fbpca - Functions for principal component analysis (PCA)

Requirements

• numpy>=1.9
• scipy>=0.14

Installation

pip install fbpca

Documentation

http://fbpca.readthedocs.org/

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