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randsvdfast

version 1.5.0 (8.33 KB) by Massimiliano Fasi
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 (2021). randsvdfast (https://www.mathworks.com/matlabcentral/fileexchange/74485-randsvdfast), MATLAB Central File Exchange. Retrieved .

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

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randsvdfast