fsvd

https://github.com/melisgl/fsvd.git

git clone 'https://github.com/melisgl/fsvd.git'

(ql:quickload :fsvd)
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Funky Singular Value Decomposition

This is a Common Lisp implementation of Simon Funk's quasi svd as described at http://sifter.org/~simon/journal/20061211.html by Gabor Melis.

It's under the MIT licence. See COPYING.