Codes/Libraries

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)