Baunsgaard opened a new pull request #1124:
URL: https://github.com/apache/systemds/pull/1124


   Adds a predict function for PCA and an inverse function.
   
   The predict is for unseen data, that the PCA was not trained for just like 
our other predict functions for other algorithms
   The Inverse is to apply on an PCA reduced dataset, to reconstruct an 
approximation of the original data.
   
   The second is added because PCA can be considered a classic Lossy 
compression algorithm, that gives an smaller, approximated matrix of the 
original data. It also allows us to calculate how well the given PCA fits to 
the dateset.


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