Principal components: a descent algorithm
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Publication:349019
DOI10.1016/J.JCP.2014.02.033zbMath1349.62252OpenAlexW2065955928MaRDI QIDQ349019
Rebeca Salas-Boni, Esteban G. Tabak
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2014.02.033
Factor analysis and principal components; correspondence analysis (62H25) Applications of mathematical programming (90C90)
Cites Work
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- Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
- A Randomized Algorithm for Principal Component Analysis
- The Geometry of Algorithms with Orthogonality Constraints
- Second Derivatives for Optimizing Eigenvalues of Symmetric Matrices
- Principal Dynamical Components
- Optimization algorithms exploiting unitary constraints
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