calcular SVD de una matriz que no entra en memoria

Hi,

2012/9/8 federico ferreyra <federicoferreyra60 at yahoo.com.ar>:

Hola como andan? estuve leyendo un poco la documentacion de la libreria BigMemory y no me quedan claro algunas cosas, le planteo mi problema, tengo un matriz en disco que pesa 2gb con coeficientes float?, solo numeros, y tengo que hallar la descomposicion en valores singulares de esta matriz, basicamente la pregunta seria: como hacer para leer la matriz, calcular su DVS y como escribirla en disco? muchas gracias.

Quick aside: You'd get better help if you post your question in English.

That having been said, if my high-school spanish doesn't fail me, it
sounds like you want to run an SVD on a particularly huge matrix where
doing so in-memory will be prohibitive (or impossible).

As far as I know, there are no facilities (packages) to do this in R
just yet, but you might look at the graphchi project:

http://bickson.blogspot.com/2012/08/collaborative-filtering-with-graphchi.html

Again -- it's not an R package, but if you are in a bind, you can
likely build and run the SVD on your machine.

I think it'd be quite handy to wrap that library's functionality in R,
and if no one beats me to it I think I'll eventually do that myself.

Hope that helps,

-steve

Steve Lianoglou
Graduate Student: Computational Systems Biology
 | Memorial Sloan-Kettering Cancer Center
 | Weill Medical College of Cornell University
Contact Info: http://cbio.mskcc.org/~lianos/contact