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116
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CORR
2010
Springer
320
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CORR 2010
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An algorithm for the principal component analysis of large data sets
15 years 2 months ago
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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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