URL: https://cran.r-project.org/package=rsvd
Proper Citation: rsvd (RRID:SCR_024303)
Description: Software R package used to compute near optimal low-rank singular value decomposition of massive data sets with high accuracy. Provides several randomized matrix algorithms such as randomized singular value decomposition (rsvd), randomized principal component analysis (rpca), randomized robust principal component analysis (rrpca), randomized interpolative decomposition (rid), and the randomized CUR decomposition (rcur). In addition several plot functions are provided.
Synonyms: randomized singular value decomposition
Resource Type: software toolkit, software resource
Defining Citation: DOI:10.18637/jss.v089.i11
Keywords: randomized singular value decomposition, singular value decomposition, compute optimal low-rank singular value decomposition, massive data sets,
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