matsketch 0.1.0
- First release.
rpchol(): randomly pivoted Cholesky, in its simple and
accelerated (rejection-sampling) forms, with greedy and uniform pivoting
as baselines.
trace_est() and diag_est(): the XTrace,
XNysTrace and XDiag estimators, with Hutch++ and Girard-Hutchinson for
comparison.
nystrom(), nystrom_precond(),
effective_dim() and pcg(): randomized Nystrom
preconditioning for conjugate gradients, solving many right-hand sides
at once.
reml_sketch() and reml_exact(): variance
components by average-information REML, with the covariance matrix never
formed in the sketched fit.
kernel_matrix() and grm_matrix(): kernel
and genomic relationship matrices evaluated only where needed.