Tygert, Mark Regression-aware decompositions. (English) Zbl 1410.65127 Linear Algebra Appl. 565, 208-224 (2019). MSC: 65F30 62J05 62H25 65C60 PDFBibTeX XMLCite \textit{M. Tygert}, Linear Algebra Appl. 565, 208--224 (2019; Zbl 1410.65127) Full Text: DOI arXiv
Li, Huamin; Linderman, George C.; Szlam, Arthur; Stanton, Kelly P.; Kluger, Yuval; Tygert, Mark Algorithm 971: An implementation of a randomized algorithm for principal component analysis. (English) Zbl 1391.65085 ACM Trans. Math. Softw. 43, No. 3, Article No. 28, 14 p. (2017). MSC: 65C60 62H25 PDFBibTeX XMLCite \textit{H. Li} et al., ACM Trans. Math. Softw. 43, No. 3, Article No. 28, 14 p. (2017; Zbl 1391.65085) Full Text: DOI arXiv
Szlam, Arthur; Tulloch, Andrew; Tygert, Mark Accurate low-rank approximations via a few iterations of alternating least squares. (English) Zbl 1367.65067 SIAM J. Matrix Anal. Appl. 38, No. 2, 425-433 (2017). MSC: 65F30 65F10 65F20 PDFBibTeX XMLCite \textit{A. Szlam} et al., SIAM J. Matrix Anal. Appl. 38, No. 2, 425--433 (2017; Zbl 1367.65067) Full Text: DOI
Halko, Nathan; Martinsson, Per-Gunnar; Shkolnisky, Yoel; Tygert, Mark An algorithm for the principal component analysis of large data sets. (English) Zbl 1232.65058 SIAM J. Sci. Comput. 33, No. 5, 2580-2594 (2011). MSC: 65F15 65C60 68W20 PDFBibTeX XMLCite \textit{N. Halko} et al., SIAM J. Sci. Comput. 33, No. 5, 2580--2594 (2011; Zbl 1232.65058) Full Text: DOI arXiv
Rokhlin, Vladimir; Szlam, Arthur; Tygert, Mark A randomized algorithm for principal component analysis. (English) Zbl 1198.65035 SIAM J. Matrix Anal. Appl. 31(2009), No. 3, 1100-1124 (2010). Reviewer: Rózsa Horvàth-Bokor (Budapest) MSC: 65C60 68W20 62H25 65F20 PDFBibTeX XMLCite \textit{V. Rokhlin} et al., SIAM J. Matrix Anal. Appl. 31, No. 3, 1100--1124 (2010; Zbl 1198.65035) Full Text: DOI arXiv