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Blendenpik 1.0
File ID: 81243






Blendenpik 1.0
Download Blendenpik 1.0http://www.mathworks.comReport Error Link
License: Shareware
File Size: 30.7 KB
Downloads: 7
Submit Rating:
Blendenpik 1.0 Description
Description: 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 and/or SPIRAL WHT is needed. Extract the files and write install_blendenpik.

License: Shareware

Related: petar, maymounkov, sivan, avron, authors, supercharging, lapack, toledo, Build, Files

O/S:BSD, Linux, Solaris, Mac OS X

File Size: 30.7 KB

Downloads: 7



More Similar Code

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 specialized preconditioning scheme.

Use of Blendenpik and SpTriSolve is suggested (both are available through File Exchange).

Algorithm is described in Section 5 of:
"L1-sparse...

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