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2012/2/6 Benjamin von Ardenne <>:
> If by SVD your mean "singular value decomposition", there is already a
> function to get this and other solver functions will come soon.
> A method for PCA ("principal component analysis" I suppose) is not in there
> explicitly, but can be built with the available tools and it should not be
> that complicated, once you have the covariance matrix.

Sorry, I didn't grasp that PCA was for Principal Component Analysis.
Actually I know about this technique and I'm actually using that from
time to time but I'm used to perform this kind of computations with

PCA is definitely worth of being included in GSL Shell and its
implementation should be quite straightforward. I will add that in the
TO DO list for GSL Shell.