@article {MR2861638,
    AUTHOR = {Halko, Nathan and Martinsson, Per-Gunnar and Shkolnisky, Yoel
              and Tygert, Mark},
     TITLE = {An algorithm for the principal component analysis of large
              data sets},
   JOURNAL = {SIAM J. Sci. Comput.},
  FJOURNAL = {SIAM Journal on Scientific Computing},
    VOLUME = {33},
      YEAR = {2011},
    NUMBER = {5},
     PAGES = {2580--2594},
      ISSN = {1064-8275},
     CODEN = {SJOCE3},
   MRCLASS = {62H25 (65C60 65F15)},
  MRNUMBER = {2861638 (2012m:62159)},
MRREVIEWER = {Zhihua Zhang},
       DOI = {10.1137/100804139},
       URL = {http://dx.doi.org/10.1137/100804139},
}