Description: /* Principal Components Analysis or the Karhunen-Loeve expansion is a
classical method for dimensionality reduction or exploratory data
analysis. One reference among many is: F. Murtagh and A. Heck,
Multivariate Data Analysis, Kluwer Academic, Dordrecht, 1987
(hardbound, paperback and accompanying diskette).
This program is public-domain. If of importance, please reference
the author. Please also send comments of any kind to the author:
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