Principal component analysis

[Jon Saenz]

I am enclosing a subprogram to perform principal component analysis based
on the SVD of a data set which could be added to GSL. In case you think it
is worth the effort, I could also write the documentation of the routines
and other changes you feel must be included.

Best regards.

Dr. Jon Saenz.				| Tfno: +34 946012445
Depto. Fisica Aplicada II               | Fax:  +34 944648500
Facultad de Ciencias.   \\ Universidad del Pais Vasco \\
Apdo. 644   \\ 48080 - Bilbao  \\ SPAIN
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