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Implement geodesic PCA #1446

@ninamiolane

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@ninamiolane

Where should the content be modified?

https://github.com/geomstats/geomstats/blob/master/geomstats/geometry/special_orthogonal.py; https://github.com/geomstats/geomstats/blob/master/geomstats/learning.pca

What should be modified?

The pca.py module has TangentPCA implemented, which is an approximation of geodesic PCA.
https://www.cs.jhu.edu/~misha/ReadingSeminar/Papers/Fletcher04.pdf

We should add geodesic PCA to pca.py, by integrating @nguigs code: nguigs-pca on @nguigs 's fork.

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