Module pca 

PCA initialisation for PaCMAP.

A two-component specialization of flow_dimensional_reduction::Pca, which uses the covariance method: O(n·d²) to build a d×d matrix plus O(d³) to decompose it, rather than an O(n²)-scale decomposition of the data matrix.

Functions

pca_init

Project n × d row-major data onto its top 2 principal components.