Accelerates the power method for extracting top principal components using fast sketching and regularized spectral approximation for stronger low-rank guarantees.
Subspace iteration randomization and singular value problems.SIAM Journal on Scientific Computing37,A1139–A1173 (2015)
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Accelerating Power Method with Fast Sketching for Stronger Low-Rank Approximation
Accelerates the power method for extracting top principal components using fast sketching and regularized spectral approximation for stronger low-rank guarantees.