Fast computation of low rank matrix approximations
STOC '01 Proceedings of the thirty-third annual ACM symposium on Theory of computing
Eigenvalues of large sample covariance matrices of spiked population models
Journal of Multivariate Analysis
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Asymptotic behavior of the singular value decomposition (SVD) of blown up matrices and normalized blown up contingency tables exposed to random noise is investigated. It is proved that such an mxn random matrix almost surely has a constant number of large singular values (of order mn), while the rest of the singular values are of order m+n as m,n-~. We prove almost sure properties for the corresponding isotropic subspaces and for noisy correspondence matrices. An algorithm, applicable to two-way classification of microarrays, is also given that finds the underlying block structure.