Pinned Loading

1. gradient-projected-conjugate-gradient gradient-projected-conjugate-gradient Public

   A Python implementation of a conjugate gradient algorithm (GPCG) for solving bound-constrained quadratic programs.

   Python 3

2. rjpo-gaussian-sampling rjpo-gaussian-sampling Public

   A Python implementation of a reversible jump perturbation optimization (RJPO) method for sampling high-dimensional Gaussians.

   Jupyter Notebook 2

3. randomized-trace-logdet-diag randomized-trace-logdet-diag Public

   Some Python implementations of randomized, matrix-free algorithms for estimating matrix traces, log determinants, diagonals, and diagonals of inverses.

   Jupyter Notebook 1

4. running-stats running-stats Public

   A simple Python module for computing the sample statistics of an array in a running/online fashion.

   Jupyter Notebook 1

5. jlinops jlinops Public

   Some custom Python linear operators.

   Jupyter Notebook

6. gsvdm2py gsvdm2py Public

   A Python wrapper for MATLAB's gsvd function (generalized singular value decomposition).

   Python 1