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Variable and feature selection have become the focus of much research in areas of application for which datasets with tens or hundreds of thousands of variables are available.

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Abstract Increasmg performance of CPUs and memorres wrll be squandered lf not matched by a sunrlm peformance ourease m II0 Whde the capactty of Smgle Large Expenstve D&T (SLED) has grown rapuily, the performance rmprovement of SLED has been modest Redundant Arrays of Inexpensive Disks (RAID), based on the magnetic duk technology developed for personal computers, offers an attractive alternattve IO SLED, promtang onprovements of an or&r of mogm&e m pctformance, rehabdlty, power consumption, and scalalnlrty Thu paper rntroducesfivc levels of RAIDS, grvmg rheu relative costlpetfotmance, and compares RAID to an IBM 3380 and a Fupisu Super Eagle 1 Background: Rlsrng CPU and Memory Performance The users of computers are currently enJoymg unprecedented growth m the speed of computers Gordon Bell said that between 1974 and 1984. smgle chip computers improved m performance by 40 % per year, about twice the rate of mmlcomputers [Bell 841 In the followmg year B111 Joy

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This document has been prepared using the L a T E X system. We thank Donald Knuth for T E X, Leslie Lamport for L a T E X, and Jan van der Steen at CWI for online help. Some figures were prepared by John Tromp using the xpic program. The London Mathematical Society kindly gave permission to reproduce a long extract by A.M. Turing. The Indian Statistical Institute, through the editor of Sankhy¯a, kindly gave permission to quote A.N. Kolmogorov. We gratefully acknowledge the financial support by NSF Grant DCR8606366, ONR Grant N00014-85-k-0445, ARO Grant DAAL03-86-K0171, the Natural Sciences and Engineering Research Council of Canada through operating grants OGP-0036747, OGP-046506, and International Scientific Exchange Awards ISE0046203, ISE0125663, and NWO Grant NF 62-376. The book was conceived in late Spring 1986 in the Valley of the Moon in Sonoma County, California. The actual writing lasted on and off from autumn 1987 until summer 1993. One of us [PV] gives very special thanks to his lovely wife Pauline for insisting from the outset on the significance of this enterprise. The Aiken Computation Laboratory of Harvard University, Cambridge, Massachusetts, USA; the Computer Science Department of York University, Ontario, Canada; the Computer Science Department of the University xii of Waterloo, Ontario, Canada; and CWI, Amsterdam, the Netherlands provided the working environments in which this book could be written. Preface to the Second Edition

and the eigenvalue problem. Key words. perturbation theory, random matrix, linear system, least squares, eigenvalue, eigenvector, invariant subspace, singular value AMS(MOS) subject classifications. 15A06, 15A12, 15A18, 15A52, 15A60 1. Introduction. Let A be a matrix and let F be a matrix valued function of A

towards programming languages, but the same methods appear to be relevant also in the study of natural anguages. 1. Introduction. Let