RandBLAS

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RandBLAS : A header-only C++ library for sketching in randomized linear algebra

RandBLAS supports high-level randomized linear algebra algorithms (like randomized low-rank SVD) that might be implemented in other libraries.

Our goal is for RandBLAS to become a standard like the BLAS, in that hardware vendors might release their own optimized implementations of algorithms which confirm to the RandBLAS API.

For those who are new to randomized linear algebra, we recommend you check out this superb 35-minute YouTube video on the subject.

Source Code

The source code can be obtained at the RandBLAS github repository.

Documentation

See RandBLAS User's Guide for a terse but thorough overview of RandBLAS' functionality.

CI

Copyright and License

RandBLAS is licensed under the BSD 3-Clause License. See license for more information.