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Keywords:

  • Kernel algorithm;
  • PLS;
  • SVD

Abstract

Lindgren et al. (J. Chemometrics, 7, 45–49 (1993)) published a so-called kernel algorithm for PLS regression of Y against X when the number of objects is very large. The algorithm is based solely on deflation of the cross-product matrices XTX, YTY and XTY. The algorithm is now described in a shorter and more transparent way and compared with a similar algorithm for the singular value decomposition of XTY.