Randomized svd calculator
To compile:
edit makefile to point to your compiler and BLAS and LAPACK libraries
./make
The main executable is in bin/ and its usage is given below
./main matrix-file matrix-transpose-file p q output-file numthreads
Notes:
- The sparse matrix files must be in Matrix Market[1] format.
- p is the number of samples and will be the number of approximate singular values computed.
- q is the number of power iterations used.
- The singular values are written to the output-file in csv format.
- numthreads is the number of threads to be used for the parallel matvec.