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    CORR
    2010
    Springer
    320views Education» more  CORR 2010»
    An algorithm for the principal component analysis of large data sets
    14 years 10 months ago
    An algorithm for the principal component analysis of large data sets
    Download  amath.colorado.edu
    Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy -- even on parallel processors -- unlike the...
    Nathan Halko, Per-Gunnar Martinsson, Yoel Shkolnis...
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