I recently implemented PCA by computing the covariance matrix and using power iteration to obtain the eigenvectors. I found these pages useful for understandi

I recently implemented PCA by computing the covariance matrix and using power iteration to obtain the eigenvectors. I found these pages useful for understanding how PCA works: http://www.stat.cmu.edu/~cshalizi/uADA/12/lectures/ch18.pdf http://www.stat.cmu.edu/~cshalizi/uADA/12/lectures/ch18.pdf https://en.wikipedia.org/wiki/Power_iteration https://en.wikipedia.org/wiki/Power_iteration I've used it to analyse the Voynich Manuscript: http://web.onetel.com/~hibou/voynich/VoynichPagesPCA.html http://web.onetel.com/~hibou/voynich/VoynichPagesPCA.html