Scale | 100 × 100 | 1000 × 1000 | 1000 × 5000 | 5000 × 5000 | 5000 × 10,000 | 10,000 × 10,000 |
Full SVD | 1.70e−3 | 0.13 | 1.26 | 22.38 | 55.64 | 263.03 |
Leading PC | 4.13e−4 | 0.01 | 0.09 | 0.52 | 1.13 | 2.27 |