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randsvdfast

version 1.5.0 (8.33 KB) by Massimiliano Fasi

Massimiliano Fasi (view profile)
Fast generation of random test matrices with pre-assigned singular values or 2-norm condition number.
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Updated 03 Apr 2020

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This function generates a matrix with pre-assigned singular values, or pre-assigned 2-norm condition number, using the algorithms discussed in the preprint:

M. Fasi and N. J. Higham. "Generating Extreme-Scale Matrices with Specified Singular Values or Condition Number". Technical Report 2020.8, Manchester Institute for Mathematical Sciences, The University of Manchester, UK, Mar 2020.

The command run_randsvdfasttest runs the class-based unit tests included in the submission.

Cite As

Massimiliano Fasi (2020). randsvdfast (https://www.mathworks.com/matlabcentral/fileexchange/74485-randsvdfast), MATLAB Central File Exchange. Retrieved .

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Updates

1.5.0

Add unit tests.
1.1.0

Update reference.
1.0.5

Make error messages more informative.
1.0.2

Fix bug in the ordering of mode and typos in documentation.
1.0.1

Change summary.
MATLAB Release Compatibility
Created with R2019b
Compatible with any release
Platform Compatibility
Windows macOS Linux

randsvdfast