Algorithm 971: An Implementation of a Randomized Algorithm for Principal Component Analysis

Recent years have witnessed intense development of randomized methods for low-rank approximation. These methods target principal component analysis and the calculation of truncated singular value decompositions. The present article presents an essentially black-box, foolproof implementation for Math...

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Vydané v:	ACM transactions on mathematical software Ročník 43; číslo 3
Hlavní autori:	Li, Huamin, Linderman, George C, Szlam, Arthur, Stanton, Kelly P, Kluger, Yuval, Tygert, Mark
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	United States 01.01.2017
Predmet:	SVD Algorithms Performance singular value decomposition PCA Principal component analysis
ISSN:	0098-3500
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