Purpose

---

  This procedure calculates the principal components of a
  dataset. Many IDL routines do this, but I don't really
  understand their idiosyncrasies. In particular, the builtin PCOMP
  has weird outputs, and chokes whin n_dim >> 1, n_dim << n_data.
  This procedure efficiently handles that case.
  This procedure is the driver for the PRICOM object class. That
  class has methods for projecting new data on to principal
  components, etc.

Inputs

---

  data: An n_dim x n_data array of data points
 

Outputs

---

  eval: The eigenvalues associated with each principal component. The
  eigenvalues are proportional to the scatter of the data projected
  onto the principal component.
  evec: The principal components.
 

Keyword Parameters

---

  mean: The routine subtracts off the mean data vector before
        performing the analysis. This keyword holds that mean

Modification History

---

  June 11 2010: Written by Chris Beaumont