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matsketch

0.1.0Package record

Randomized Matrix Computations from Few Entries and Products

0packages depend
362downloads / year
95.7%test coverage
13/13flavors OK

Overview

About

Implements recent randomized algorithms that answer questions about a large positive-semidefinite matrix while touching only a small part of it. Randomly pivoted Cholesky builds a low-rank approximation from a few rows of a kernel matrix (Chen, Epperly, Tropp and Webber (2025) doi:10.1002/cpa.22234), with an accelerated variant based on rejection sampling (Epperly, Tropp and Webber (2025) doi:10.1137/24m1699048). The XTrace, XNysTrace and XDiag estimators recover the trace and diagonal of a matrix that is available only through matrix-vector products (Epperly, Tropp and Webber (2024) doi:10.1137/23m1548323), alongside the Hutch++ estimator of Meyer, Musco, Musco and Woodruff (2021) doi:10.1137/1.9781611976496.16. Randomized Nystrom preconditioning speeds up the conjugate gradient method for regularized linear systems (Frangella, Tropp and Udell (2023) doi:10.1137/21m1466244). These pieces are combined to fit restricted maximum likelihood variance-component models on genomic relationship matrices without forming or factorizing the covariance matrix.

Changes in 0.1.0
  • First release.
  • rpchol(): randomly pivoted Cholesky, in its simple and accelerated (rejection-sampling) forms, with greedy and uniform pivoting as baselines.
  • trace_est() and diag_est(): the XTrace, XNysTrace and XDiag estimators, with Hutch++ and Girard-Hutchinson for comparison.
  • nystrom(), nystrom_precond(), effective_dim() and pcg(): randomized Nystrom preconditioning for conjugate gradients, solving many right-hand sides at once.
  • reml_sketch() and reml_exact(): variance components by average-information REML, with the covariance matrix never formed in the sketched fit.
  • kernel_matrix() and grm_matrix(): kernel and genomic relationship matrices evaluated only where needed.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 5.4 min · r-oldrel-macos-x86_64
Status changes
  • OK13 OKNow
  • OK5 OK2026-09-22
Advisories

none known

Documentation

In release 0.1.0
READMEYes · 436 wordsVignettesYes · 2 · dynamicNEWSYes · 67% structured · mentions 0.1.0Citation fileYes · software entry onlyWebsiteYes · pkgdown
Help pages
16 (1 internal)includes a package overview page
Examples that run
100%15 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
63%

Downloads

362
CRAN downloads in the past year
Rank #25,284 · ~1/day · ~30/mo
Daily download trend is not available in this view yet.
31530 days
36290 days
3621 year
Compare downloads with other packages →
Also on5 r2u1 autocran

Repository

0Stars
0Forks
0Open issues
0Open PRs
0Releases
Last activity 2026-09-21
Responsiveness
not measured
PracticesBeta

9 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/mqfarooqi1/matsketch on 2026-10-22.

Continuous integration (2)
GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (4)
README.Rmdpkgdown

GitHub Pages site last deployed 2026-09-21 · The repository has a site deploy workflow

pkgdown site last built 2026-09-21

Reproducibility and dev environment (1)
data-raw/
CRAN release process (1)
cran-comments.md
Show all practicesHide 1 practice
Research and citation (1)
CITATION.cff
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)

Installing matsketch adds no packages beyond those that come with R.

Depends (1)
R >= 4.1.0
Imports (3)
graphicsgrDevicesstats
LinkingTo (0)
none
Suggests (4)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (1)
Author, Maintainer since 0.1.0 (2026)
Releases (1)
  • 0.1.0Latest
    2026-09-21 · current release
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First published
2026-09-21
Total releases
1 / 1 yrs
License
MIT + file LICENSE OSI
Minimum R
≥ 4.1.0
Download size
128 KB

Cite

Cite this package

Run in R for the authors' entry:

citation("matsketch")

The package provides a citation file, so citation() returns the authors' own entry.

The repository also keeps a CITATION.cff.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for matsketch version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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