Principle Component Analysis in Python

Author: Jeremy Stober Contact: stober@gmail.com Version: 0.1

This is PCA for cases where sample size is much smaller than the dimensionality of the thing being sampled (e.g. Eigenfaces). There are two versions of the main compute_pca function. One is pure Python and not necessarily memory efficient (due in part to the strange memory inefficiency of large np.dot operations and the fact that no operations are done inplace. There is a faster, more efficient in place version (which replaces the input samples with PCs) that is coded using Cython.