sergeyvoronin / LowRankMatrixDecompositionCodesLinks
RSVDPACK: Implementations of fast algorithms for computing the low rank SVD, interpolative and CUR decompositions of a matrix, using randomized sampling. Includes codes for single core (using GNU GSL), multi-core (using Intel MKL) and GPU (using NVIDIA CUDA/CULA) architectures.
☆94Updated 3 years ago
Alternatives and similar repositories for LowRankMatrixDecompositionCodes
Users that are interested in LowRankMatrixDecompositionCodes are comparing it to the libraries listed below
Sorting:
- Randomized Dimension Reduction Library☆119Updated 4 years ago
- A Newton ADMM based solver for Cone programming.☆39Updated 8 years ago
- A MATLAB toolbox for building first-order solvers for convex models.☆142Updated 3 years ago
- The git repository for the TT-Toolbox☆211Updated 11 months ago
- Proximal Operator Graph Solver☆89Updated 3 weeks ago
- ☆67Updated 7 years ago
- Distributed NMF/NTF Library☆51Updated last year
- Backpropagate derivatives through the Cholesky decomposition☆58Updated 5 years ago
- Sketching-based Distributed Matrix Computations for Machine Learning☆100Updated 7 years ago
- Sample implementations of proximal operators☆194Updated 12 years ago
- TMAC: A Toolbox of Modern Async-Parallel, Coordinate, Splitting, and Stochastic Methods☆48Updated 8 years ago
- The pMMF Multiresolution Matrix Factorization Library☆27Updated 7 years ago
- Proximal algorithms made easy in Python☆59Updated 8 years ago
- Fastidious accounting of entropy streams into and out of optimization and sampling algorithms.☆33Updated 9 years ago
- A suite of stochastic optimization methods for solving the empirical risk minimization problem.☆17Updated 6 years ago
- FALKON implementation used in the experimental section of "FALKON: An Optimal Large Scale Kernel Method"☆30Updated 5 years ago
- Header-only version of RedSVD☆59Updated 11 years ago
- C++/Eigen implementation of fast randomized SVD☆23Updated 5 years ago
- Yet another tensor library☆23Updated 8 years ago
- A Python convex optimization package using proximal splitting methods☆119Updated 4 months ago
- Look Ahead Hamiltonian Monte Carlo☆30Updated 10 years ago
- A lightweight accelerated proximal-gradient package for matlab☆34Updated 9 years ago
- ☆66Updated 5 years ago
- This repository houses the code for the community website http://www.probabilistic-numerics.org☆36Updated 5 years ago
- Fast computation of Gauss transforms in multiple dimensions; enables efficient Kernel Density Estimation (KDE) with Gaussian kernels.☆66Updated 6 years ago
- Developer repository for PyViennaCL. Visit http://viennacl.sourceforge.net/ for latest releases.☆32Updated 10 years ago
- Bayesian GPLVM in MATLAB and R☆78Updated 8 years ago
- A general purpose library for numerical calculations with higher order tensors, Tensor-Train Decompositions / Matrix Product States and o…☆22Updated 3 years ago
- The Surprisingly ParalleL spArse Tensor Toolkit.☆73Updated 3 years ago
- A matlab library for CUR matrix decomposition☆27Updated 8 years ago