Implementation of rsvd algorithm using the C++ library armadillo.
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README.md

README.md

rsvd

A basic implementation of the randomized svd algorithm using the C++ library armadillo. It is a fairly direct translation of the implementation in the pbdML package.

For ease of distribution, the armadillo sources are distributed with the package under the include/ directory. See include/LICENSE.txt for armadillo copyright details.

Installation

Assuming you have CMake, simply run

make

Examples

The main codebase is C++, making heavy use of armadillo. However, there is a C API as well.

See the examples/ sub tree for examples of each.