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

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},
}