Blendenpik 1.0

Date Added: April 15, 2013 | Visits: 256

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This 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 this 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.

Requirements: No special requirements

Platforms: Matlab

Keyword: Authors, Avron, Build, Files, Lapack, Maymounkov, Petar, Sivan, Supercharging, Toledo

Users rating: 0/10

License: Shareware

Size: 30.72 KB

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