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Algorithms for maximum volume and cross approximation of SPSD matrices

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README.md
README.md
 
 
aca_ratio.m
aca_ratio.m
 
 
aca_spsd.m
aca_spsd.m
 
 
arnoldi_trace_powers_update.m
arnoldi_trace_powers_update.m
 
 
cca2_spsd.m
cca2_spsd.m
 
 
cca_spsd.m
cca_spsd.m
 
 
eigenv2.F90
eigenv2.F90
 
 
maxvol_ratio.m
maxvol_ratio.m
 
 
maxvol_spsd.m
maxvol_spsd.m
 
 
poly_krylov_sim.m
poly_krylov_sim.m
 
 
quasi_cca_spsd.m
quasi_cca_spsd.m
 
 

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Before using cca_spsd.m generate the mex file by running

mex eigenv2.F90 -lmwblas -lmwlapack

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Algorithms for maximum volume and cross approximation of SPSD matrices

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