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ResearchFormerly WizWand

Principal Component Analysis on Synthetic Gaussian data d=900, n=1000 (test)

14.2Runtime (ms)MS-PCA
-314.4321,903.8344,122.16,340.366May 25, 2026
Updated 5mo ago

Evaluation results

MethodLinks
MS-PCANumber of Leading Principal Components=1 PC2026.0514.2
MS-PCANumber of Leading Principal Components=9 PCs2026.0519.2
RPCA-AAPNumber of Leading Principal Components=1 PC2026.0579
RPCA-AAPNumber of Leading Principal Components=9 PCs2026.0599.6
TylerNumber of Leading Principal Components=1 PC2026.05172
TylerNumber of Leading Principal Components=9 PCs2026.05174
HuberNumber of Leading Principal Components=1 PC2026.053,860
HuberNumber of Leading Principal Components=9 PCs2026.053,860
ℓ1-PCANumber of Leading Principal Components=1 PC2026.058,230