randomized.md

[Randomized algorithms](@id Randomized)

The methods below are based on ¹.

reig
rsvdfact
rsvd_fnkz

Condition number estimate

rcond

Extremal eigenvalue estimates

reigmin
reigmax

Norm estimate

rnorm
rnorms

Footnotes

1. Halko, Nathan, Per-Gunnar Martinsson, and Joel A. Tropp. "Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions." SIAM review 53.2 (2011): 217-288. ↩