https://github.com/melisgl/fsvd.git
git clone 'https://github.com/melisgl/fsvd.git'
(ql:quickload :fsvd)
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.