libssvd is an open-source package providing the Streaming Singular Value Decomposition (SVD) and Dynamic Mode Decomposition (DMD). Both algorithms are implemented for CPU and GPU.
libssvd was created as part of Streaming GPU Singular Value and Dynamic Mode Decompositions.
- MAGMA (http://icl.cs.utk.edu/magma/software/)
- CUDA
- BLAS + LAPACK