Randomized Matrix Computations from Few Entries and Products
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Documentation for package ‘matsketch’ version 0.1.0
Help Pages
| diag_est | Stochastic diagonal estimation |
| effective_dim | Effective dimension and recommended preconditioner rank |
| grm_matrix | Lazy genomic relationship matrix |
| kernel_matrix | Lazy kernel matrix |
| nystrom | Randomized Nystrom approximation |
| nystrom_precond | Nystrom preconditioner |
| pcg | Preconditioned conjugate gradients |
| plot.pcg_result | Plot the convergence of a conjugate gradient solve |
| plot.reml_sketch | Plot the path of a REML fit |
| plot.rpchol | Plot the error of a randomly pivoted Cholesky approximation |
| reml_exact | Variance components by exact dense REML |
| reml_sketch | Variance components by sketched REML |
| rpchol | Randomly pivoted Cholesky |
| sim_genomic | Simulate a genomic data set |
| trace_est | Stochastic trace estimation |