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Cited by 291

The DOI matches its Crossref record; 13 of the 13 references it cites were found in a registry or an index.

An Algorithm for the Principal Component Analysis of Large Data Sets

Halko, Nathan, Martinsson, Per-Gunnar, Shkolnisky, Yoel, Tygert, Mark·2011·SIAM Journal on Scientific Computing

Abstract

Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy—even on parallel processors—unlike the classical (deterministic) alternatives. We adapt one of these randomized methods for use with data sets that are too large to be stored in random-access memory (RAM). (The traditional terminology is that our procedure works efficiently out-of-core.) We illustrate the performance of the algorithm via several numerical examples. For example, we report on the PCA of a data set stored on disk that is so large that less than a hundredth of it can fit in our computer's RAM.

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Metadata

Authors
Halko, N., Martinsson, P.-G., Shkolnisky, Y., & Tygert, M.
Venue
SIAM Journal on Scientific Computing
Published
2011-01
Volume
33
Issue
5
Pages
2580-2594
ISSN
  • 1064-8275 (ISSN-L)
  • 1095-7197
OpenAlex
W1505090736
Cited by
291
References
13
FWCI
11.06
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: An Algorithm for the Principal Component Analysis of Large Data Sets. https://app.cochat.ai/papers/10.1137/100804139
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Halko, N., Martinsson, P.-G., Shkolnisky, Y., & Tygert, M. (2011). An Algorithm for the Principal Component Analysis of Large Data Sets. SIAM Journal on Scientific Computing. https://doi.org/10.1137/100804139

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.