LowRankApprox.jl: fast low-rank matrix approximation in Julia. This Julia package provides fast low-rank approximation algorithms for BLAS/LAPACK-compatible matrices based on some of the latest technology in adaptive randomized matrix sketching.
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References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Cambier, Léopold; Darve, Eric: Fast low-rank kernel matrix factorization using skeletonized interpolation (2019)
- Youngseok Kim, Peter Carbonetto, Matthew Stephens, Mihai Anitescu: A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming (2018) arXiv