A fast and effective principal singular subspace tracking algorithm
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DOI: 10.1016/j.neucom.2017.06.006
Abstract: Abstract In this paper, we propose a fast and effective neural network algorithm to perform singular value decomposition (SVD) of a cross-covariance matrix between two high-dimensional data streams. Firstly, we derive a dynamical system from… read more here.
Keywords: tracking algorithm; principal singular; singular subspace; subspace ... See more keywords