https://github.com/lucasmaystre/svdlibc

A fork of Doug Rohde's SVD C Library.
https://github.com/lucasmaystre/svdlibc

Last synced: 2 months ago
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A fork of Doug Rohde's SVD C Library.

• Host: GitHub
• URL: https://github.com/lucasmaystre/svdlibc
• Owner: lucasmaystre
• Created: 2012-03-28T13:16:28.000Z (almost 13 years ago)
• Default Branch: master
• Last Pushed: 2015-09-01T13:47:20.000Z (over 9 years ago)
• Last Synced: 2024-10-02T18:45:22.435Z (4 months ago)
• Language: C
• Homepage: http://tedlab.mit.edu/~dr/SVDLIBC/
• Size: 160 KB
• Stars: 48
• Watchers: 7
• Forks: 19
• Open Issues: 3
• Metadata Files:
  • Readme: README.md

Awesome Lists containing this project

• awesome-topic-models - SVDlibc - C implementation of SVD by Doug Rohde (Models / Truncated Singular Value Decomposition (SVD) / Latent Semantic Analysis (LSA) / Latent Semantic Indexing (LSI))

README

        
Doug Rohde's SVD C library

==========================

**Good news: as of version 1.4, SVDLIBC is [explicitly available under a BSD

license][5].**

[SVDLIBC][1] is a fast implementation of SVD matrix decomposition by Doug Rohde.

It works particularly efficiently in the following cases:

- the matrix is sparse,

- only a few singular values are needed.

These properties make it particularly well suited for [latent semantic

analysis][2], for example.

I ran an experiment on an Amazon EC2 [m2.xlarge][3] 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 time

Why this fork ?

---------------

The 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"

- it doesn't compile on Mac OS X out of the box

- some bugs have been found, e.g. by [piskvorky][4]

A caveat

--------

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.

Installation instructions

-------------------------

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

[1]: http://tedlab.mit.edu/~dr/SVDLIBC/

[2]: http://en.wikipedia.org/wiki/Latent_semantic_analysis

[3]: http://aws.amazon.com/ec2/instance-types/

[4]: https://github.com/piskvorky/sparsesvd/commit/4ad18096334636e0eae180964284c6dd7b7749c3

[5]: http://tedlab.mit.edu/~dr/SVDLIBC/license.html