Add cov script

experiments/run_cov.sh

@@ -0,0 +1,45 @@
+#!/bin/bash
+
+T=8
+
+dim=3
+cor=.2
+
+out=out_cov
+mkdir $out
+
+leaf=256
+comp=stable
+
+export OMP_NUM_THREADS=$T
+for tol in 1e-2 1e-4 1e-6; do
+    echo $tol
+    for k in 9 19 29; do
+        echo $k
+        sampling=SJLT
+        for nnz in 1 2 4 8; do
+            echo $nnz
+            ../../build/examples/dense/testCovariance \
+                $dim $k $cor --hss_rel_tol $tol \
+                --hss_compression_algorithm $comp \
+                --hss_nnz0 $nnz --hss_nnz $nnz \
+                --hss_compression_sketch $sampling \
+                --hss_leaf_size $leaf --help \
+                > ${out}/out_dim${dim}_k${k}_cor${cor}_T${T}_tol${tol}_leaf${leaf}_${comp}_${sampling}_nnz${nnz}
+        done
+        sampling=Gaussian
+        ../../build/examples/dense/testCovariance \
+            $dim $k $cor --hss_rel_tol $tol \
+            --hss_compression_algorithm $comp \
+            --hss_compression_sketch $sampling \
+            --hss_leaf_size $leaf --help \
+            > ${out}/out_dim${dim}_k${k}_cor${cor}_T${T}_tol${tol}_leaf${leaf}_${comp}_${sampling}
+        sampling=SRHT
+        ../../build/examples/dense/testCovariance \
+            $dim $k $cor --hss_rel_tol $tol \
+            --hss_compression_algorithm $comp \
+            --hss_compression_sketch $sampling \
+            --hss_leaf_size $leaf --help \
+            > ${out}/out_dim${dim}_k${k}_cor${cor}_T${T}_tol${tol}_leaf${leaf}_${comp}_${sampling}
+    done
+done