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Algorithm 971: An Implementation of a Randomized Algorithm for Principal Component Analysis

Huamin Li1, George C Linderman1, Arthur Szlam2

  • 1Program in Applied Mathematics, 51 Prospect St., Yale University, New Haven, CT 06510.

ACM Transactions on Mathematical Software. Association for Computing Machinery
|October 7, 2017
PubMed

Keywords:
AlgorithmsPCAPerformancePrincipal component analysisSVDsingular value decomposition

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