Changed svt_solver to use the CCS strategy for truncating SVDs #3
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
|
This looks terrific -- thanks a ton! Merged. |
1 similar comment
|
This looks terrific -- thanks a ton! Merged. |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Hey @tonyduan -- I've updated SVT solver to use the implementation trick described in the [ Cai, Candes, and Shen 2010 ] paper, which uses truncated SVDs. It doesn't give any speedup for the default 200x160 matrix setting in the example, but it's substantially faster for much bigger matrices. Obviously SVT isn't SOTA any more, but it's still nice for comparisons.
Feel free to let me know if you want me to make any edits before merging!