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Description

Fast Randomized PCA/SVD

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fbpca
- Functions for principal component analysis (PCA)

Requirements

  • numpy>=1.9
  • scipy>=0.14

Installation

::

pip install fbpca

Documentation

http://fbpca.readthedocs.org/

License

The license is BSD, with an additional grant of patent rights.

Related software

A closely related Matlab/Octave implementation is available at http://tygert.com/software.html with benchmarking reported at http://tygert.com/implement.pdf

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