version 1.1

Version submitted for grading for ENS's Mathématiques des données course. Report.

The following algorithms are available :

  • gaussian range sampler
  • randomized range finder
  • adapative randomized range finder
  • randomized subspace iteration
  • adaptive randomized subspace iteration (corrected)
  • direct singular values decomposition
  • direct eigenvalues decomposition
  • Nÿstrom eigenvalues decomposition