A fast SVD for multilevel block Hankel matrices with minimal memory storage.
Ling LuWei XuSanzheng QiaoPublished in: Numer. Algorithms (2015)
Keyphrases
- memory storage
- singular value decomposition
- singular values
- main memory
- coefficient matrix
- least squares
- dimensionality reduction
- low rank
- correlation matrix
- data matrix
- reconstruction error
- singular vectors
- principal component analysis
- low rank approximation
- block size
- data structure
- block matching
- data mining
- database management systems