[Research] Thin SVD code in auton codebase?

[Sajid Siddiqi]

Hi,

Does anyone know if there is code for doing a thin SVD (i.e. top k
singular values and vectors) in the auton codebase?

The svd.c code in /utils seems to return the full SVD component matrices
for an m x n matrix, i.e. a m x n matrix U, a  n x n diagonal matrix S (as
a dyv), and an n x n matrix V. If m and n are both large, these matrices
can be slow to compute. If only the top few singular values and vectors
are computed (i.e. the 'thin' SVD) it would be much faster.

Thanks,
Sajid