Interpolative Decomposition Library

This is a fork of the ID library

• P. Martinsson, V. Rokhlin, Y. Shkolnisky, M. Tygert, ID: a software package for low-rank approximation of matrices via interpolative decompositions, http://tygert.com/software.html

Original distribution readme

Please see the documentation in subdirectory doc of this id_dist directory.

At the minimum, please read Subsection 2.1 and Section 3 in the documentation, and beware that the N.B.'s in the source code comments highlight important information about the routines -- N.B. stands for nota_bene (Latin for "note well").

Update: Feb 2, 2019

• Removed or commented out save statements for OpenMP compatability. However, these statements still exist in the random number generation routines in id_rand.f.
• Transferred to www.gitlab.com/fastalgorithms