andres-fr / skerch

Sketched matrix decompositions for PyTorch
MIT License
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feat: Implemented (sub-)diagonal and (block-)triangular sketched estimators #1

Closed andres-fr closed 4 months ago

andres-fr commented 4 months ago

Description

Implemented an extension of Diag++ with the possibility to estimate arbitrary subdiagonals and block-triangulars. Implemented a linear operator to compute triangular matrix-vector products. Updated tests and documentation, plus minor fixes all around.

Fixes # (issue)

No issue was created

Type of change

How Has This Been Tested?

Extended unit and integration tests with specific and exhaustive cases. Coverage went up from 75 to 79

Checklist: