SVD decomposition in external memory

[macsw]

Hi guys,

Someone knows an algorithm that calculates the SVD decomposition in
external memory?

I thank those who respond and the forum!

Sincerely, Mara

[Dean Michael Berris]

Hi,

On Tue, Jan 27, 2009 at 5:05 AM, macsw <rossi...@gmail.com> wrote:
>
> Hi guys,
>
> Someone knows an algorithm that calculates the SVD decomposition in
> external memory?
>

Hmmm... I think you should be able to apply the same algorithm that
works on internal memory (like RAM) and external memory (like disk)
using properly abstracted base primitives for doing random-access
retrieval of data from disk. You might want to look into something
like mmap'ing the file through Boost.Interprocess and work with data
that looks like an in-memory array. From there you can work with
Boost.Ublas maybe to compute the SVD of the matrix.

Notice we're not even exploring the parallelism available in something
like singular value decomposition, but if you're up for it (or need
it) you'd like to look into something like Intel TBB to make the
parallelization of your algorithm a bit easier.

> I thank those who respond and the forum!
>

HTH

--
Dean Michael C. Berris
Software Engineer, Friendster, Inc.