Codes
1. PCA
1.1 Regular PCA [codes]
1.2 Dynamic PCA [codes]
1.3 Recursive PCA [codes]
1.4 Streaming PCA/Subspace Tracking [codes]
2. Classical Robust PCA
2.1. Classical RPCA in Statistics [codes]
2.2 Classical RPCA in Neural Networks [codes]
3. RPCA via L+S Decomposition [codes]
4. Sparse PCA [codes]
5. Distributed PCA [codes]
6. Kernel PCA [codes]
Librairies
LIBRA (ROBUST@Leuven, Belgium) (Matlab)
S. Verboven, M. Hubert, "LIBRA: a Matlab library for robust analysis"; Chemometrics and Intelligent Laboratory Systems, Volume 75, pages 127–136, 2005.
LRS Library (L+S Decomposition) (Andrews Sobral, Univ. La Rochelle, France) (Matlab)