Principal Component Analysis Action Set

Andrecut, M. (2009). “Parallel GPU Implementation of Iterative PCA Algorithms.” Journal of Computational Biology 16:1593–1599.

Halko, N., Martinsson, P.-G., and Tropp, J. A. (2011). “Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions.” SIAM Review 53:217–288.