rows or columns) associated with extremely large databases in query-based information retrieval applications.
The email address svdpack@cs.utk.edu may be used for general discussions. Comments and questions may also be sent to the author at berry@cs.utk.edu.
file readme for description of SVDPACK file clas3.tgz for SVD of large sparse nonhermitian complex matrices by Michael W. Berry and Min Liang ref M. Berry, "Large Scale Singular Value Computations", , International Journal of Supercomputer Applications , 6:1, (1992), pp. 13-49. prec double complex lang Fortran77 alg Lanczos Algorithm (LANSO) for A'A with Selective Reorthogonalization see svdpack/las2 or svdpack/lad2 updated 09/ll/2012 file ijsa.ps for M. Berry, "Large Scale Singular Value Computations", , International Journal of Supercomputer Applications , 6:1, (1992), pp. 13-49 file las1 for SVD of large sparse matrices by Michael W. Berry ref M. Berry, "Large Scale Singular Value Computations", , International Journal of Supercomputer Applications , 6:1, (1992), pp. 13-49. prec double lang Fortran77 alg Single vector Lanczos for equivalent 2-cyclic eigensystems file lad1 for Documentation for las1 from SVDPACK by Michael W. Berry see svdpack/las1 file lai5 for Sample parameter file for las1 from SVDPACK by Michael W. Berry see svdpack/las1 file lai7 for SVDPACK sample input file (sparse matrix A) # used in SVDPACK driver programs by Michael W. Berry file lao9 for Sample output file of singular values and statistics # for las1 from SVDPACK by Michael W. Berry see svdpack/las1 file las2 for SVD of large sparse matrices by Michael W. Berry ref M. Berry, "Large Scale Singular Value Computations", , International Journal of Supercomputer Applications , 6:1, (1992), pp. 13-49. prec double lang Fortran77 alg Single vector Lanczos for A'A eigensystems file lad2 for Documentation for las2 from SVDPACK by Michael W. Berry see svdpack/las2 file lai1 for Sample parameter file for las2 from SVDPACK by Michael W. Berry see svdpack/las2 file lao2 for Sample output file of singular values and statistics # for las2 from SVDPACK by Michael W. Berry see svdpack/las2 file bls1 for SVD of large sparse matrices by Michael W. Berry ref M. Berry, "Large Scale Singular Value Computations", , International Journal of Supercomputer Applications , 6:1, (1992), pp. 13-49. prec double lang Fortran77 alg Block Lanczos for equivalent 2-cyclic eigensystems file bld1 for Documentation for bls1 from SVDPACK by Michael W. Berry see svdpack/bls1 file bli5 for Sample parameter file for bls1 from SVDPACK by Michael W. Berry see svdpack/bls1 file blo9 for Sample output file of singular values and statistics # for bls1 from SVDPACK by Michael W. Berry see svdpack/bls1 file bls2 for SVD of large sparse matrices by Michael W. Berry ref M. Berry, "Large Scale Singular Value Computations", , International Journal of Supercomputer Applications , 6:1, (1992), pp. 13-49. prec double lang Fortran77 alg Block Lanczos for A'A eigensystems file bld2 for Documentation for bls2 from SVDPACK by Michael W. Berry see svdpack/bls2 file bli1 for Sample parameter file for bls2 from SVDPACK by Michael W. Berry see svdpack/bls2 file blo2 for Sample output file of singular values and statistics # for bls2 from SVDPACK by Michael W. Berry see svdpack/bls2 file sis1 for SVD of large sparse matrices by Michael W. Berry ref M. Berry, "Large Scale Singular Value Computations", , International Journal of Supercomputer Applications , 6:1, (1992), pp. 13-49. prec double lang Fortran77 alg Subspace iteration (Rutishauser's ritzit) for equivalent , 2-cyclic eigensystems file sid1 for Documentation for sis1 from SVDPACK by Michael W. Berry see svdpack/sis1 file sii5 for Sample parameter file for sis1 from SVDPACK by Michael W. Berry see svdpack/sis1 file sio4 for Sample output file of convergence statistics # for sis1 from SVDPACK by Michael W. Berry see svdpack/sis1 file sio9 for Sample output file of singular values and statistics # for sis1 from SVDPACK by Michael W. Berry see svdpack/sis1 file sis2 for SVD of large sparse matrices by Michael W. Berry ref M. Berry, "Large Scale Singular Value Computations", , International Journal of Supercomputer Applications , 6:1, (1992), pp. 13-49. prec double lang Fortran77 alg Subspace iteration (Rutishauser's ritzit) for A'A , eigensystems file sid2 for Documentation for sis2 from SVDPACK by Michael W. Berry see svdpack/sis2 file sii1 for Sample parameter file for sis2 from SVDPACK by Michael W. Berry see svdpack/sis2 file sio2 for Sample output file of singular values and statistics # for sis2 from SVDPACK by Michael W. Berry see svdpack/sis2 file sio5 for Sample output file of convergence statistics # for sis2 from SVDPACK by Michael W. Berry see svdpack/sis2 file csis3.tgz for SVD of large sparse nonhermitian complex matrices by Sowmini Varadhan and Michael W. Berry ref M. Berry, "Large Scale Singular Value Computations", , International Journal of Supercomputer Applications , 6:1, (1992), pp. 13-49. prec single complex lang Fortran77 alg Subspace iteration (Rutishauser's ritzit) for A'A , eigensystems with restarting capability see svdpack/sis3.tgz file sis3.tgz for Incremental SVD of large sparse matrices by Sowmini Varadhan and Michael W. Berry ref M. Berry, "Large Scale Singular Value Computations", , International Journal of Supercomputer Applications , 6:1, (1992), pp. 13-49. prec double lang Fortran77 alg Subspace iteration (Rutishauser's ritzit) for A'A , eigensystems with restarting capability see svdpack/csis3.tgz file tms1 for SVD of large sparse matrices by Michael W. Berry ref M. Berry, "Large Scale Singular Value Computations", , International Journal of Supercomputer Applications , 6:1, (1992), pp. 13-49. prec double lang Fortran77 alg Trace minimization for shifted 2-cyclic eigensystems , using Ritz-shifting file tmd1 for Documentation for tms1 from SVDPACK by Michael W. Berry see svdpack/tms1 file tmi5 for Sample parameter file for tms1 from SVDPACK by Michael W. Berry see svdpack/tms1 file tmo9 for Sample output file of singular values and statistics # for las1 from SVDPACK by Michael W. Berry see svdpack/tms1 file tms2 for SVD of large sparse matrices by Michael W. Berry ref M. Berry, "Large Scale Singular Value Computations", , International Journal of Supercomputer Applications , 6:1, (1992), pp. 13-49. prec double lang Fortran77 alg Trace minimization for shifted A'A eigensystems using , Ritz-shifting and Chebyshev polynomial acceleration file tmd2 for Documentation for tms2 from SVDPACK by Michael W. Berry see svdpack/tms2 file tmi1 for Sample parameter file for tms2 from SVDPACK by Michael W. Berry see svdpack/tms2 file tmo2 for Sample output file of singular values and statistics # for tms2 from SVDPACK by Michael W. Berry see svdpack/tms2 file blas for Level 1, 2, and 3 Basic Linear Algebra Subroutines , from LAPACK used by SVDPACK routines by Michael W. Berry see svdpack/bls1, svdpack/bls2, svdpack/sis1, svdpack/sis2, , svdpack/tms1, svdpack/tms2 file dat1 for SVDPACK sample sparse matrix in Harwell-Boeing format , 3206 by 44 term-document matrix from an information , retrieval application by Apple Computer Inc. file dat2 for SVDPACK sample sparse matrix in Harwell-Boeing format , 1472 by 294 term-document matrix from an information , retrieval application by Apple Computer Inc. file dat3 for SVDPACK sample sparse matrix in Harwell-Boeing format , 1436 by 330 Jacobian matrix from a seismic tomography , application by Amoco Research Inc. file makecray for UNIX c-shell script for producing Cray Fortran , equivalent SVDPACK routines and input files by Michael W. Berry file makefile for UNIX makefile for SVDPACK executables , (e.g., issue "make las1.x" to create las1.x) by Michael W. Berry file svdpackc.tgz for C version of SVDPACK for computing the SVD of large , sparse real matrices by Michael W. Berry et al. ref M. Berry et al., "SVDPACKC (Version 1.0) User's , Guide", Univ. of Tennessee Tech. Report CS-93-194, , April 1993 (Revised October 1996) file svdpackc++.tgz for C++ Inferface for SVDPACKC library by Suvrit Sra ref http://www.cs.utexas.edu/users/suvrit/work/progs/ssvd.html , November 1, 2004 prec double lang C++