Principal component analysis in Python

Question

I\'d like to use principal component analysis (PCA) for dimensionality reduction. Does numpy or scipy already have it, or do I have to roll my own using numpy.linalg.eigh?<

Answer 1

Here is another implementation of a PCA module for python using numpy, scipy and C-extensions. The module carries out PCA using either a SVD or the NIPALS (Nonlinear Iterative Partial Least Squares) algorithm which is implemented in C.