skpomade
documentation¶
Overview¶
skpomade
: stands for PrObabilistic MAtrix DEcompositions.
Package skpomade
offers a Python implementation of algorithms from
paper Finding Structure with Randomness: Probabilistic Algorithms for
Constructing Approximate Matrix Decompositions, by N. Halko, P. G.
Martinsson and J. A. Tropp, SIAM review, 53 (2), 2011, https://arxiv.org/abs/0909.4061.
skpomade
: is mainly composed of two sub-modules:
skpomade.range_approximation
contains algorithms for Stage A Randomized Schemes for Approximating the Rangeskpomade.factorization_construction
contains algorithms for Stage B Construction of Standard Factorizations
Not all algorithms have been implemented yet.