Huamin Li, George C. Linderman, Arthur Szlam, Kelly P. Stanton, Yuval Kluger, Mark Tygert. Algorithm 971: An Implementation of a Randomized Algorithm for Principal Component Analysis. ACM Transactions on Mathematical Software, 43(3), 2017. [doi]
@article{LiLSSKT17, title = {Algorithm 971: An Implementation of a Randomized Algorithm for Principal Component Analysis}, author = {Huamin Li and George C. Linderman and Arthur Szlam and Kelly P. Stanton and Yuval Kluger and Mark Tygert}, year = {2017}, doi = {10.1145/3004053}, url = {http://doi.acm.org/10.1145/3004053}, researchr = {https://researchr.org/publication/LiLSSKT17}, cites = {0}, citedby = {0}, journal = {ACM Transactions on Mathematical Software}, volume = {43}, number = {3}, }