Help using Base SAS procedures

Eigen Calculation

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Eigen Calculation

Hi,

Iam currently writing java equivalent for PCA statistical calculation (for 500*500 matrix) in SAS using PRINCOMPPROC. I would have to match the results with SAS calculation of PCA using PRINCOMP PROC for my testing.

Could somebody help on understanding the implementation of Eigen calculations like algorithms being used (is it QL?)and roundings or approximations in SAS if any.
Appreciate you direction on this.

Thanks,
Shyam
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