MWPCA Procedure

SVD Statement

SVD <options>;

The SVD statement calls a singular value decomposition (SVD) solver to calculate the principal components for each window. You can specify the following options:

INCREMENTAL

uses the incremental SVD solver. For more information, see the section Incremental Singular Value Decomposition.

MAXRANK=number

specifies the maximum value of the rank that is considered by the SVD solver. By default, number is the number of input variables.

METHOD=EIGEN | ITERATIVE

specifies the method that the SVD solver uses. You can specify the following methods:

EIGEN: uses the eigenvalue decomposition method.
ITERATIVE: uses the iterative SVD method.

By default, METHOD=EIGEN.

Last updated: August 06, 2026