A simple implementation of pca(Principal Components Analysis)
please refer to the paper:
http://www.cs.otago.ac.nz/cosc453/student_tutorials/principal_components.pdf
for more details about pca.

The implementation uses the example data in the paper above.

To run the program, you must install TNT first.
Please download TNT and JAMA from:
http://math.nist.gov/tnt/download.html

After you donwload it, please modify the Makefile .

How to run:

cd your_path_to_pca.
./make
./pca test_data