Fast dimensionality reduction and simple PCA

A fast and simple algorithm for approximately calculating the principal components (PCs) of a dataset and so reducing its dimensionality is described. This Simple Principal Components Analysis (SPCA) method was used for dimensionality reduction of two high-dimensional image databases, one of handwritten digits and one of handwritten Japanese characters. It was tested and compared with other techniques. On both databases SPCA shows a fast convergence rate compared with other methods and robustness to the reordering of the samples.