Some background on classic  PCA I just wrote up<a href="http:&#x2F;&#x2F;www.eggie5.com&#x2F;69-dimensionality-reduction-using-pca" rel="nofollow">http:&#x2F;&#x2F;www.eggie5.com&#x2F;69-dimensionality-reduction-using-pca</a>   interesting read in light of this...