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NAME

PDL::PCA - Principal Component Analysis routines for PDL

SYNOPSIS

        $a = new PDL::PCA($data,{Averaged => 1,IncludeDims => 2});

        $tdata = $a->trans();

        $todata = $a->trans($otherdata);

        $wdata = $a->wtrans();  # Get whitened data

        $tmat = $a->get_trans(); # Get trans matrix

WARNING

This is alpha-state code.

DESCRIPTION

This module implements several different algorithms for doing PCA, both off-line (statistics based) and on-line (neural-type) (XXX on-line not yet implemented).

The Averaged and IncludeDims flags are for use when you absolutely want to conserve space (i.e. $data is HUGE).