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zhaowenlan1779 / SVDSketch.jl

Julia implementation of the `svdsketch` function from Matlab
http://blog.zhupengfei.com.cn/SVDSketch.jl/
MIT License
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SVDSketch

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This work is led by the THU-numbda group, and based on the farPCA project.

This is a Julia implementation of the svdsketch function from Matlab, based on an improved version of the original algorithm.