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A parallelized implementation of Principal Component Analysis (PCA) using Singular Value Decomposition (SVD) in OpenMP for C. The procedure used is Modified Gram Schmidt algorithm. The method for Classical Gram Schmidt is also available for use.
This library include files that can be used for complex matrix computations. The library has been written in C/C++ and should be compatible with any microcontroller. Also includes Arduino codes that use the library for matrix computation.