PCA is a critical method for dimension reduction for high-dimensional data. High-dimensional data are data with features (p) a lot more than observations (n). However, this is changing with single-cell RNAseq data. Now, we can sequence millions (n) of single cells and each cell has ~20,000 genes/features (p).

I suggest you read my previous blog post on using svd to calculate PCs.

Single-cell expression data …