A Randomized Algorithm for Principal Component Analysis.

Vladimir Rokhlin Arthur Szlam Mark Tygert

Published in: SIAM J. Matrix Anal. Appl. (2009)

Keyphrases

randomized algorithm
principal component analysis
greedy algorithm
lower bound
principal components
randomized algorithms
dimensionality reduction
covariance matrix
feature extraction
feature space
face recognition
low dimensional
face images
worst case
linear programming
upper bound
closest string