Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity (Q92247)
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scientific article; zbMATH DE number 7356307
- Compression, Inversion, and Approximate PCA of Dense Kernel Matrices at Near-Linear Computational Complexity
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English | Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity |
scientific article; zbMATH DE number 7356307 |
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7 June 2017
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8 June 2021
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math.NA
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cs.CC
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cs.DS
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cs.NA
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math.PR
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Compression, Inversion, and Approximate PCA of Dense Kernel Matrices at Near-Linear Computational Complexity (English)
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Cholesky factorization
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covariance function
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gamblet transform
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kernel matrix
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sparsity
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principal component analysis
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