Nolina
Naive NumPy (and eventually TensorFlow) implementations of randomised linear algorithms, including:
Method | NumPy | TensorFlow |
---|---|---|
power | ✔️ | |
inverse iteration | ✔️ | |
Rayleigh iteration | ✔️ | |
Jacobi | ||
Steepest descent | ✔️ | |
Conjugate gradient | ✔️ | |
Arnoldi | ✔️ |
References
- Wendland, Holger. Numerical Linear Algebra: An Introduction. Cambridge Texts in Applied Mathematics. Cambridge University Press, 2017.
- Mahoney, Michael W. ‘Lecture Notes on Randomized Linear Algebra’. ArXiv Preprint ArXiv:1608.04481, 2016. http://arxiv.org/abs/1608.04481.
Installation
python setup.py install
Development
conda env create -f environment.yml