Robust Blockwise Random Pivoting

Code for our paper:

Robust Blockwise Random Pivoting: Fast and Accurate Adaptive Interpolative Decomposition
Yijun Dong, Chao Chen, Per-Gunnar Martinsson, Katherine Pearce. 

Environment setup for Python

$ conda env create -f conda_env.yml -n rnla
$ conda activate rnla
$ pip install -r pip_pkg.txt

File organization

..
|-- main (this repo)
|   |-- python 
|   |   |-- RBRP.ipynb # main Python experiment demo
|   |   |-- gmm_dpp.npy # pre-computed results of k-DPP (and other methods) on a GMM matrix
|   |-- figs # output figures 
|   |-- conda_env.yml # conda environment
|   |-- pip_pkg.yml # pip packages
|-- dataset # data source (e.g., for torchvision)

Reference

• RPCholesky
• DPPy
• Help functions and data matrices