We present qrpca, a fast and scalable QR-based principal component analysis package. The software, written in both R and python languages, makes use of torch for internal matrix computations, and enables GPU acceleration, when available. qrpca provides similar functionalities to prcomp (R) and sklearn (python) packages respectively. A benchmark test shows that qrpca can achieve computational speeds 10-20 $\times$ faster for large dimensional matrices than default implementations, and is at least twice as fast for a standard decomposition of spectral data cubes. The qrpca source code is made freely available to the community.
翻译:我们推出 qrpca, 这是快速且可缩放的 QR 主元件分析包。 软件用 R 和 python 两种语言写成, 使用火炬进行内部矩阵计算, 并允许 GPU 加速。 qrpca 分别提供 prcomp (R) 和 sklearn (python) 软件的类似功能。 基准测试显示, qrpca 能够比默认执行更快地实现大维基件的计算速度 10-20 美元, 并且至少是光谱数据立方标准分解速度的两倍。 qrpca 源代码可以免费向社区提供 。