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Principal components: A descent algorithm

delete2014-06-01
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R
Rebeca Salas-Boni
E
Esteban G. Tabak *
DOI:10.1016/j.jcp.2014.02.033delete
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Abstract

Abstract

En 中文
A descent procedure is proposed for the search of low-dimensional subspaces of a high-dimensional space that satisfy an optimality criterion. Specifically, the procedure is applied to finding the subspace spanned by the first m singular components of an n-dimensional dataset. The procedure minimizes the associated cost function through a series of orthogonal transformations, each represented economically as the exponential of a skew-symmetric matrix drawn from a low-dimensional space. (C) 2014 Elsevier Inc. All rights reserved.
Keywords:
Principal component analysis
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Journal

Journal of Computational Physics cover
Journal of Computational Physics
IF:
3.8
Papers:
1.5W
Citations:
7.4W

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New York University
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4.4W
Papers: 3.9W
Citations: 5.8W