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# FrequentDirections
Matlab code for deterministic matrix sketching using Frequent Directions (FD) variants. Implements the original and fast FD algorithms (Liberty, 2013) as well as a parameterization that varies smoothly between iterative SVD and FD (Desai et al, 2016).
Matlab code for matrix sketching using Frequent Directions (FD) variants. Implements the original and fast FD algorithms (Liberty, 2013), a parameterization that varies smoothly between iterative SVD and FD (Desai et al, 2016), as well as a randomized variant suited for sparse inputs (Teng & Chu, 2017).

## Installation
Add the single file [`FrequentDirections.m`](https://github.com/brian-lau/FrequentDirections/blob/master/FrequentDirections.m) to your Matlab path. Adding the directory `Examples` to the path is useful for running the examples. Unit tests can be run from the `Testing` directory.
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* Desai, A., Ghashami, M., & Phillips, J. M. (2016). [Improved practical matrix sketching with guarantees](http://ieeexplore.ieee.org/abstract/document/7429755/). IEEE Transactions on Knowledge and Data Engineering, 28(7), 1678-1690.
* Ghashami, M., Liberty, E., Phillips, J. M., & Woodruff, D. P. (2016). [Frequent directions: Simple and deterministic matrix sketching](http://epubs.siam.org/doi/abs/10.1137/15M1009718?journalCode=smjcat). SIAM Journal on Computing, 45(5), 1762-1792.
* Liberty, E. (2013). [Simple and deterministic matrix sketching](http://www.cs.yale.edu/homes/el327/papers/simpleMatrixSketching.pdf). In Proceedings of the 19th ACM SIGKDD international conference on Knowledge discovery and data mining (pp. 581-588).
* Teng, D. & Chu, D. (2017). [Low-Rank approximation via sparse frequent directions. arXiv preprint arXiv:1705.07140.](https://arxiv.org/abs/1705.07140)

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