def test_reig_nystroem_complex128():
m, k = 20, 10
A = np.array(np.random.randn(m, k), np.float64) + 1j * np.array(np.random.randn(m, k), np.float64)
A = A.dot(A.conj().T)
w, v = reigh_nystroem(A, k=k, p=0, q=2)
Ak = (v*w).dot(v.conj().T)
percent_error = 100 * np.linalg.norm(A - Ak) / np.linalg.norm(A)
assert percent_error < atol_float64
// =============================================================================
After Change
def test_reig_nystroem_complex128():
m, k = 20, 10
A = np.random.randn(m, k).astype(np.float64) + \
1j * np.random.randn(m, k).astype(np.float64)
A = A.dot(A.conj().T)
w, v = reigh_nystroem(A, k, oversample=0, n_subspace=2)
Ak = (v * w).dot(v.conj().T)