[mlpack-svn] [MLPACK] #327: PCA Module Improvement

[MLPACK Trac]

#327: PCA Module Improvement
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 Reporter:  siddharth.950  |        Owner:     
     Type:  defect         |       Status:  new
 Priority:  major          |    Milestone:     
Component:  mlpack         |     Keywords:     
 Blocking:                 |   Blocked By:     
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 The PCA module is currently not very efficient according to the
 benchmarking system. I noticed one inefficiency in the implementation.
 When the user specifies the new dimension for PCA, the module computes the
 whole thing anyway, and then sheds off the remaining rows. Also, the
 algorithm is currently using EigenValue Decomposition, which may not be
 the optimal way to go about it according to this paper :
 http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.73.3994&rep=rep1&type=pdf.
 This algorithm may make the implementation a lot faster that it already
 is.

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Ticket URL: <http://trac.research.cc.gatech.edu/fastlab/ticket/327>
MLPACK <www.fast-lab.org>
MLPACK is an intuitive, fast, and scalable C++ machine learning library developed at Georgia Tech.