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rpchol(): randomly pivoted Cholesky, in its simple and
accelerated (rejection-sampling) forms, with greedy and uniform pivoting
as baselines.trace_est() and diag_est(): the XTrace,
XNysTrace and XDiag estimators, with Hutch++ and Girard-Hutchinson for
comparison.nystrom(), nystrom_precond(),
effective_dim() and pcg(): randomized Nystrom
preconditioning for conjugate gradients, solving many right-hand sides
at once.reml_sketch() and reml_exact(): variance
components by average-information REML, with the covariance matrix never
formed in the sketched fit.kernel_matrix() and grm_matrix(): kernel
and genomic relationship matrices evaluated only where needed.These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.