The SVD statement calls a singular value decomposition (SVD) solver to calculate the principal components for each window. You can specify the following options:
METHOD=EIGEN | ITERATIVE
specifies the type of the SVD solver. You can specify the following values:
EIGEN
uses the eigenvalue decomposition method.
ITERATIVE
uses the iterative SVD method.
MAXRANK=number
specifies the maximum value for rank considered by the SVD solver. By default, number is the number of input variables.