Online SVD/PCA resources by Danny Bickson.
From the post:
Last month I was vising Toyota Technological Institure in Chicago, where I was generously hosted by Tamir Hazan and Joseph Keshet. I heard some interesting stuff about large scale SVM from Joseph Keseht which I reported here. Additionally I met with Raman Arora who is working on online SVD. I asked Raman to summarize the state-of-the-art research on online SVD and here is what I got from him:
A very rich listing of resources on single value decomposition and principal component analysis.