A Randomized Algorithm for Principal Component Analysis (Q3584149)

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A Randomized Algorithm for Principal Component Analysis
scientific article

    Statements

    title
    A Randomized Algorithm for Principal Component Analysis (English)
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    author
    Arthur D. Szlam
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    Mark Tygert
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    Vladimir Rokhlin
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    publication date
    19 August 2010
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    zbMATH Keywords
    principal component analysis
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    singular value decomposition
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    low-rank approximation
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    algorithm
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    numerical examples
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    Identifiers

    DOI
    10.1137/080736417
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    Mathematics Subject Classification ID
    65C60
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    68W20
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    62H25
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    65F20
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    zbMATH DE Number
    5772943
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