An Algorithm for the Principal Component Analysis of Large Data Sets
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Publication:3116449
DOI10.1137/100804139zbMath1232.65058arXiv1007.5510MaRDI QIDQ3116449
Mark Tygert, Per-Gunnar Martinsson, Yoel Shkolnisky, Nathan Halko
Publication date: 23 February 2012
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1007.5510
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
68W20: Randomized algorithms