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@jcreinhold
jcreinhold / rpca_gpu.py
Last active November 10, 2024 14:41
GPU RPCA and SVT
#!/usr/bin/env python
# -*- coding: utf-8 -*-
"""
rpca_gpu
implementations of RPCA on the GPU (leveraging pytorch)
for low-rank and sparse matrix decomposition as well as
a nuclear-norm minimization routine via singular value
thresholding for matrix completion
#!/usr/bin/env bash
###
# NB: You probably don't want this gist any more.
# Instead, use this version from `fastsetup`:
# https://github.com/fastai/fastsetup/blob/master/setup-conda.sh
###
set -e
cd