Parallel algorithms for singular value decomposition (SVD) have risen to prominence as an indispensable tool in high-performance numerical linear algebra. They offer significant improvements in the ...
Principal component analysis (PCA) is a classical machine learning technique. The goal of PCA is to transform a dataset into one with fewer columns. This is called dimensionality reduction. The ...
SIAM Journal on Numerical Analysis, Vol. 13, No. 1 (Mar., 1976), pp. 76-83 (8 pages) Two generalization of the singular value decomposition are given. These generalizations provided a unified way of ...
Robust location and covariance estimators are developed via general M estimation for covariance matrix eigenvectors and eigenvalues. The solution to this GM estimation problem is obtained by ...