apca
Provides nine computational algorithms for dimensionality reduction via Principal Component Analysis (PCA), built using an object-oriented (S3) architecture. The package includes classical and modern methods: Singular Value Decomposition (SVD) based on Eckart and Young (1936) <doi:10.1007/BF02288367>, Power Iteration based on Hotelling (1933) <doi:10.1037/h0071325>, QR Algorithm based on Francis (1961) <doi:10.1093/comjnl/4.3.265>, Jacobi Algorithm based on Jacobi (1846) <doi:10.1515/crll.1846.30.51>, Arnoldi Iteration based on Arnoldi (1951) <doi:10.1090/qam/42792>, 'NIPALS' based on Wold (1975) <doi:10.1017/S0021900200047604>, Alternating Least Squares (ALS) based on Kolda and Bader (2009) <doi:10.1137/07070111X>, Probabilistic PCA (PPCA) with EM Algorithm based on Tipping and Bishop (1999) <doi:10.1111/1467-9868.00196>, and Generalized Hebbian Algorithm (GHA) based on Sanger (1989) <doi:10.1016/0893-6080(89)90044-0>.
- Analysis of a complex of statistical variables into principal components.
- Optimal unsupervised learning in a single-layer linear feedforward neural network
- Probabilistic Principal Component Analysis
- Soft Modelling by Latent Variables: The Non-Linear Iterative Partial Least Squares (NIPALS) Approach
- Tensor Decompositions and Applications
- The approximation of one matrix by another of lower rank.
- The principle of minimized iterations in the solution of the matrix eigenvalue problem
- The QR Transformation A Unitary Analogue to the LR Transformation--Part 1
- Über ein leichtes Verfahren die in der Theorie der Säcularstörungen vorkommenden Gleichungen numerisch aufzulösen*).
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