Adaptive algorithms for first principal eigenvector computation

DOI10.1016/J.NEUNET.2004.11.004MaRDI QIDQ557636zbMATH OpenOpenAlexWikidataFDO

Authors Chanchal Chatterjee

Publication date 30 June 2005

Published in Neural Networks (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.neunet.2004.11.004

zbMATH Keywords

principal component analysisnumerical examplesstochastic approximationgradient methodsstochastic convergenceadaptive iterative algorithmscorrelation matrix of a random vector sequencefirst principal eigenvector

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• scientific article; zbMATH DE number 48727 (Why is no real title available?)
• scientific article; zbMATH DE number 51537 (Why is no real title available?)
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• A survey of conjugate gradient algorithms for solution of extreme eigen-problems of a symmetric matrix
• Analysis of recursive stochastic algorithms
• On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix
• Stochastic approximation methods for constrained and unconstrained systems

Cited in

(15)

• Adaptive algorithms for solving eigenvalue problems in the variable computer environment of supercomputers
• Online Principal Component Analysis in High Dimension: Which Algorithm to Choose?
• The modified natural power method for principal component computation
• Convergence analysis of Chauvin's PCA learning algorithm with a constant learning rate
• Stability and chaos of LMSER PCA learning algorithm
• Global convergence of a PCA learning algorithm with a constant learning rate
• Adaptive eigenvalue computation: Complexity estimates
• Adaptive multiple minor directions extraction in parallel using a PCA neural network
• Convergence proof of matrix dynamics for online linear discriminant analysis
• Efficient coordinate-wise leading eigenvector computation
• Global convergence of Oja's PCA learning algorithm with a non-zero-approaching adaptive learning rate
• scientific article; zbMATH DE number 3880066 (Why is no real title available?)
• Linear Prediction Based Blind Source Extraction Algorithms in Practical Applications
• On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix
• Fast adaptive algorithms using eigenspace projections

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