Package index • matsketch

Low-rank approximation

rpchol(): Randomly pivoted Cholesky
plot(<rpchol>): Plot the error of a randomly pivoted Cholesky approximation
nystrom(): Randomized Nystrom approximation

Trace and diagonal estimation

trace_est(): Stochastic trace estimation
diag_est(): Stochastic diagonal estimation

Preconditioned linear solves

nystrom_precond(): Nystrom preconditioner
effective_dim(): Effective dimension and recommended preconditioner rank
pcg(): Preconditioned conjugate gradients
plot(<pcg_result>): Plot the convergence of a conjugate gradient solve

Variance components

reml_sketch(): Variance components by sketched REML
reml_exact(): Variance components by exact dense REML
plot(<reml_sketch>): Plot the path of a REML fit

Lazy matrices and simulated data

kernel_matrix(): Lazy kernel matrix
grm_matrix(): Lazy genomic relationship matrix
sim_genomic(): Simulate a genomic data set