My contributions: design and implement a state-of-the-art high-performance SVD software, PRIMME_SVDS on top of PRIMME for solving large-scale SVD problems. It can be used in a single node or a large cluster, supporting computation of both largest and smallest singular triplets in full accuracy. It provides C, Fortran, Matlab, Octave, Python, and R interfaces to serve a broad class of users.
Free download at: https://github.com/primme/primme
Please cite the following papers if you use or build upon this software:
Lingfei Wu, Eloy Romero, and Andreas Stathopoulos, “PRIMME_SVDS: A High-Performance Preconditioned SVD Solver for Accurate Large-scale Computations”, SIAM J. Sci. Comput. (2017), 39(5), pp. S248–S271. [SIAM SISC, Flagship Journal in Scientific Computing]
Lingfei Wu and Andreas Stathopoulos, “A Preconditioned Hybrid SVD Method for Computing Accurately Singular Triplets of Large Matrices”, SIAM J. Sci. Comput. (2017), 37(5), pp. S365-S388. [SIAM SISC, Flagship Journal in Scientific Computing]