sketching-svd

Code reproducing experiments in the paper How to reduce dimension with PCA and random projections?

Citation

F. Yang, S. Liu, E. Dobriban and D. P. Woodruff, "How to Reduce Dimension With PCA and Random Projections?," in IEEE Transactions on Information Theory, vol. 67, no. 12, pp. 8154-8189, Dec. 2021, doi: 10.1109/TIT.2021.3112821.