andrewssobral/LowRankSVDCodes
RSVDPACK: Implementations of fast algorithms for computing the low rank SVD, interpolative and CUR decompositions of a matrix, using randomized sampling. Includes codes for single core (using GNU GSL), multi-core (using Intel MKL) and GPU (using NVIDIA CUDA/CULA) architectures.
GitHub repository with 5 stars and 2 forks.
Language: C