Description: pca: The enclosed function PCA implements what is probably the method of choice for computing principal component analyses fairly efficiently, while guaranteeing nearly optimal accuracy. The enclosed function DIFFSNORM provides an efficient, reliable means for checking the accuracies of the low-rank approximations produced by PCA (often the accuracies are slightly better than recently proven bounds guarantee).
To Search:
File list (Check if you may need any files):
diffsnorm.m
pca.m
Download