Limited Memory Block Krylov Subspace Optimization for Computing Dominant Singular Value Decompositions.
Xin LiuZaiwen WenYin ZhangPublished in: SIAM J. Sci. Comput. (2013)
Keyphrases
- limited memory
- singular values
- singular value decomposition
- singular vectors
- memory space
- data streams
- principal component analysis
- influence diagrams
- real time
- low dimensional
- sliding window
- dimensionality reduction
- optimization method
- quasi newton method
- high dimensional
- high dimensional data
- low rank
- dynamic programming
- optimal solution
- feature extraction
- decision making
- data sets