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A Randomized Algorithm for Principal Component Analysis

, , and . SIAM Journal on Matrix Analysis and Applications, 31 (3): 1100-1124 (2010)
DOI: 10.1137/080736417

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A Fast Algorithm for Particle Simulations, and . Journal of Computational Physics, 73 (2): 325--348 (December 1987)A fast adaptive multipole algorithm for particle simulations, , and . SIAM Journal on Scientific and Statistical Computing, 9 (4): 669 (1988)Application of Volume Integrals to the Solution of Partial Differential Equations. Computers Math.\\ Applic., 11 (7--8): 667--679 (1985)A fast randomized algorithm for the approximation of matrices, , , and . Applied and Computational Harmonic Analysis, 25 (3): 335--366 (2008)Rapid Solution of Integral Equations of Classical Potential Theory. J. Comput.\\ Phys., 60 (2): 187--207 (1985)Finding roots of complex analytic functions via generalized colleague matrices., and . Adv. Comput. Math., 50 (4): 71 (August 2024)On the Numerical Solution of Two-Point Boundary Value Problems, and . Communications on Pure and Applied Mathematics, (1991)Fast Algorithms for Polynomial Interpolation, Integration, and Differentiation, , and . SIAM J. Num.\\ Anal., 33 (5): 1689--1711 (1996)A Randomized Algorithm for Principal Component Analysis, , and . SIAM Journal on Matrix Analysis and Applications, 31 (3): 1100-1124 (2010)A new version of the fast multipole method for the Laplace equation in three dimensions, and . Acta Numerica, (1997)