Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions. - Nathan Halko; Per-Gunnar Martinsson; Joel A. Tropp (SIAM Rev., 2011)

An Algorithm for the Principal Component Analysis of Large Data Sets. - Nathan Halko; Per-Gunnar Martinsson; Yoel Shkolnisky; Mark Tygert (SIAM J. Sci. Comput., 2011)