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An efficient algorithm for weighted PCA - MaRDI portal

An efficient algorithm for weighted PCA

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Publication:1965988

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zbMath0937.65007MaRDI QIDQ1965988

Henk A. L. Kiers, Wim P. Krijnen

Publication date: 2 March 2000

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

principal component analysis computation time minimization algorithm TUCKALS3

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25)

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