TransportMaps.RandomizedLinearAlgebra.RandomizedLinearAlgebra

Module Contents

Functions

adaptive_randomized_range_finder(action, dim_in, ...)

Adaptive randomized range finder with subspace iterations

randomized_direct_svd(action, action_transpose, ...[, ...])

randomized_direct_eig(action, dim, eps, r[, rng, ...])

randomized_nystrom_eigenvalue_decomposition(action, ...)

TransportMaps.RandomizedLinearAlgebra.RandomizedLinearAlgebra.adaptive_randomized_range_finder(action, dim_in, dim_out, eps, r, rng=npr.randn, kwargs={}, power_n=0, action_transpose=None)[source]

Adaptive randomized range finder with subspace iterations

TransportMaps.RandomizedLinearAlgebra.RandomizedLinearAlgebra.randomized_direct_svd(action, action_transpose, dim_in, dim_out, eps, r, rng=npr.randn, kwargs={}, power_n=0, range_finder=adaptive_randomized_range_finder, min_singval=1e-12)[source]
TransportMaps.RandomizedLinearAlgebra.RandomizedLinearAlgebra.randomized_direct_eig(action, dim, eps, r, rng=npr.randn, kwargs={}, power_n=0, range_finder=adaptive_randomized_range_finder, min_eigval=1e-12)[source]
TransportMaps.RandomizedLinearAlgebra.RandomizedLinearAlgebra.randomized_nystrom_eigenvalue_decomposition(action, dim, eps, r, rng=npr.randn, kwargs={}, power_n=0, range_finder=adaptive_randomized_range_finder, min_eigval=1e-12)[source]