1. A method for processing concurrent principal component analysis (PCA) computation, comprising: receiving a plurality of concurrent PCA requests by a server; computing an input matrix for each of the plurality of concurrent PCA requests by the server; performing tridiagnolization on the input matrix of each of the plurality of concurrent PCA requests, by a general purpose-graphical processing unit (GP-GPU) in the server, to generate a tridiagonal matrix for each of the plurality of concurrent PCA requests; computing a plurality of eigen values and a plurality of corresponding eigen vectors for the tridiagonal matrix of each of the plurality of concurrent PCA requests by the server; and performing back transformation of the eigen values and the eigen vectors, by the server, for each of the plurality of concurrent PCA requests to obtain associated principal components, wherein the back transformation is performed to obtain corresponding eigen values and eigen vectors of the input matrix.