Implementation of "A Stochastic PCA and SVD Algorithm with an Exponential Convergence Rate"

This repository is implementation of "A Stochastic PCA and SVD Algorithm with an Exponential Convergence Rate" which is computation algorithm of eigenvector corresponding to largest eigenvalue.

The arXiv is here.

The output example is shown as below.

python main.py
VR_PCA: 2.410216
[-0.01851155 -0.0181775  -0.01829515 -0.01846216 -0.01837611 -0.01804475
 -0.01827882 -0.01820231 -0.01816721 -0.0182635 ]
7503125.80428
SVD: 15.568740
[-0.01851155 -0.0181775  -0.01829515 -0.01846216 -0.01837611 -0.01804475
 -0.01827882 -0.01820231 -0.01816721 -0.0182635 ]
7503125.80428