A Fast Algorithm for Updating and Downsizing the Dominant Kernel Principal Components

DOI10.1137/090774422zbMATH Open1209.65045OpenAlexW2139585442MaRDI QIDQ3079751FDOQ3079751

Paul van Dooren, Nicola Mastronardi, E. E. Tyrtyshnikov

Publication date: 2 March 2011

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/090774422

zbMATH Keywords

algorithmsprincipal componentslow rank approximationmachine learningnumerical exampleseigenvectorsupdatingkernel Gram matrixdominant eigenvalueslarge scale data

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Learning and adaptive systems in artificial intelligence (68T05) Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Linear equations (linear algebraic aspects) (15A06)

Cited In (3)

• An incremental singular value decomposition approach for large-scale spatially parallel \& distributed but temporally serial data -- applied to technical flows
• Recursive approximation of the dominant eigenspace of an indefinite matrix
• Efficiently updating and tracking the dominant kernel principal components

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