资 源 简 介
This MATLAB library implements a randomized algorithm for solving the least-squares equation x = arg min norm(A x - b, 2) or the underdetermined system min(norm(x, 2)) s.t. Ax=b.
With high probability the running is o(mn^2) for an m-by-n matrix.
For details of the solver see the paper at:
Blendenpik: Supercharging LAPACK"s least-squares solver.
Authors: Haim Avron, Petar Maymounkov, and Sivan Toledo.
To build FFTW and/or SPIRAL WHT is needed. Extract the files and write install_blendenpik.
文 件 列 表
blendenpik
blendenpik.m
blendenpik_over.m
blendenpik_under.m
blendenpik_under_alternative.m
build_fftw_wisdom.c
coherence.m
configure_blenenpik.m
dense_full_overdetermined_lsqr.c
dense_full_overdetermined_lsqr.m
dense_overdetermined_lsqr.c
dense_overdetermined_lsqr.m
dense_underdetermined_lsqr.c
dense_underdetermined_lsqr.m
fast_unitary_transform.c
fast_unitary_transform.m
fast_unitary_transform_size.c
fftw_r2r.c
fftw_r2r.h
install_blendenpik.m
lapack_solve_ls.c
lapack_solve_ls.m
logo.png
logo.ppt
mex_dgeqrf.c
mex_dgeqrf.m
mex_dlange.c
mex_dormqr.c
mex_dtrcon.c
mex_dtrsm.c
mex_fftw_r2r.c
random_sample_precond.m
README.txt
wtime.c
wtime.m
