This repository contains a C++ implementation of the GoDec algorithm for decomposing a matrix into low-rank and sparse components. See T. Zhou and D. Tao., Godec: Randomized Low-Rank & Sparse Matrix Decomposition in Noisy Case. The algorithm has been used for compression of deep neural networks, whose weight tensors can often be approximated well as sums of low-rank and sparse tensors. See Yu et al., On Compressing Deep Models by Low Rank and Sparse Decomposition.

This code requires the Eigen linear algebra library.