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rand_approx

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:

  1. The sparse matrix files must be in Matrix Market[1] format.
  2. p is the number of samples and will be the number of approximate singular values computed.
  3. q is the number of power iterations used.
  4. The singular values are written to the output-file in csv format.
  5. numthreads is the number of threads to be used for the parallel matvec.

[1] http://math.nist.gov/MatrixMarket/

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Randomized svd calculator

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