[SciPy-Dev] Randomized linear algebra functionality

[Touqir Sajed]

There seems to be some interest in implementing randomized linear algebra
algorithms such as JL transformation, low-rank approximation, etc as
written in  https://github.com/scipy/scipy/wiki/GSoC-2018-project-ideas
<https://ml-trckr.com/link/https%3A%2F%2Fgithub.com%2Fscipy%2Fscipy%2Fwiki%2FGSoC-2018-project-ideas/cBzmzxqJ6V7Fi58kyipk>
. To the best of my knowledge, they are not implemented yet. If there still
exists interests I would like to implement the Fast JL transformation and
the randomized SVD for low-rank approximation. The pseudo code of Fast JL
transformation is given here:
https://pdfs.semanticscholar.org/ccf0/1e0375d11df5335b645161b4833e32380d89.pdf
<https://ml-trckr.com/link/https%3A%2F%2Fpdfs.semanticscholar.org%2Fccf0%2F1e0375d11df5335b645161b4833e32380d89.pdf/cBzmzxqJ6V7Fi58kyipk>
. The randomized SVD is based on https://arxiv.org/pdf/0909.4061.pdf
<https://ml-trckr.com/link/https%3A%2F%2Farxiv.org%2Fpdf%2F0909.4061.pdf/cBzmzxqJ6V7Fi58kyipk>
.

-- 
Computing Science Master's student at University of Alberta, Canada,
specializing in Machine Learning. Website :
https://ca.linkedin.com/in/touqir-sajed-6a95b1126
<https://ml-trckr.com/link/https%3A%2F%2Fca.linkedin.com%2Fin%2Ftouqir-sajed-6a95b1126/cBzmzxqJ6V7Fi58kyipk>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://mail.python.org/pipermail/scipy-dev/attachments/20180915/a280a779/attachment.html>