Here we include code for paper "Recursive Importance Sketching for Rank Constrained Least Squares: Algorithms and High-order Convergence" by Yuetian Luo, Wen Huang, Xudong Li and Anru R. Zhang (https://arxiv.org/abs/2011.08360). See README.md for the instruction.
This folder includes code for RISRO, RISRO in phase retrieval, RISRO in matrix completion and RISRO in robust PCA. For each code, we also include an example code for each setting and those file names are ended with 'example'.