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Nolina

Naive NumPy (and eventually TensorFlow) implementations of randomised linear algorithms, including:

Method NumPy TensorFlow
power ✔️
inverse iteration ✔️
Rayleigh iteration ✔️
Jacobi
Steepest descent ✔️
Conjugate gradient ✔️
Arnoldi ✔️

References

  • Wendland, Holger. Numerical Linear Algebra: An Introduction. Cambridge Texts in Applied Mathematics. Cambridge University Press, 2017.
  • Mahoney, Michael W. ‘Lecture Notes on Randomized Linear Algebra’. ArXiv Preprint ArXiv:1608.04481, 2016. http://arxiv.org/abs/1608.04481.

Installation

python setup.py install

Development

conda env create -f environment.yml

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Randomised linear algebra

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