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.

Seems you're out of luck and have to wrap a Fortran library such as PROPACK yourself. Or ask the Scipy developers to add PROPACK-based SVD in an upcoming version. — Philipp, Jul 13 '10 at 07:16
There is also the SVDPACK library which has C and C++ versions/interfaces. — Philipp, Jul 13 '10 at 07:24

Radim · Answer 1 · 2010-12-01T01:43:58.120

4

Sounds like sparsesvd is what you're looking for! SVDLIBC efficiently wrapped in Python (no extra data copies made in RAM).

Simply run "easy_install sparsesvd" to install.

edited Dec 01 '10 at 01:43

answered Oct 22 '10 at 19:03

Radim

4,208
3
27
38

score 3 · Answer 2 · edited Oct 28 '12 at 23:24

A simple example using python-recsys library:

from recsys.algorithm.factorize import SVD

svd = SVD()
svd.load_data(dataset)
svd.compute(k=100, mean_center=True)

ITEMID1 = 1  # Toy Story
svd.similar(ITEMID1)
# Returns:
# [(1,    1.0),                 # Toy Story
#  (3114, 0.87060391051018071), # Toy Story 2
#  (2355, 0.67706936677315799), # A bug's life
#  (588,  0.5807351496754426),  # Aladdin
#  (595,  0.46031829709743477), # Beauty and the Beast
#  (1907, 0.44589398718134365), # Mulan
#  (364,  0.42908159895574161), # The Lion King
#  (2081, 0.42566581277820803), # The Little Mermaid
#  (3396, 0.42474056361935913), # The Muppet Movie
#  (2761, 0.40439361857585354)] # The Iron Giant

ITEMID2 = 2355 # A bug's life
svd.similarity(ITEMID1, ITEMID2)
# 0.67706936677315799

score 3 · Accepted Answer · answered Jul 13 '10 at 23:14

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.

score 3 · Answer 4 · answered Sep 30 '10 at 21:02

3

You can try scipy.sparse.linalg.svd, although the documentation is still a work-in-progress and thus rather laconic.

answered Sep 30 '10 at 21:02

Vedrana Janković

35
4

1

You probably mean the procedure called "svds". I tried it, but wasn't happy with the results myself... – dividebyzero Dec 14 '11 at 17:40

sparse matrix svd in python

4 Answers4

Linked