A fast algorithm for the computation of robust Q-mode principal component analysis in L

Abstract

In this paper, we propose a new method for the computation of the algorithm of robust Q-mode principal component analysis (RQMPCA) used in statistics. We will show how we can reduce the computation complexity of this algorithm by p, where p is the number of variables. An application, on web document retrieval time, was studied using this algorithm. We will report some statistical results on retrieval time and its relationship with document's size and its number of objects.