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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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Detalhes bibliográficos
Publicado no:ACM Trans Math Softw
Main Authors: LI, HUAMIN, LINDERMAN, GEORGE C., SZLAM, ARTHUR, STANTON, KELLY P., KLUGER, YUVAL, TYGERT, MARK
Formato: Artigo
Idioma:Inglês
Publicado em: 2017
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC5625842/
https://ncbi.nlm.nih.gov/pubmed/28983138
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1145/3004053
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