https://github.com/harusametime/blendenpik

Python implementation of Blendenpik, a solver of an over-determined system
https://github.com/harusametime/blendenpik

Last synced: about 2 months ago
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Python implementation of Blendenpik, a solver of an over-determined system

• Host: GitHub
• URL: https://github.com/harusametime/blendenpik
• Owner: harusametime
• Created: 2017-10-05T08:01:54.000Z (about 7 years ago)
• Default Branch: master
• Last Pushed: 2017-10-10T08:32:26.000Z (about 7 years ago)
• Last Synced: 2024-08-12T09:49:45.476Z (4 months ago)
• Language: Python
• Homepage:
• Size: 10.7 KB
• Stars: 1
• Watchers: 2
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# Blendenpik

This is a Python implementation of Blendenpik, a solver of an over-determined system `Ax=b` with a random sampling strategy on `A`.

Haim Avron, Petar Maymounkov, and Sivan Toledo  

Blendenpik: Supercharging LAPACK's Least-Squares Solver   

SIAM J. Sci. Comput., 32(3), 1217–1236. (2010)  

Read More: http://epubs.siam.org/doi/abs/10.1137/090767911

# Environment 

- Python 3.5

- Numpy

- Scipy

- xalglib (Option: Used for Discrete Hartley transform)

- PySPQR (Option: Used for QR decomposition)

# Usage

```

blendenpik = Blendenpik(A, b)

x = blendenpik.solve()

```

`A` is a scipy sparse matrix or numpy matrix, and `b` is a numpy array. You can specify `gamma` for sampling rate from `A`.

# Result

A: 2000-by-1000 matrix with density 0.1. (not so fast)

- Residual (L2-norm): 0.000342662818291

- Computational time (sec.): 4.8125