Principal Component Analysis is Slow
The principal component calculation of unit Math2 is so
slow if there are many variables involved.
||If the calculation of the principal components is too
slow, this usually arises from a transposed data matrix with a lot of
columns but only a few rows. If you face such a problem you can
dramatically speed up the calculations by transposing the data matrix
prior to the calculation, and exchanging loadings and scores after it.
Note that this trick only works if the number of rows is considerably less
than the number of columns of the data matrix.|