Randomized Matrix Decompositions Using R
نویسندگان
چکیده
منابع مشابه
Randomized Matrix Decompositions using R
The singular value decomposition (SVD) is among the most ubiquitous matrix factorizations. Specifically, it is a cornerstone algorithm for data analysis, dimensionality reduction and data compression. However, despite modern computer power, massive datasets pose a computational challenge for traditional SVD algorithms. We present the R package rsvd, which enables the fast computation of the SVD...
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ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 2019
ISSN: 1548-7660
DOI: 10.18637/jss.v089.i11