Implements PCA using NIPALS algorithm. Also uses GRAM-SCMIDT method to avoid the problem of non-orthagonal PCs by NIPALS. Uses Numpy to implement non-GPU version stated in http://arxiv.org/pdf/0811.1081.pdf .
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Implementation of PCA algorithm using Gram-Scmidt modification on NIPALS
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ParallelDots/Gram-Schmidt-PCA
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Implementation of PCA algorithm using Gram-Scmidt modification on NIPALS
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