[SciPy-Dev] Interpolative Decomposition (was: Re: linear algebra)

[Andreas Kloeckner]

Hi Pauli, all,

Pauli Virtanen <pav at iki.fi> writes:
> 06.03.2013 13:40, luca guzzardi kirjoitti:
>> Currently I'm studying some topics in image processing and I writing
>> some code for image deblurring. This code is based fast methods for
>> solving special linear systems such as circulant matrix or Toeplitz
>> matrix or more complicated stuff: I would like to contribute to with
>> all these methods.
>
> This sounds interesting --- I think there is room in scipy.linalg for
> algorithms for solving additional linear algebra problems, in addition
> to the basic LAPACK-provided triangular/banded matrix cases. So I think
> these routines would be welcome.

Sorry for hijacking this thread--but I thought what you said made a good
backdrop for the discussion. :)

Ken Ho [1] has produced a wrapper [2] for the Interpolative
Decomposition code [3] originated by Per-Gunnar Martinsson, Vladimir
Rokhlin, Yoel Shkolnisky, and Mark Tygert. This is a matrix
decomposition that successfully competes with the SVD in a number of
applications. I thought that this might be a nice thing to have in
scipy.linalg and got in touch with Ken to see if he might be interested
in helping to integrate it. He was, and specifically, he's OK with
adapting the license (currently GPL3) to Scipy's needs. The underlying
ID package is BSD-ish [4] as far as I can tell, so that doesn't seem to
pose extra restrictions.

[1] http://www.stanford.edu/~klho/
[2] https://github.com/klho/PyMatrixID
[3] https://cims.nyu.edu/~tygert/software.html
[4] https://cims.nyu.edu/~tygert/id_doc.pdf

I'd be curious to hear if there's an interest from your side. If so,
we'd work to provide a patch.

Let me know (I'm subscribed),
Andreas