中文说明：主成分分析方法（PCA），PCA算法的理论依据是K-L变换，通过一定的性能目标来寻找线性变换W，实现对高维数据的降维。
English Description：
Principal component analysis (PCA), the theoretical basis of PCA algorithm is K-L transformation, through certain performance objectives to find linear transformation W, to achieve dimensionality reduction of high-dimensional data.