Expand description
PCA initialisation via faer SVD on the d×d covariance matrix.
This approach costs O(n·d²) rather than O(n²) — at n=10M and d=46, the covariance matrix is 46×46 = 2116 f32 elements, trivially small.
Functions§
- pca_
init - Project
n × drow-major data onto its top 2 principal components.