Principal components: a descent algorithm

DOI10.1016/J.JCP.2014.02.033MaRDI QIDQ349019zbMATH OpenOpenAlexFDO

Authors Rebeca Salas-Boni, Esteban G. Tabak

Publication date 5 December 2016

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2014.02.033

zbMATH Keywords

principal component analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of mathematical programming (90C90)

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Cites work

• scientific article; zbMATH DE number 1012640 (Why is no real title available?)
• scientific article; zbMATH DE number 5223994 (Why is no real title available?)
• A randomized algorithm for principal component analysis
• Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
• Optimization algorithms exploiting unitary constraints
• Principal dynamical components
• Second Derivatives for Optimizing Eigenvalues of Symmetric Matrices
• The Geometry of Algorithms with Orthogonality Constraints

Cited in

(4)

• Algorithm 971
• scientific article; zbMATH DE number 1300181 (Why is no real title available?)
• A principal component analysis algorithm with invariant norm
• Gradient algorithms for principal component analysis

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