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What are the standard methods of computing the rank-k truncated SVD of large dense matrices? My literature search yields results only for large sparse matrices.

I assume for k small that you use a Krylov subspace method (this is what Matlab's svds does). But (empirically) how large can k get before these methods become impractical, and then what should one resort to?

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Not sure why this had two downvotes... –  Yemon Choi Mar 15 '13 at 7:12
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