PCA implementation in c++
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A simple implementation of pca(Principal Components Analysis)
please refer to the paper:
for more details about pca.

The implementation uses the example data in the paper above.

To run the program, you must install TNT first.
Please download TNT and JAMA from:

After you donwload it, please modify the Makefile .

How to run:

cd your_path_to_pca.
./pca test_data