Another option is to invent another kind of matrix that knows about an offset. Then a special method for times may give the right performance.
A third option is to do a little algebra on the PCA algorithm to propagate the mean offset into the stochastic projection algorithm. On Tue, Sep 6, 2011 at 7:24 PM, Ted Dunning <[email protected]> wrote: > Sure. > > Do the subtraction after the B = Q'A step in the random projection! > > On Tue, Sep 6, 2011 at 7:16 PM, Dmitriy Lyubimov <[email protected]>wrote: > >> On Tue, Sep 6, 2011 at 12:11 PM, Ted Dunning <[email protected]> >> wrote: >> > Note that normally subtracting anything fills in sparse matrices. >> >> is there a way to cope with this without changing SVD contracts? >> > >
