FSVD
FSVD is a Common Lisp implementation of Simon Funk's quasi SVD as described at http://sifter.org/~simon/journal/20061211.html in the context of its application to the netflix prize.

It's written by Gabor Melis and it is available as a Quicklisp library.

GitHub repository: https://github.com/melisgl/fsvd

linear algebra data mining