The code increment_svd.R implements the algorithm of Appendix A of Brand, M paper
Brand, M. “Fast Online SVD Revisions for Lightweight Recommender Systems.” In Proceedings of the 2003 SIAM International Conference on Data Mining, 37–46. Proceedings. Society for Industrial and Applied Mathematics, 2003.
The only R package required is Matrix.
list_packages <- c("Matrix")
if (length(setdiff(list_packages, rownames(installed.packages()))) > 0) {
install.packages(setdiff(list_packages, rownames(installed.packages())))
}To test the code simply source driver_incremental_svd.R.
source("driver_incremental_svd.R")