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Popular repositories

  1. Fast2SPSA Fast2SPSA Public

    The MATLAB code below implements the second-order SPSA (simultaneous perturbation stochastic approximation) and second-order SG (stochastic gradient) in an efficient manner, such that the FLOPS-per…

    MATLAB 9 1

  2. Rank1FactorizationUpdate Rank1FactorizationUpdate Public

    This code provides the rank-one update of symmetric indefinite factorization. The pseudo code (in Fortran) is in the Appendix of "Updating the symmetric indefinite factorization with applications i…

    MATLAB

  3. HARP HARP Public

    Python