Fast principal component analysis using fixed-point algorithm

Authors:
Alok Sharma;Kuldip K. Paliwal
Affiliations:
Signal Processing Lab, Griffith University, Brisbane, Australia;Signal Processing Lab, Griffith University, Brisbane, Australia
Venue:
Pattern Recognition Letters
Year:
2007

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Abstract

In this paper we present an efficient way of computing principal component analysis (PCA). The algorithm finds the desired number of leading eigenvectors with a computational cost that is much less than that from the eigenvalue decomposition (EVD) based PCA method. The mean squared error generated by the proposed method is very similar to the EVD based PCA method.