Pass-efficient randomized algorithms for low-rank matrix approximation. Experimental Python code implementing the randomized truncated singular value decomposition (TSVD) algorithms discussed in (Bjarkason, 2019). The randomized TSVD algorithms can be found in src/RSVDmethods.py.

The Python script src/RunNumericalExperiments.py runs the experiments discussed in (Bjarkason, 2019).

Bjarkason, E. K. (2019). Pass-efficient randomized algorithms for low-rank matrix approximation using any number of views. SIAM Journal on Scientific Computing, 41(4), A2355–A2383. https://doi.org/10.1137/18m118966x

Elvar K. Bjarkason: ebja558@aucklanduni.ac.nz