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Blendenpik - A library for fast solution of rectangular systems. Version 1.4, 8 October 2016 Copyright (C) 2009-2016, Haim Avron and Sivan Toledo. Install ======= Either FFTW or SPIRAL WHT are required. In MATLAB go to the directory of the unpacked files. Type "install_blendenpik" which will guide you through the installation. Usage example ============= >> A = rand(40000, 1000); >> b = rand(40000, 1); >> x = blendenpik(A, b); Random unit diagonal + unitary transformation time: 0.63 sec Random sampling time: 0.03 sec QR on random sample time: 0.22 sec Condition estimation: 0.01 sec Building preconditioner time: 0.92 sec dense_lsqr: converged at iteration 42 LSQR time: 1.27 sec Total time: 2.20 sec Paper ===== Core functionality is described in the following paper: Haim Avron, Petar Maymounkov, and Sivan Toledo. Blendenpik: Supercharging LAPACK's least-squares solver. SIAM Journal on Scientific Computing, 32 (3), 2010 Please cite it if you are using this software. Copyright and License - BSD license =================================== Copyright (c) 2009-2016, Haim Avron and Sivan Toledo. All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: * Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. * Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. * Neither the name of Tel-Aviv University nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY HAIM AVRON AND SIVAN TOLEDO ''AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL <copyright holder> BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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