Fast PCA method for big discrete data
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United States of America Patent
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Mar 20, 2018
Grant Date -
Jan 22, 2015
app pub date -
Jul 16, 2014
filing date -
Jul 16, 2013
priority date (Note) -
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Abstract
This disclosure is related to further approximating multiple data vectors of a dataset. The multiple data vectors are initially approximated by one or more stored principle components. A processor performs multiple iterations of determining an updated estimate of a further principle component based on the multiple data vectors that are initially approximated by the one or more stored principle components. The processor performs this step such that the updated estimate of the further principal component further approximates the dataset. In each iteration the processor constrains the updated estimate of the further principal component to be orthogonal to each of the one or more stored principal components. The data vectors of the dataset are not manipulated but remain the same data vectors that are approximated by the stored principal components.
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