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Approximate Leverage Score Sampling #63

@nathanielpritchard

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@nathanielpritchard

Write a function that computes a probability distribution over the rows or columns of a matrix, $A$:

  1. This distribution will be an approximation of the leverage score distribution.
  2. Should be computed using algorithm 1
    If a distribution over the columns is desired it should be computed using the transpose of $A$. Note that $\epsilon$-FJT should be any sketching method
  • Add a folder in linear_samplers called induced_distributions
  • Add file in linear_samplers/induced_distributions to that folder that Implements function that takes in a matrix, $A$, and Sketching method, and a boolean indicating if a row or column distribution should be used as input. Should sample from that distribution and perform algorithm 1. Should return a Weights data structure
  • add include statement for file with method in linear_samplers.jl
  • Export function in RLinearAlgebra.jl
  • Add tests for the function
  • Add docstring reference to the created function under the section Matrix Induced Probability Distributions in docs/src/api/linear_samplers.md

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