by Marco Cecchi, M. Sc. (1 Submission)
Category: Math/Dates
Compatability: Visual Basic 5.0
Difficulty: Advanced
Date Added: Wed 3rd February 2021
Rating: 
(6 Votes)
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.
VBcoders
