Randomized Matrix Decompositions Using R
Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital, and widely used for data analysis, dimensionality reduction, and data compression. Massive datasets, however, pose a c...
Main Authors: | N. Benjamin Erichson, Sergey Voronin, Steven L. Brunton, J. Nathan Kutz |
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Format: | Article |
Language: | English |
Published: |
Foundation for Open Access Statistics
2019-06-01
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Series: | Journal of Statistical Software |
Subjects: | |
Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/2788 |
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