Faster noisy power method

MaRDI QIDQ7028743zbMATH OpenFDO

Authors Zhiqiang Xu, Ping Li

Publication date 11 February 2025

Full work available at URL https://proceedings.mlr.press/v167/xu22a.html

zbMATH Keywords

momentum accelerationnoisy power methodspectral gap dependency

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational aspects of data analysis and big data (68T09)

Cites work

• Beyond worst-case analysis in private singular vector computation
• First efficient convergence for streaming k-PCA: a global, gap-free, and near-optimal rate
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• scientific article; zbMATH DE number 7626764 (Why is no real title available?)
• Subspace Iteration Randomization and Singular Value Problems

Cited in

(2)

• Linear operator approximate message passing (OpAMP)
• Adaptive power method: eigenvector estimation from sampled data

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