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License: GNU Lesser General Public License v3.0
Simple and fast PCA with specialized kernels.
License: GNU Lesser General Public License v3.0
The semantic meaning of a "row" versus a "column" is transposed relative to the notation in the linear algebra solvers. Further, there are almost certainly issues with indexing in get_col/set_col routines, etc. This poses an obstacle to implementing the faster "direct" PCA method for basic analyses, but seems too difficult to solve for the prototype. A solution will be implemented for the next version.
Add autotools configures/builds to deprecate hacky makefiles; will need to differentiate linear algebra packages as well. The following compiler/LAPACK combos should be supported to start:
Intel/MKL
Intel/MKL+Plasma
gcc/OpenBLAS
gcc/OpenBLAS+Plasma
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