netflix_svd.m

%% Read Netflix dataset
A = readSMAT('/scratch/dgleich/netflix/netflix.smat');

k = [10 25 50 100 150 200];
l = size(k,2);

%% Matlab's SVDS
for i= 1:l
    tic; 
    [U,S,V] = svds(A,k(i)); 
    toc
    file = strcat('test1_',int2str(k(i)), '.mat');
    d = diag(S);
    save(file, 'd');
end

%%  Using eigs() on A*A'
m = size(A,1);
Cx = @(x) A*(A'*x);

for i= 1:l
    tic;
    [V D]=eigs(Cx,m,k(i),'LA',struct('issym',1,'disp',0));
    toc
    file = strcat('test2_',int2str(k(i)), '.mat');
    d = diag(D);
    save(file, 'd');
end

%%  Using Propack.
addpath('/homes/hou13/fall2013/MR_SVD_test/PROPACK/matlab');
m = size(A,1); n = size(A,2);

Ax=@(x) A*x;
Atx=@(x) A'*x;

for i= 1:l
    tic;
    [UD D VD]=lansvd(Ax,Atx,m,n,k(i),'L');
    toc
    file = strcat('test3_',int2str(k(i)), '.mat');
    d = diag(D);
    save(file, 'd');
end