Improving sampling routines for correlation matrices and R interface
- Mentors
- Elias Tsigaridas, Apostolos Chalkis
- Organization
- GeomScale
- Technologies
- c++, r, github-actions
- Topics
- linear algebra, Correlation matrices, C++ Spectra library, Rcpp, Applied mathematics
The goal of this project is to (1) improve sampling routines for correlation matrices and (2) further enhance the R interface with sampling correlation matrices of the volesti repository. The implementation will involve working with open-source C++ libraries to solve Generalized Eigenvalue problems as well as working with R and Rcpp. This implementation will create more efficient, well-tuned sampling routines for correlation matrices and increased accessibility and ease with which users can utilize these subroutines through volesti's R interface.