PCA-implementation

Use PCA Algorithm to apply dimention reduction

To use it, call the function PCA(X, num_components)

Args:

    X: ndarray of size (N, D), where D is the dimension of the data,
       and N is the number of datapoints
    
    num_components: the number of principal components to use.

Returns:

    the reconstructed data, the sample mean of the X, principal values
    and principal components