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.
Author:
F. Murtagh
To Search:
- [JnS] - Jade ICA algorithm in C
File list (Check if you may need any files):
PCA_C.txt
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