sparsesvd 0.2.1 (beta)

Python module that wraps SVDLIBC, a library for sparse Singular Value Decomposition.

Installation

In order to install sparsesvd, you'll need NumPy, Scipy and Cython.

Install sparsesvd and its dependencies with:

pip install numpy
pip install scipy
pip install cython
pip install sparsesvd

In case of problems, see http://www.scipy.org/Download for instructions on installing SciPy on various platforms.

If you have instead downloaded and unzipped the source tar.gz package, run:

python setup.py test
sudo python setup.py install

This version has been tested under Python 2.6 and 3.2, but should run on any later versions of both 2.x and 3.x series.

Documentation

The sparsesvd module offers a single function, sparsesvd, which accepts two parameters. One is a sparse matrix in the scipy.sparse.csc_matrix format, the other the number of requested factors (an integer):

>>> import numpy, scipy.sparse
>>> from sparsesvd import sparsesvd
>>> mat = numpy.random.rand(200, 100) # create a random matrix
>>> smat = scipy.sparse.csc_matrix(mat) # convert to sparse CSC format
>>> ut, s, vt = sparsesvd(smat, 100) # do SVD, asking for 100 factors
>>> assert numpy.allclose(mat, numpy.dot(ut.T, numpy.dot(numpy.diag(s), vt)))

Original wrapper by Lubos Kardos, package updated and maintained by Radim Rehurek, Cython and Python 3.x port by Alejandro Pulver. For an application of sparse SVD to Latent Semantic Analysis, see the gensim package.

You can use this code under the simplified BSD license.