[mlpack-git] [mlpack/mlpack] Refactor PCA class: able to use different decomposition techniques (exact, randomized, QUIC SVD). (#716)

[Marcus Edel]

> +  QUICSVDPolicy(const double epsilon = 0.03, const double delta = 0.1) :
> +       epsilon(epsilon),
> +       delta(delta)
> +  {
> +    /* Nothing to do here */
> +  }
> +
> +  /**
> +   * Apply Principal Component Analysis to the provided data set using the
> +   * QUIC-SVD method.
> +   *
> +   * @param data Data matrix.
> +   * @param data Centered data matrix.
> +   * @param transformedData Matrix to put results of PCA into.
> +   * @param eigVal Vector to put eigenvalues into.
> +   * @param eigvec Matrix to put eigenvectors (loadings) into.

Nice catch, thanks.

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