alpyurtsever/SKETCH: SKETCH-v1.1

This release implements the methods described in the following references. See references for more details.

[TYUC2017P] J.A. Tropp, A. Yurtsever, M. Udell and V. Cevher, Practical Sketching Algorithms for Low-Rank Matrix Approximation, Accepted to SIAM J. Matrix Anal. Appl., August 2017.

[TYUC2017Nys] J.A. Tropp, A. Yurtsever, M. Udell and V. Cevher. Fixed-Rank Approximation of a Positive-Semidefinite Matrix from Streaming Data. In Proc. 31st Conference on Neural Information Processing Systems (NIPS), Long Beach, CA, USA, December 2017.

[TYUC2019] J.A. Tropp, A. Yurtsever, M. Udell and V. Cevher. Streaming Low-Rank Matrix Approximation with an Application to Scientific Simulation.