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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Bibliographic Details

Published in:	ACM transactions on mathematical software Vol. 43; no. 3
Main Authors:	Li, Huamin, Linderman, George C, Szlam, Arthur, Stanton, Kelly P, Kluger, Yuval, Tygert, Mark
Format:	Journal Article
Language:	English
Published:	United States 01.01.2017
Subjects:	SVD Algorithms Performance singular value decomposition PCA Principal component analysis
ISSN:	0098-3500
Online Access:	Get more information
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