This folder contains the implementation of the project “Structure exploiting Lanczos method for Hadamard product of low-rank matrices” for the CLA course.
Main files:
driver.m: main program
matvec_hadamard.m: implementation of the structure-exploiting matrix vector multiplication
matmat_hadamard.m: implementation of the structure-exploiting matrix vector multiplication
lanczos.m: implementation of the Lanczos method to approximate eigenpairs of a matrix A
Afun.m: implementation of
or
where C is the Hadamard product between two matrices
Last update: 05 June 2019