/LowRankMatrixDecompositionCodes

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.

Primary LanguageCGNU General Public License v3.0GPL-3.0

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