SketchyCGAL-v1.1

https://github.com/alpyurtsever/SketchyCGAL

A MATLAB software for solving large-scale semidefinite programs with low-rank approximate solutions.

Reference:
Yurtsever, A., Tropp, J. A., Fercoq, O., Udell, M. and Cevher, V., Scalable Semidefinite Programming SIAM Journal on Mathematics of Data Science, 3(1), 171–200, 2021.

SKETCH-v1.1

https://github.com/alpyurtsever/SKETCH

A MATLAB toolbox of sketching algorithms for low-rank matrix approximation.

References:
Tropp, J. A., Yurtsever, A., Udell, M. and Cevher, V., Streaming Low-Rank Matrix Approximation with an Application to Scientific Simulation . SIAM J. Sci. Comput., 41(4), A2430–A2463, 2019.
Tropp, J. A., Yurtsever, A., Udell, M. and Cevher, V., Practical Sketching Algorithms for Low-Rank Matrix Approximation . SIAM J. Matrix Anal. Appl., 38(4), 1454–1485, 2017.
Tropp, J. A., Yurtsever, A., Udell, M. and Cevher, V., Fixed-Rank Approximation of a Positive-Semidefinite Matrix from Streaming Data . In Advances in Neural Information Processing Systems 31 (NeurIPS), 2017.