Principal Component Analysis

Hello,

Is there any F95 code around for doing principal component analysis and plotting the results graphically?

Looking to see if it can be applied to gravity data in a meaningful way.

Cheers Lester

LAPACK (http://www.netlib.org/lapack/) has the routines to do the PCA - probably best to use the SVD routine ?gesdd.

Plotting the results is a bit more challenging though. I use ClearWin+ to plot PCA results in a freely available software package (http://iri.columbia.edu/climate/tools/cpt/), but it's very much targeted towards the use of climate data, and may not be flexible enough for your purposes.

want code, let me know

plotting can be done in simpleplot