Test inputs to low_rank routines

[disa-mhembere]

I would like test low_rank.hpp for correctness using low_rank.cpp. @kenclarkson could you provide me with reasonable values for parameters k, epsilon, m, ml, mr given some square matrix dimension n. This is from your low rank psd manuscript. Unsure low_rank_sym and low_rank_PSD function correctly.

[kenclarkson]

I didn't understand: low_rank_hpp is an implementation of the low-rank PSD approximation algorithm in that manuscript? (Probably you said already)

[kenclarkson]

(low_rank.hpp)

[disa-mhembere]

Yes that's correct -- the low-rank PSD approx you wrote with David. Sorry if that was unclear.

Now I want to verify correctness so I would some example parameters I can test with.