Second Week

What was done ?

1) Completed Algorithm for Randomised SVD.

2) Implemented a rudimentary SVD algorithm for dense matrix svd using PB blas based on Cholesky factorisation. Can be found at : https://github.com/successar/ecl-ml/tree/lsa/ML/LSA/DenseSVD 

For next week?

1) Convert existing Dense SVD Implementation into PBblas format completely.

1) Improve running time for Dense Matrix SVD by implementing better QR algorithm using PBblas.