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. Author manuscript; available in PMC: 2019 Feb 28.
Published in final edited form as: Technometrics. 2017 Apr 27;59(3):361–370. doi: 10.1080/00401706.2016.1247017

Algorithm 3.

Noiseless algorithm

Require: XRn×p
1: Set Imax = Imin = ∅.
2: repeat
3:   Generate a p × m random matrix G with independent 𝒩(0, 1) entries.
4:   Form the product XG.
5:   Find the indices of the max Imax and min Imin in each column of XG.
6:   Set ImaxImaxImax,IminIminImin.
7: until Imax,Imin adds nothing to Imax,Imin.
8: Return H = XImaxImin.