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 .
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 .