If anyone is interested, a much faster technique is using the randomized methods from https://arxiv.org/abs/0909.4061 https://arxiv.org/abs/0909.4061 - see e.g.

If anyone is interested, a much faster technique is using the randomized methods from https://arxiv.org/abs/0909.4061 https://arxiv.org/abs/0909.4061 - see e.g. http://scikit-learn.org/stable/modules/generated/sklearn.decomposition.PCA.html http://scikit-learn.org/stable/modules/generated/sklearn.dec...