ApproximatePCAEstimator

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3. final def ##(): Int

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6. def approximateQ(A: DenseMatrix[Double], l: Int, q: Int, seed: Int = 0): DenseMatrix[Double]

   This corresponds to algorithm 4.

   This corresponds to algorithm 4.4 of HMT2011.

   A

   Data matrix to sketch.

   l

   Number of components in the sketch.

   q

   Number of iterations to use in the computation.

   returns

   An n x (k+p) matrix that approximates A

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