API Reference — ristretto 0.1.2 documentation

`ristretto.cur`: CUR Decomposition¶

CUR-ID

`cur.cur`
`cur.rcur`

`ristretto.dmd`: DMD Decomposition¶

Dynamic Mode Decomposition (DMD).

`dmd.dmd`
`dmd.rdmd`

`ristretto.eigen`: Eigenvalue Decompositions¶

Randomized Singular Value Decomposition

`eigen.reigh`
`eigen.reigh_nystroem`
`eigen.reigh_nystroem_col`

`ristretto.interp_decomp`: Interpolation Decompositions¶

Interpolative decomposition (ID)

`interp_decomp.interp_decomp`
`interp_decomp.rinterp_decomp`

`ristretto.lu`: LU Decomposition¶

Randomized LU Decomposition

lu.rlu

`ristretto.nmf`: Non-negative Matrix Factorization¶

`nmf.nmf`
`nmf.rnmf`

`ristretto.pca`: Principal Component Analysis¶

Principal Component Analysis (PCA).

`pca.robspca`
`pca.rspca`
`pca.spca`

`ristretto.qb`: QB Decomposition¶

Randomized QB Decomposition

qb.rqb

`ristretto.svd`: SVD Decomposition¶

Random Singular Value Decomposition.

svd.rsvd

`ristretto.utils`: Utility Functions¶

Utility Functions.

`utils.check_non_negative`
`utils.check_random_state`
`utils.conjugate_transpose`(A)	Performs conjugate transpose of A
`utils.safe_sparse_dot`
`utils.nmf_data`(m, n, k[, factor_type, …])

`ristretto.sketch`: Sketching related functions¶

Transforms¶

Functions for approximating the range of a matrix A.

`sketch.transforms.randomized_uniform_sampling`(A, l)	Uniform randomized sampling transform.
`sketch.transforms.johnson_lindenstrauss`(A, l)	Given an m x n matrix A, and an integer l, this scheme computes an m x l orthonormal matrix Q whose range approximates the range of A
`sketch.transforms.sparse_johnson_lindenstrauss`(A, l)	Given an m x n matrix A, and an integer l, this scheme computes an m x l orthonormal matrix Q whose range approximates the range of A
`sketch.transforms.fast_johnson_lindenstrauss`(A, l)	Given an m x n matrix A, and an integer l, this scheme computes an m x l orthonormal matrix Q whose range approximates the range of A

Utility Functions¶

Module containing utility functions for

`sketch.utils.orthonormalize`(A[, …])	orthonormalize the columns of A via QR decomposition
`sketch.utils.perform_subspace_iterations`(A, Q)	perform subspace iterations on Q

API Reference¶

ristretto.cur: CUR Decomposition¶

ristretto.dmd: DMD Decomposition¶

ristretto.eigen: Eigenvalue Decompositions¶

ristretto.interp_decomp: Interpolation Decompositions¶

ristretto.lu: LU Decomposition¶

ristretto.nmf: Non-negative Matrix Factorization¶

ristretto.pca: Principal Component Analysis¶

ristretto.qb: QB Decomposition¶

ristretto.svd: SVD Decomposition¶

ristretto.utils: Utility Functions¶

ristretto.sketch: Sketching related functions¶