Decomposes high dimensional data into its most statistically descriptive factors. Implemented in C++ for speed.
- C++
- CMake
- Eigen
Inside the fast-PCA/ directory. Run cmake . then build with make you can then run fast-PCA via the executable ./main
To test performance benchmarks of fast-PCA, go into the benchmarks/ directory and run cmake . then make and run benchmarks with ./mybenchmark