RandomizedLinAlg.jl is a Julia package that provides randomized algorithms for numerical linear algebra as advocated in .
This package was split off from IterativeSolvers.jl as randomized algorithms were not considered well-established and potentially unstable.
See the manual for the available methods.
: Halko, Nathan, Per-Gunnar Martinsson, and Joel A. Tropp. "Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions." SIAM review 53.2 (2011): 217-288.
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