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+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2000 - INRIA - Carlos Klimann
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution. The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+//
+
+function [facpr,comprinc,lambda,tsquare]=princomp(x,eco)
+ //
+ //This function performs several computations known as
+ //"principal component analysis".
+ //The idea behind this method is to represent in an
+ //approximative manner a cluster of n individuals in a
+ //smaller dimensional subspace. In order to do that it
+ //projects the cluster onto a subspace. The choice of the
+ //k-dimensional projection subspace is made in such a way
+ //that the distances in the projection have a minimal
+ //deformation: we are looking for a k-dimensional subspace
+ //such that the squares of the distances in the projection
+ //is as big as possible (in fact in a projection,
+ //distances can only stretch). In other words, inertia of
+ //the projection onto the k dimensional subspace must be
+ //maximal.
+ //
+
+ //References: Saporta, Gilbert, Probabilites, Analyse des
+ //Donnees et Statistique, Editions Technip, Paris, 1990.
+ //
+ //derived from pca,
+ // author: carlos klimann
+ //
+
+ [lhs, rhs] = argn(0);
+ if rhs == 0 then
+ error(msprintf(gettext("%s: Wrong number of input arguments: %d or %d expected.\n"),"princomp",1,2))
+ end
+ if rhs<2 then eco=%f,end
+ if type(eco)<>4 then
+ error(msprintf(_("%s: Wrong type for input argument #%d: Boolean expected."),"princomp",2))
+ end
+
+ if x==[] then
+ facpr=[];
+ comprinc=[];
+ lambda=[];
+ tsquare=[];
+ return;
+ end
+
+ [rowx,colx]=size(x)
+
+ //center data
+ y=center(x,1)
+
+ //compute eigenvectors of y'*y using svd
+ if eco then
+ [U,lambda,facpr]=svd(y,"e");
+ else
+ [U,lambda,facpr]=svd(y);
+ end
+ lambda=diag(lambda).^2/(rowx-1);//normalize
+ comprinc=y*facpr
+ if rowx <= colx then
+ if eco then
+ lambda(rowx)=[]
+ facpr(:,rowx)=[];
+ comprinc(:,rowx) = [];
+ else
+ lambda(rowx:$)=[]
+ comprinc(:,rowx:$) = [];
+ end
+ end
+ q=find(lambda<=max(rowx,colx)*%eps*lambda(1),1)
+ if q==[] then q=size(lambda,"*"),end
+ tsquare=(rowx-1)*sum(U(:,1:q).^2,2)
+endfunction