scipy.linalg._decomp_interpolative

This file is a Cython rewrite of the original Fortran code of "ID: A software package for low-rank approximation of matrices via interpolative decompositions, Version 0.4", written by Per-Gunnar Martinsson, Vladimir Rokhlin, Yoel Shkolnisky, and Mark Tygert.

The original Fortran code can be found at the last author's current website http://tygert.com/software.html

References

• Halko, P.G. Martinsson, and J. A. Tropp, "Finding structure with randomness:

probabilistic algorithms for constructing approximate matrix decompositions", SIAM Review, 53 (2011), pp. 217-288. DOI:10.1137/090771806

• Cheng, Z. Gimbutas, P.G. Martinsson, V.Rokhlin, "On the Compression of Low

Rank Matrices", SIAM Journal of Scientific Computing, 2005, Vol.26(4), DOI:10.1137/030602678

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Notes

The translated functions from the original Fortran77 code are as follows (with various internal functions subsumed into respective functions):

idd_diffsnorm idd_estrank idd_findrank idd_id2svd idd_ldiv idd_poweroftwo idd_reconid idd_snorm iddp_aid iddp_asvd iddp_id iddp_qrpiv iddp_rid iddp_rsvd iddp_svd iddr_aid iddr_asvd iddr_id iddr_qrpiv iddr_rid iddr_rsvd iddr_svd idz_diffsnorm idz_estrank idz_findrank idz_id2svd idz_reconid idz_snorm idzp_aid idzp_asvd idzp_id idzp_qrpiv idzp_rid idzp_rsvd idzp_svd idzr_aid idzr_asvd idzr_id idzr_rid idzr_rsvd idzr_qrpiv idzr_svd