| Algorithms: | file name | from paper # | algorithm # or name listed in the paper | simple input tested working |
|---|---|---|---|---|
| 1 | randRF | [1] | 4.1 | yes |
| 2 | Adaptive_randRF | [1] | 4.2 | yes |
| 3 | randPI | [1] | 4.3 | yes |
| 4 | randSI | [1] | 4.4 | yes |
| 5 | FastRandRF | [1] | 4.5 | yes |
| 6 | DirectEigvalueDecopo | [1] | 5.3 | yes |
| 7 | EigvalueDecopoRow | [1] | 5.4 | yes |
| 8 | EigvalueDecopoNystrom | [1] | 5.5 | yes |
| 9 | EigvalueDecopoOnePass | [1] | 5.6 | yes |
| 10 | FixedRank | [1] | Proto-Algorithm: Solving the Fixed-Rank Problem | yes |
| 11 | RandSVD | [1] | Prototype for Randomized SVD | yes |
| 12 | AERandSVD | [2] | ACCURACY ENHANCED RANDOMIZED SVD | yes |
| 13 | AEORandSVD | [2] | ACCURACY ENHANCED RANDOMIZED SVD (WITH ORTHONORMALIZATION) | yes |
| 14 | BasicRandSVD | [2] | RSVD | yes |
| 15 | SPRandEVDH | [2] | SINGLE-PASS RANDOMIZED EVD FOR A HERMITIAN MATRIX | yes |
| 16 | SPRandSVD | [2] | SINGLE-PASS RANDOMIZED SVD FOR A GENERAL MATRIX | yes |
| 17 | randPowerMethod | [3] | 4 | yes |
| 18 | randomizedLanczos | [3] | 5 | yes |
[1] Halko, Nathan, Per-Gunnar Martinsson, and Joel A. Tropp. Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions. SIAM review 53.2 (2011): 217-288.
[2] Martinsson, Per-Gunnar. Randomized methods for matrix computations. The Mathematics of Data 25 (2019): 187-231.
[3] Martinsson, Per-Gunnar, and Joel Tropp. Randomized numerical linear algebra: Foundations & algorithms. arXiv preprint arXiv:2002.01387 (2020). The Mathematics of Data 25 (2019): 187-231.
[4] Saibaba, Arvind K. Randomized subspace iteration: Analysis of canonical angles and unitarily invariant norms. SIAM Journal on Matrix Analysis and Applications 40.1 (2019): 23-48.