NAG CL Interface
F10 (Rnla)
Randomized Numerical Linear Algebra

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F10 (Rnla) Chapter Introduction – A description of the Chapter and an overview of the algorithms available.

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f10cac 27 nag_rnla_svd_rowext_real
Computes the singular value decomposition of a real matrix, optionally computing the left and/or right singular vectors
f10dac 27 nag_rnla_randproj_dct_real
Computes a fast random projection of a real matrix using a discrete cosine transform