skpomade: stands for PrObabilistic MAtrix DEcompositions.
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_approximationcontains algorithms for Stage A Randomized Schemes for Approximating the Range
skpomade.factorization_constructioncontains algorithms for Stage B Construction of Standard Factorizations
Not all algorithms have been implemented yet.