I've been reading a paper on Sparse PCA, which is: http://stats.stanford.edu/~imj/WEBLIST/AsYetUnpub/sparse.pdf

And it states that, if you have $n$ data points, each represented with $p$ features, then, the complexity of PCA is $O(\min(p^3,n^3))$.

Can someone please explain how/why?

  • 1
    $\begingroup$ I think it has to do with the fact that the number of principal components is min(p,n). $\endgroup$ – George Dec 11 '13 at 12:08
  • $\begingroup$ An answer is here : scicomp.stackexchange.com/q/3220/1316 $\endgroup$ – Abhinav Aug 12 '16 at 5:27

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