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:

The R package is on CRAN:

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: