Provides convenient access to fast, structured, random linear transforms implemented in C++ (via 'Rcpp') that are (at least approximately) orthogonal or semi-orthogonal, and are often much faster than matrix multiplication. Useful for algorithms that require or benefit from uncorrelated random projections, such as fast dimensionality reduction (e.g., Johnson-Lindenstrauss transform) or kernel approximation (e.g., random kitchen sinks) methods.
Author
Maintainer: Tomé Silva tome@tomesilva.com (ORCID)