56 citations · 61 across the 2 of their papers we have counts for
2 papers
stat.CO2010★ 5 cited
An algorithm for the principal component analysis of large data sets
Nathan Halko, Per-Gunnar Martinsson, Yoel Shkolnisky +1
Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike t…
math.NA2009★ 56 cited
Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
Nathan Halko, Per-Gunnar Martinsson, Joel A. Tropp
Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific comp…