Implementation of the power iteration method#22
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…n high-rank very-big very-sparse matrices according to the Martinsson et al survey
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Hey Alex, Sorry for the slow reply, I don't check github terribly often. Your changes look good. I have merged them in the master. I can't claim I fully understand the maths behind them, but I will trust you on them. |
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Merge ogrisel's doc and pep8 commits
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It's probably not needed, but in some experiments with a similar I did note a loss in quality when going to very large, very sparse matrices, so it can't hurt to have it there. Also a light refactoring to unify the sparsity testing.