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python code for the "blendenpik" method
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blendenpik.py

README.md

blendenpik

python code for the "blendenpik" method

"blendenpik" is a fundamental "randomization" strategy for solving least squares problems. The basic idea is to form a preconditioner for LSQR using random mixing.

matlab/C code from two of the inventors, Haim Avron and Silvan Toledo, is available at https://github.com/haimav/Blendenpik.

I haven't seen a python version, so I thought I would make one to, at least, help me learn more about this sort of technique.

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