5 projects
gsvdm2py
A Python wrapper for MATLAB's gsvd function (generalized singular value decomposition).
runningstatistics
A simple module for computing the sample statistics of an array in a running/online fashion.
rjpo
An implementation of a reversible jump perturbation optimization (RJPO) method for sampling high-dimensional Gaussians.
tracelogdetdiag
Some implementations of randomized, matrix-free algorithms for estimating matrix traces, log determinants, diagonals, and diagonals of inverses.
gpcg
An implementation of a conjugate gradient algorithm (GPCG) for solving bound-constrained quadratic programs.
