Software

Here is a list of links to some miscellaneous Python packages I have developed (or are still developing).

A pure-Python toolkit for Tikhonov regularization of linear inverse problems, with GSVD-based diagnostics and regularization parameter selection.

A pure-Python, friendly interface to the generalized singular value decomposition (GSVD).

Pure python implementations of block conjugate gradient (BCG) methods.

An implementation of a conjugate gradient algorithm (GPCG) for solving bound-constrained quadratic programs.

An implementation of a reversible jump perturbation optimization (RJPO) method for sampling high-dimensional Gaussians.

A simple module for computing the sample statistics of an array in a running/online fashion.

A Python wrapper for MATLAB’s gsvd function (generalized singular value decomposition).