matsketch: Randomized Matrix Computations from Few Entries and Products
Implements recent randomized algorithms that answer questions about a large positive-semidefinite matrix while touching only a small part of it. Randomly pivoted Cholesky builds a low-rank approximation from a few rows of a kernel matrix (Chen, Epperly, Tropp and Webber (2025) <doi:10.1002/cpa.22234>), with an accelerated variant based on rejection sampling (Epperly, Tropp and Webber (2025) <doi:10.1137/24m1699048>). The XTrace, XNysTrace and XDiag estimators recover the trace and diagonal of a matrix that is available only through matrix-vector products (Epperly, Tropp and Webber (2024) <doi:10.1137/23m1548323>), alongside the Hutch++ estimator of Meyer, Musco, Musco and Woodruff (2021) <doi:10.1137/1.9781611976496.16>. Randomized Nystrom preconditioning speeds up the conjugate gradient method for regularized linear systems (Frangella, Tropp and Udell (2023) <doi:10.1137/21m1466244>). These pieces are combined to fit restricted maximum likelihood variance-component models on genomic relationship matrices without forming or factorizing the covariance matrix.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | graphics, grDevices, stats |
| Suggests: | knitr, Matrix, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-09-21 |
| DOI: | 10.32614/CRAN.package.matsketch (may not be active yet) |
| Author: | Muhammad Farooqi 
[aut, cre] |
| Maintainer: | Muhammad Farooqi <mqfarooqi at gmail.com> |
| BugReports: | https://github.com/mqfarooqi1/matsketch/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/mqfarooqi1/matsketch, https://mqfarooqi1.github.io/matsketch/ |
| NeedsCompilation: | no |
| Language: | en-GB |
| Citation: | matsketch citation info |
| Materials: | README, NEWS |
| CRAN checks: | matsketch results |
Documentation:
| Reference manual: | matsketch.html , matsketch.pdf |
| Vignettes: |
Genomic REML without forming the covariance matrix (source, R code) Randomized matrix computations with matsketch (source, R code) |
Downloads:
| Package source: | matsketch_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): matsketch_0.1.0.tgz, r-release (x86_64): matsketch_0.1.0.tgz, r-oldrel (x86_64): matsketch_0.1.0.tgz |
Linking:
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