def pca(x, subtract_mean=False, normalize=False, sort_components=True, reducedim=None, algorithm=pca_eig):
    """ Calculate principal component analysis (PCA)
    
    Parameters
    ----------
    x : array-like, shape = [n_trials, n_channels, n_samples] or [n_channels, n_samples]
        EEG data set
    subtract_mean : bool, optional
        Subtract sample mean from x.
    normalize : bool, optional
        Normalize variances to 1 before applying PCA.
    sort_components : bool, optional
        Sort principal components in order of decreasing eigenvalues.
    reducedim : {float, int}, optional
        A number of less than 1 in interpreted as the fraction of variance that should remain in the data. All
        components that describe in total less than `1-reducedim` of the variance are removed by the PCA step.
        An integer numer of 1 or greater is interpreted as the number of components to keep after applying the PCA.
    algorithm : func, optional
        Specify function to use for eigenvalue decomposition (:func:`pca_eig` or :func:`pca_svd`)
        
    Returns
    -------
    w : array, shape = [n_channels, n_components]
        PCA transformation matrix
    v : array, shape = [n_components, n_channels]
        PCA backtransformation matrix
    """

    x = np.asarray(x)
    if x.ndim > 2:
        x = cat_trials(x)

    if reducedim:
        sort_components = True

    if subtract_mean:
        x = x - np.mean(x, axis=1, keepdims=True)

    k, l = None, None
    if normalize:
        l = np.std(x, axis=1, ddof=1)
        k = np.diag(1.0 / l)
        l = np.diag(l)
        x = np.dot(k, x)

    w, latent = algorithm(x)

    #print(w.shape, k.shape)

    #v = np.linalg.inv(w)
    # PCA is just a rotation, so inverse is equal transpose...
    v = w.T

    if normalize:
        w = np.dot(k, w)
        v = np.dot(v, l)

    latent /= sum(latent)

    if sort_components:
        order = np.argsort(latent)[::-1]
        w = w[:, order]
        v = v[order, :]
        latent = latent[order]

    if reducedim and reducedim < 1:
        selected = np.nonzero(np.cumsum(latent) < reducedim)[0]
        try:
            selected = np.concatenate([selected, [selected[-1] + 1]])
        except __HOLE__:
            selected = [0]
        if selected[-1] >= w.shape[1]:
            selected = selected[0:-1]
        w = w[:, selected]
        v = v[selected, :]

    if reducedim and reducedim >= 1:
        w = w[:, np.arange(reducedim)]
        v = v[np.arange(reducedim), :]

    return w, v
dataset/ETHPy150Open scot-dev/scot/scot/pca.py/pca