SVDLIBC is a C library for computing Singular Value Decomposition (SVD). It is actually an improved version of the SVDPACKC library. Since the algorithm that it implemented, las2, has relatively low precision for low order singular values, it is particularly suitable for truncated SVD (as in LSI).
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My study of machine learning, data mining, computational linguistics and information retrieval, towards the grand goal of developing the "perfect search engine" that "understands exactly what you mean and gives you back exactly what you want" (Larry Page).
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How large of a matrix have you gotten this library to work for? I can get it to do the SVD of a 30000 square matrix, but it runs out of memory when I try a 50000 square matrix with about 1.5% of the entries non-zero. This is on a machine with 2GB of memory. Have you had any luck with matrices this large?
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