Module PRINC in IMSLS

General Information

Compute principal components from a variance-covariance matrix or a correlation matrix.

Usage

CALL PRINC (NDF, NVAR, COV, LDCOV, ICOV, EVAL, PCT, STD, EVEC, LDEVEC, A, LDA)

Classification

L13b	Principal components analysis

Type

subroutine in IMSLS package

Language

Fortran

Availability

Proprietary, Portable

Precision

Single Precision

Alternates

DPRINC

Double Precision

Installation on ITL; Unix Workstation Network

Location

National Institute of Standards and Technology (NIST), Gaithersburg, MD.

Contact

Gaithersburg Consulting Office: 301-975-2968 (FTS 879-2968)

Usage

Access available only to NIST staff on internal Unix systems. They may access this package provided the /itl tree is cross-mounted.

Documentation

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/princ

Example

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/princ

To Link

Login to spruce.nist.gov and see ITL How-To for information on how to setup your environment and link.