aneesha
mblondel
/ matrix_sketch.py
Last active
February 13, 2019 09:26
Frequent directions algorithm for matrix sketching.
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| # (C) Mathieu Blondel, November 2013 | |
| # License: BSD 3 clause | |
| import numpy as np | |
| from scipy.linalg import svd | |
| def frequent_directions(A, ell, verbose=False): | |
| """ | |
| Return the sketch of matrix A. |