18.03, Wednesday 21 Nov 2001

Okay, given that questions and audience participation are the flavour du jour, here's one for you: Given I have a rather large number of items each associated with a vector of high dimension, does anybody know the algorithm to perform Principal Component Analysis on my dataset to get a the principal components themselves, and b the positions of my items in principal component space? I've been hunting on the www, but nothing's jumping out. Tell me?