ml-pca-perf

Benchmark test for method options of ml-pca package

Method Benchmark test

covarianceMatrix is the fastest.
Tested in RunKit + npm

method	hz
SVD	3099
covarianceMatrix	6405
NIPALS	220
NIPALS, {nCompNIPALS: 4}	129

Result (pca.getExplainedVariance())

SVD

[0.9246187232017269, 0.05306648311706793, 0.01710260980792975, 0.005212183873275375]

covarianceMatrix

[0.9246187232017269, 0.05306648311706785, 0.017102609807929704, 0.005212183873275558]

NIPALS

[0.9457223216899879, 0.05427767831001216]

NIPALS, {nCompNIPALS: 4}

[0.9246187232017233, 0.053066483117027, 0.017102609807958833, 0.005212183873290879]

Reference

• The NIPALS Algorithm

  The NIPALS Algorithm gives more numerically accurate results when compared with the SVD of the covariance matrix, but is slower to calculate.