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