README.md

December 4, 2022 ยท View on GitHub

KLT PCA eigenvectors

Description

This module implements the Karhunen-Loeve transform (also called Principal Component Analysis) of a symmetrical matrix (usually this will be the correlation/covariance matrix).

The routines are an ALGOL porting.

More Info

Submitted On2003-04-09 20:32:02
ByMarco Cecchi, M. Sc.
LevelAdvanced
User Rating4.8 (29 globes from 6 users)
CompatibilityVB 6.0
CategoryMath/ Dates
WorldVisual Basic
Archive FileKLT_PCA_ei1575834182003.zip