Related Experiment Video
Updated: Oct 21, 2025

Identification of Disease-related Spatial Covariance Patterns using Neuroimaging Data
Published on: June 26, 2013
Randomized algorithms for distributed computation of principal component analysis and singular value decomposition
Huamin Li1, Yuval Kluger2, Mark Tygert3
1Yale University, Program in Applied Mathematics, 51 Prospect St., New Haven, CT 06510.
Abstract:
Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a low-rank approximation (in the form of a singular value decomposition) to an arbitrary matrix. Carefully honed algorithms yield results that are uniformly superior to those of the stock, deterministic implementations in Spark (the popular platform for distributed computation); in particular, whereas the stock software will without warning return left singular vectors that are far from numerically orthonormal, a significantly burnished randomized implementation generates left singular vectors that are numerically orthonormal to nearly the machine precision.
More Related Videos
09:44Use of Principal Components for Scaling Up Topographic Models to Map Soil Redistribution and Soil Organic Carbon
Published on: October 16, 2018
09:01A Method for Investigating Age-related Differences in the Functional Connectivity of Cognitive Control Networks Associated with Dimensional Change Card Sort Performance
Published on: May 7, 2014
Related Concept Videos
Extraction: Partition and Distribution Coefficients
For extracting a solute from an aqueous phase into an...
Vector Algebra: Method of Components
In many applications, the magnitudes and directions of...
Distributed Loads: Problem Solving
Randomized Experiments
Simple randomization
Simple...
Mechanistic Models: Compartment Models in Algorithms for Numerical Problem Solving
In individual population analyses, different algorithms are employed, such as Cauchy's method, which uses a...
Area Computation by the Alternative Coordinate Method