PyParSVD: A streaming, distributed and randomized singular-value-decomposition library

Abstract

We introduce PyParSVD\footnote{https://github.com/Romit-Maulik/PyParSVD}, a Python library that implements a streaming, distributed and randomized algorithm for the singular value decomposition. To demonstrate its effectiveness, we extract coherent structures from scientific data. Futhermore, we show weak scaling assessments on up to 256 nodes of the Theta machine at Argonne Leadership Computing Facility, demonstrating potential for large-scale data analyses of practical data sets.