PCA

代码说明：

  主成分分析方法（PCA），PCA算法的理论依据是K-L变换，通过一定的性能目标来寻找线性变换W，实现对高维数据的降维。(Principal component analysis (PCA), PCA algorithm is based on the theory of KL transform, through a certain performance targets to find the linear transformation W, the realization of high-dimensional data, dimensionality reduction.)