PCA_PROPACK - Principal Component Analysis with PROPACK
[U, S, V]=PCA_PROPACK(A, C, K) computes the K-factor
Principal Component Analysis of A, i.e. SVD of
A-C*ones(size(A, 2), 1), using the PROPACK package [1].
REFERENCES:
[1] R.M.Larsen, PROPACK: A Software Package for the
Symmetric Eigenvalue Problem and Singular Value Problems
on Lanczos and Lanczos Bidiagonalization
with Partial Reorthogonalization, Stanford University,
http://sun.stanford.edu/~rmunk/PROPACK.
Copyright 2011 Dimitrios Zeimpekis, Eugenia Maria Kontopoulou,
Efstratios Gallopoulos