Patent ID: 8341205

Claim:
A fast singular value decomposition for expediting a computer analysis system having a processor, comprising the steps of: (a) inputting a first matrix into the computer analysis system, wherein the first matrix is a N*p matrix, and N is the quantity of a first object, and p is the quantity of a variable; (b) computing an average vector of a column vector of the first matrix by the processor; (c) performing an overlapped random number sub-grouping for a row vector of the first matrix to randomly decompose the N first objects into K partially overlapped subgroups by the processor; (d) computing a variance matrix for the row vector of each subgroup by the processor; (e) computing a multidimensional scaling for each of the variance matrixes by the processor; (f) reorganizing space coordinates of the multidimensional scaling by the processor; (g) converting the reorganized multidimensional scaling coordinates into a principal component analysis (PCA) result by the processor; and (h) using the PCA result and the average vector to output a complete matrix data sequence by the processor.