Numerical linear algebra in data mining

Abstract

Ideas and algorithms from numerical linear algebra are important in several areas of data mining. We give an overview of linear algebra methods in text mining (information retrieval), pattern recognition (classification of handwritten digits), and PageRank computations for web search engines. The emphasis is on rank reduction as a method of extracting information from a data matrix, low-rank approximation of matrices using the singular value decomposition and clustering, and on eigenvalue methods for network analysis.