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CHANGELOG.md

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Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

[0.1.4] - working version

Added

  • drivers: SPO combines the functionality from SPO1 and SPO3
  • drivers: SPS1 can support Nystrom-like preconditioning (in two different styles)
  • comps: determiter/pcg.py. A simple implementation of PCG.

Changed

  • comps: SPS1 no longer relies on SciPy's PCG.

Removed

  • drivers: SPO1 and SPO3
  • comps: determiter/cg.py (SciPy's PCG)

[0.1.3] - superseded on Dec 10, 2021

Added

  • Procedural interfaces to drivers (mostly undocumented).
  • Tons of documentation.

Changed

  • How tolerances are handled in EVD1.

Removed

  • CUR2.

[0.1.2] - superseded on Nov 7, 2021

Added

  • drivers: CUR in the style of VM2015 (CUR1)

Changed

  • Package name changes from rlapy to parla.
  • drivers: CURD1 is now CUR2.
  • drivers: SPO defaults to obtaining the preconditioner by QR, but has the option of using Cholesky.

[0.1.1] - superseded on Nov 3, 2021

Added

  • drivers: Sketch-and-Precondition for Saddle point systems (SPS1, SPS2, name used in design doc)
  • drivers: QB-backed eigenvalue decomposition (EVD1)
  • drivers: Nystrom-backed eigenvalue decomposition (EVD2)
  • drivers: one-sided ID by QRCP of a sketch (OSID1, OSID2)
  • drivers: two-sided ID in the style of VM2015 (TSID1)
  • drivers: CUR in the style of VM2015 (CURD1)
  • comps: sketchers/oblivious.py (object-oriented wrappers)
  • comps: subset selection based on QRCP of a sketch (ROCS1)

Changed

  • drivers: class names for least squares
    • "SPO": Sketch-and-Precondition for Overdetermined least squares
    • SAS1 --> SPO (name used in the design doc)
    • SAS2 --> SPO1 (name used in the design doc)
  • drivers: least squares solvers return two values: a vector (for x) and a dict (for a log).
  • comps: renamed QBFactorizer to QBDecomposer (similarly for TestQBFactorizer)
  • comps: moved and renamed comps/sketchers.py to comps/sketchers/aware.py.

[0.1.0] - superseded on Oct 25, 2021

Added

  • drivers: sketch-and-solve for overdetermined least squares (SAS1)
  • drivers: sketch-and-precondition for overdetermined least squares (SAP1, SAP2)
  • drivers: QB-backed SVD (SVD1)
  • comps: subspace power method for sketching (RS1)
  • comps: rangefinder backed by power method (RF1)
  • comps: QB computational routines (QB1, QB2, QB3)
  • comps: slightly modified version of SciPy's LSQR (rlapy.comps.lsqr).
  • comps: LSQR-backed deterministic saddle point solver (PcSS2).
  • utils: linalg_wrappers.py, sketching.py, and stats.py