Algorithm 3.
Require: X ∈ Rn×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 and min in each column of XG. |
6: | Set . |
7: | until adds nothing to . |
8: | Return H = XImax∪Imin. |