irlba: Fast and memory efficient partial SVD for R

The implicitly restarted Lanczos bidiagonalization algorithm (IRLBA) of Jim Baglama and Lothar Reichel is a state of the art method for computing a few singular vectors and corresponding singular values of huge matrices.
Code available from: http://rforge.net/irbla.

The R package is on CRAN: http://cran.r-project.org/web/packages/irlba/index.html.

The vignette documentation is here: irlba.pdf.

Here is a quick video presentation of the package that uses the Netflix prize data set:

And the slides used in the video can be found here: http://goo.gl/fRech.

Enjoy!