RandBLAS: sketching for randomized numerical linear algebra

RandBLAS is a C++ library for dimension reduction via random linear transformations. These random linear transformations are called sketching operators. The act of applying a sketching operator – that is, the act of sketching – is of fundamental importance to randomized numerical linear algebra.

RandBLAS is efficient, flexible, and reliable. It uses CPU-based OpenMP acceleration to apply its sketching operators to dense or sparse data matrices stored in main memory. All sketches produced by RandBLAS are dense. As such, dense data matrices can be sketched with dense or sparse operators, while sparse data matrices can only be sketched with dense operators. RandBLAS can be used in distributed environments through its ability to (reproducibly) compute products with submatrices of sketching operators.

Learn more by reading our Tutorial or our API Reference.

Source Code

Source code can be obtained at the RandBLAS github repository.

Build and Install

RandBLAS is configured with CMake. The following CMake variables influence the build.

CMake Variable	Description
CMAKE_BUILD_TYPE	Release or Debug. The default is Release.
blaspp_DIR	The path to your local BLAS++ install
Random123_DIR	The path to your local random123 install