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  1. gradient-projected-conjugate-gradient gradient-projected-conjugate-gradient Public

    A Python implementation of a conjugate gradient algorithm (GPCG) for solving bound-constrained quadratic programs.

    Python 3

  2. rjpo-gaussian-sampling rjpo-gaussian-sampling Public

    A Python implementation of a reversible jump perturbation optimization (RJPO) method for sampling high-dimensional Gaussians.

    Jupyter Notebook 2

  3. randomized-trace-logdet-diag randomized-trace-logdet-diag Public

    Some Python implementations of randomized, matrix-free algorithms for estimating matrix traces, log determinants, diagonals, and diagonals of inverses.

    Jupyter Notebook 1

  4. running-stats running-stats Public

    A simple Python module for computing the sample statistics of an array in a running/online fashion.

    Jupyter Notebook 1

  5. jlinops jlinops Public

    Some custom Python linear operators.

    Jupyter Notebook

  6. gsvdm2py gsvdm2py Public

    A Python wrapper for MATLAB's gsvd function (generalized singular value decomposition).

    Python 2