Dear listers,
I'm using Splus 7.0 on a Windows XP with 4Gb memory. I would like to
perform an svd on a rectangular array where one dimension is very large
(around 30K) and the other is relatively small (around 100).
Unfortunately, svd is not one of the functions listed to take advantage
of the out-of-memory mode in version 7.0. Right now my feasible limits
in-memory are (8K x 100). It should be possible to use program an SVD
for rectangular arrays using sequential optimization, but before going
in that route, I am hoping someone here knows of an available code.
Thanks in advance.
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