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Re: PCA related program?

From: A. Scottedward Hodel
Subject: Re: PCA related program?
Date: Mon, 23 Nov 1998 08:10:38 -0600

If you mean principal component analysis in the send of Moore's 1981
IEEE paper (that gave rise to Balanced Coordinate Model Reduction,
e.g., Laub 1985, Safonov and Chiang, 1989, also IEEE-TAC), then 
the Lyapunov equation solver (lyap) is the primary tool you need, beyond
a few lines of linear algebra you can easily incorporate into an M-file.

>Hi, I am sort of urgently looking for a Principal Component Analysis(PCA) 
>related program for my project, either written in octave or MATLAB. 
>Anyone out there can point me the right way to address this issue? 
>Thanks in advance. 
>best regards,

A S Hodel Assoc. Prof. Dept Elect Eng, Auburn Univ,AL  36849-5201
On leave at NASA Marshall Space Flight Center (256) 544-1426

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