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A Julia interface to PROPACK, a library for the computation of the truncated singular value decomposition of real (Float32, Float64) and complex (ComplexF32, ComplexF64) matrices or linear operators. PROPACK only requires operator-vector products to estimate singular values and singular vectors.
Larsen Rasmus M. (1998). Lanczos bidiagonalization with partial reorthogonalization. Department of Computer Science, Aarhus University, Technical report, DAIMI PB-357.
If you use PROPACK.jl in your work, please cite using the format given in CITATION.bib.
julia> ]
pkg> add PROPACK
pkg> test PROPACKVersion 0.5.0 of PROPACK.jl requires at least Julia 1.8.
U, s, V, bnd, nprod, ntprod = tsvd(A, k=3) # 3 largest singular values and their singular vectorss, bnd, nprod, ntprod = tsvdvals(A, k=3)Make sure A is square or short and wide to avoid the trailing zero singular values:
U, s, V, bnd, nprod, ntprod = tsvd_irl(A, k=2)s, bnd, nprod, ntprod = tsvdvals_irl(A, k=2)If you think you found a bug, feel free to open an issue. Focused suggestions and requests can also be opened as issues. Before opening a pull request, start an issue or a discussion on the topic, please.
If you want to ask a question not suited for a bug report, feel free to start a discussion here. This forum is for general discussion about this repository and the JuliaSmoothOptimizers organization, so questions about any of our packages are welcome.