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Code Listing by Haim Avron |
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This library implements a randomized algorithm for solving the least-squares equation x = arg min norm(A * x - b, 2) or the underdetermined system min(norm(x, 2)) s.t. Ax=b. With high probability the running this o(mn^2) for an m-by-n matrix.
For details of the solver see the paper at: Blendenpik: Supercharging LAPACK's least-squares solver. Authors: Haim Avron, Petar Maymounkov, and Sivan Toledo.
To build FFTW...
Implements sparse triangular solve as a MEX function, thus is much faster than . Useful for iterative methods (to apply a factored preconditioner).
Solve quadratically constrained overdetermined l1 minimization: min ||K * x - f||_1 s.t. ||y - x||_2 <= epsilon using a primal interior point method (using a log barrier).
Sparse linear systems are solved using a...
This small script modifies the files used by MATLAB to compile mex-functions within MATLAB so that CUDA is supported.
Once the script setup_cuda_mex.m is run you can just compile CUDA mex files with the function cuda_mex.m.
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