Algorithm 971: An Implementation of a Randomized Algorithm for Principal Component Analysis - Li, Huamin; Linderman, George C.; Szlam, Arthur; Stanton, Kelly P.; Kluger, Yuval; Tygert, Mark (ACM transactions on mathematical software, 2017)
Keywords: Algorithms; Approximation; Computer programs; Estimating; Mathematical analysis; Matlab; Principal components analysis; Software; SVD; Algorithms; Performance; singular value decomposition; PCA; Principal component analysis