Efficient thresholded correlation using truncated singular value decomposition. Baglama, J., Kane, M., Lewis, B., & Poliakov, A. arXiv preprint arXiv:1512.07246, 2015.
bibtex   
@article{baglama2015efficient,
  added-at = {2020-12-22T23:48:47.000+0100},
  author = {Baglama, James and Kane, Michael and Lewis, Bryan and Poliakov, Alex},
  biburl = {https://www.bibsonomy.org/bibtex/290585920bb41edcee9e18e683f3d3bc2/becker},
  interhash = {376160d39d5a2818d21cbd7d6d74397d},
  intrahash = {90585920bb41edcee9e18e683f3d3bc2},
  journal = {arXiv preprint arXiv:1512.07246},
  keywords = {citedby:scholar:timestamp:2020-12-22 citedby:scholar:count:1 threshold paper:fastcor},
  timestamp = {2020-12-22T23:48:47.000+0100},
  title = {Efficient thresholded correlation using truncated singular value decomposition},
  year = 2015
}

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