Expand description
§Library examples
We provide some examples in the examples subdirectory. To run them
use cargo run --example <example_filename>.
§Computing a rank k interpolative decomposition of an $m\times n$ matrix.
This example computes the rank $k$ two-sided interpolative decomposition of a
given matrix and prints the relative distance between the compressed
interpolative decmposition and the original matrix.
The corresponding code is in the file interpolative_decomposition.rs.
§Adaptive range sampling of a matrix.
This code adaptively samples the range of a matrix up to a given error tolerance
and uses the range estimate to compute an approximate interpolative decomposition.
It generates a residual curve comparing the probabilistic erro bound from the adaptive
sampling and the exact relative error. The convergence curve is saved in the file
residuals.png.