Perhaps Eigen could help you :<div><a href="http://eigen.tuxfamily.org/dox/TutorialLinearAlgebra.html">http://eigen.tuxfamily.org/dox/TutorialLinearAlgebra.html</a> <div class="gmail_quote">2011/10/23 Marc Lebrun <<a href="mailto:kenshin7@wanadoo.fr">kenshin7@wanadoo.fr</a>> <blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex;">Hi all, In order to speed up the NL-PCA algorithm, i'm looking for a truncated SVD, which will process the eigenvalues one by one, from the largest to the tiniest. The idea in NL-PCA is to keep only the ones which are larger than a threshold, so process all the eigenvalues is kind of useless. Does any of you have this kind of algorithm, or an idea of where I can find it? I've searched in the web, but i can't find anything except the matlab function. Thanking you in anticipation, Best regards -- Marc _______________________________________________ discuss mailing list <a href="mailto:discuss@list.ipol.im" target="_blank">discuss@list.ipol.im</a> <a href="http://tools.ipol.im/mailman/listinfo/discuss" target="_blank">http://tools.ipol.im/mailman/listinfo/discuss</a> </blockquote></div> </div>