This code is an implementation of the Streaming PCA approach of Mitliagkas et al,
I. Mitliagkas, C. Caramanis, P. Jain, "Memory Limited, Streaming PCA", Advances in Neural Information Processing (NIPS), 2013.
A version of this approach, written in Python, is hosted by Mitliagkas on GitHub.
This repository is not tracked by the Julia package list. To install, clone the repository directly from Julia via the following command.