@Article{Berry:2005:ACS, author = "Michael W. Berry and Shakhina A. Pulatova and G. W. Stewart", title = "Algorithm 844: Computing Sparse Reduced-Rank Approximations to Sparse Matrices", journal = "{ACM} Transactions on Mathematical Software", volume = "31", number = "2", month = jun, year = "2005", pages = "252--269", URL = " http://doi.acm.org/10.1145/1067967.1067972", abstract = "In many applications --- latent semantic indexing, for example --- it is required to obtain a reduced rank approximation to a sparse matrix $A$. Unfortunately, the approximations based on traditional decompositions, like the singular value and QR decompositions, are not in general sparse. Stewart [{\it Numer. Math.} 83 (1999) 313--323] has shown how to use a variant of the classical Gram--Schmidt algorithm, called the quasi--Gram-Schmidt--algorithm, to obtain two kinds of low-rank approximations. The first, the SPQR, approximation, is a pivoted, Q-less QR approximation of the form $(XR_{11}^{-1})(R_{11} R_{12})$, where $X$ consists of columns of A. The second, the SCR approximation, is of the form the form $A \cong XTY^{\rm T}$, where $X$ and $Y$ consist of columns and rows $A$ and $T$ is small. In this paper we treat the computational details of these algorithms and describe a Matlab implementations.", }