S. Cipolla, J. Gondzio, Training very large scale nonlinear SVMs using Alternating Direction Method of Multipliers coupled with the Hierarchically Semi-Separable kernel approximations. EURO Journal Computational Optimization
Tested with STRUMPACK 6.3.1v
Requires STRUMPACK
Before running ./Matlab/run_test.m use the following lines to compile the code
mkdir build
cd build
cmake ../
make