In sci.stat.math Dr. V. Ravi <[EMAIL PROTECTED]> wrote:
> Hi everyone:

> I am new to this group. I am working on a bioinformatics problem. I
> need to perform PCA on a matrix of order 150x11000 - yes, the number
> of variables far exceeds the number of samples. I tried using MATLAB,
> which gives an error
> maybe because of the size of the matrix. SPSS 11.0 does not contain 
> an explicit module for PCA. 

> Pls tell me how to go about it. It is urgent!

> Thanks

You may want to take a look at the paper 
"Complementary Candid Incremental Principal Component
Analysis" that will appear in IEEE Pattern Analysis and
Machine Intelligence. You can find it at

http://www.egr.msu.edu/~zhangyil/papers/tpami2002.pdf

It describes an incremental method to obtain the
principal vectors, particularly for very high dimensional data.

.
.
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