Comments on the PLS kernel algorithm

Abstract

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 X T X , Y T Y and X T Y . The algorithm is now described in a shorter and more transparent way and compared with a similar algorithm for the singular value decomposition of X T Y .