An Algorithm for the Principal Component Analysis of Large Data Sets

DOI10.1137/100804139zbMath1232.65058arXiv1007.5510OpenAlexW1505090736MaRDI QIDQ3116449

Mark Tygert, Nathan Halko, Yoel Shkolnisky, Per-Gunnar Martinsson

Publication date: 23 February 2012

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.5510

zbMATH Keywords

algorithmsingular value decompositionprincipal component analysisSVDPCAlow rank

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Randomized algorithms (68W20)

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