SVD? Sparse?

[GeoffreyPlitt]

Can this do SVD on sparse representations?

[chrispahm]

@GeoffreyPlitt you may test it out here:

https://observablehq.com/@chrispahm/performing-svd-on-sparse-matrices-using-ml-matrix-and-eigen
In general, it seems to produce the same results as Eigen, (obviously) less performant though.

[GeoffreyPlitt]

Awesome, thanks!