Have a look at this GitHub repository:

https://github.com/mkobos/pca_transform

See this as well:

https://ejml.org/wiki/index.php?title=Example_Principal_Component_Analysis

Another implementation is here:

https://github.com/kranjan94/Principal-Component-Analysis/blob/master/Data.java

Thanks Bogdan.

Hi,

you can also see the following link :

https://github.com/haifengl/smile/blob/master/core/src/main/java/smile/projection/PCA.java