sparse matrix svd in python

Question

Does anyone know how to perform svd operation on a sparse matrix in python? It seems that there is no such functionality provided in scipy.sparse.linalg.

Answer 1

You can use the Divisi library to accomplish this; from the home page:

• It is a library written in Python, using a C library (SVDLIBC) to perform the sparse SVD operation using the Lanczos algorithm. Other mathematical computations are performed by NumPy.