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sergeyvoronin/LowRankMatrixDecompositionCodes

RSVDPACK: Implementations of fast algorithms for computing the low rank SVD, interpolative and CUR decompositions of a matrix, using randomized sampling. Includes codes for single core (using GNU GSL), multi-core (using Intel MKL) and GPU (using NVIDIA CUDA/CULA) architectures.

语言:C · GitHub 星标:94 · Fork:33

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