Hello,

I have low background in statistics, and I *just* want to find a piece
of C/C++ code that would compute eigenvalues and eigenvectors of
training data (preferently), or of a covariance matrix I might compute
myself form the data (hence square and symetric).

I managed to find from Statlib a program under the form I wanted
(http://lib.stat.cmu.edu/multi/pca.c), but it unfortunately showed
"strange" results, different from those given by matlab and another stat
package (signs of eigenvector coordinates changed, all eigenvalues
multiplied by same random factor). Maybe I'm wrong, but it seems like
"it doesn't work".

In advance, thank you very much for your help!

-- 
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Jonathan BAILLEUL
Doctorant au GREYC Image
ISMRA, Universit� de Caen
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