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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
Published in:
ACM Trans. Math. Softw. (2017)
Keyphrases
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randomized algorithm
dynamic programming
greedy algorithm
worst case
simulated annealing
convex hull
feature extraction
similarity measure
training data
optimal solution
computational complexity
search space
np hard
mathematical model
average case