RBigData/rsvd

Implementation of rsvd algorithm using the C++ library armadillo.

rsvd

• Version: 0.1-0
• License: BSD 2-Clause
• Author: Drew Schmidt (wrathematics .AT. gmail .DOT. com)
• Project home: https://github.com/RBigData/rsvd
• Bug reports: https://github.com/RBigData/rsvd/issues

A basic implementation of the randomized svd algorithm using the C++ library armadillo. It is a fairly direct translation of the implementation in the pbdML package.

For ease of distribution, the armadillo sources are distributed with the package under the include/ directory. See include/LICENSE.txt for armadillo copyright details.

Installation

Assuming you have CMake, simply run

make

Examples

The main codebase is C++, making heavy use of armadillo. However, there is a C API as well.

See the examples/ sub tree for examples of each.