top | item 30139953 Randomised numerical linear algebra: foundations and algorithms 3 points| jeremiecoullon | 4 years ago |arxiv.org | reply 1 comment order hn newest [+] [-] jeremiecoullon|4 years ago|reply I just discovered this field; I needed an algorithm to compute a low rank approximation of a large covariance matrix without first building the matrix. I'm using algorithm 16 in this paper which is simple but very good!
[+] [-] jeremiecoullon|4 years ago|reply I just discovered this field; I needed an algorithm to compute a low rank approximation of a large covariance matrix without first building the matrix. I'm using algorithm 16 in this paper which is simple but very good!
[+] [-] jeremiecoullon|4 years ago|reply