fbpca - Functions for principal component analysis (PCA)
Requirements
- numpy>=1.9
- scipy>=0.14
Installation
pip install fbpca
Documentation
License
The license is BSD, with an additional grant of patent rights.
Related software
A closely related Matlab/Octave implementation is available at http://tygert.com/software.html with benchmarking reported at http://tygert.com/implement.pdf