Software

CovarianceFunctions.jl

Lazy, structured, and efficient operations with kernel matrices.

CompressedSensing.jl

Contains a wide-ranging collection of compressed sensing and feature selection algorithms. Examples include matching pursuit algorithms, forward and backward stepwise regression, sparse Bayesian learning, and basis pursuit.

StochasticNeighborhoodEmbeddings.jl

Computing SNE and t-SNE visualizations taking advantage of CovarianceFunctions.jl’s lazy representation of kernel matrices.

WoodburyFactorizations.jl

Contains an implementation of lazily represented matrix structures that allow for the application of the Woodbury Identity.

KroneckerProducts.jl

Provides an implementation of lazily represented Kronecker products with efficient in-place multiplies and solves.

UpdatableQRFactorizations.jl

Contains implementations of efficient representations of and updating algorithms for QR factorizations.

UpdatableCholeskyFactorizations.jl

This package contains implementations of efficient representations and updating algorithms for Cholesky factorizations.