A new spectral parameter independent R-matrix (that depends on all of the dynamical variables) is proposed for the elliptic Calogero-Moser models. Necessary and sufficient conditions for this R-matrix to exist reduce to an equality between determinants of matrices involving elliptic functions. The needed identity appears new and is still unproven in full generality: we present it as a conjecture.

The singular value decomposition (SVD) is among the most ubiquitous matrix factorizations. Specifically, it is a cornerstone algorithm for data analysis, dimensionality reduction and data compression. However, despite modern computer power, massive datasets pose a computational challenge for traditional SVD algorithms. We present the R package rsvd, which enables the fast computation of the SVD...