API and modules

The dyson_equalizer package provides a class functions implementing the algorithms needed to compute the Dyson Equalizer [1] and related auxiliary functions.

The functions may be used to build specialized implementation of the Dyson Equalizer.

Examples

See Examples

References

[1]

Landa B., Kluger Y., “The Dyson Equalizer: Adaptive Noise Stabilization for Low-Rank Signal Detection and Recovery,” arXiv, https://arxiv.org/abs/2306.11263

Submodules

• dyson_equalizer.algorithm module
  • compute_low_rank_approximation_mp()
  • compute_scaling_factors()
  • marchenko_pastur()
  • marchenko_pastur_cdf()
  • scale_matrix()
• dyson_equalizer.dyson_equalizer module
• dyson_equalizer.examples module
  • generate_X()
  • generate_Y_with_almost_homoskedastic_noise()
  • generate_Y_with_heteroskedastic_noise()
• dyson_equalizer.plots module
• dyson_equalizer.validation module
  • validate_matrix()
  • validate_svd()