Low Rank Approximations

ApproxMethod

Abstract supertype for low rank approximations to matrices.

RangeFinderMethod <: ApproxMethod

Abstract supertype for Random Rangefinder techniques such as the random svd decomposition random qr decomposition, and the random eigen decompositions.

 IntDecompMethod <: ApproxMethod

Abstract supertype for Interpolatory decompositions. This includes methods like the CUR decomposition.

NystromMethod <: ApproxMethod

Abstract supertype for Nystrom techniques. These can only be applied to symmetric matrices.

rapproximate(type::T where T<:ApproxMethod,

            A::AbstractArray
           )

A common interface for specifying different strategies for forming low rank approximations of matrices using randomized techniques. This function edits the method data structure in place but will also return the decomposition as well as an error metric representing the decompositions quality, if an error technique is specified.