Fast One-Pass Sparse Approximation of the Top Eigenvectors of Huge Approximately Low-Rank Matrices? Yes, $MA{M}^{\ast }$!

Edem Boahen, Simone Brugiapaglia, Hung-Hsu Chou +2

Motivated by applications such as sparse PCA, in this paper we present provably-accurate one-pass algorithms for the sparse approximation of the top eigenvectors of extremely massi…