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mblondel / matrix_sketch.py

Last active February 13, 2019 09:26

Frequent directions algorithm for matrix sketching.

	# (C) Mathieu Blondel, November 2013
	# License: BSD 3 clause

	import numpy as np
	from scipy.linalg import svd


	def frequent_directions(A, ell, verbose=False):
	"""
	Return the sketch of matrix A.