The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Trevor Hastie, Robert Tibshirani, Jerome Friedman, 2009 (Springer) - A classic textbook covering a wide range of statistical learning methods, with detailed chapters on dimensionality reduction techniques including PCA (2nd edition).
Principal Component Analysis (PCA) in MultivariateStats.jl, JuliaStats contributors, 2024 (JuliaStats) - The official documentation for the Julia MultivariateStats.jl package, providing detailed usage examples and API reference for PCA implementation.
Machine Learning: A Probabilistic Perspective, Kevin P. Murphy, 2012 (The MIT Press) - This comprehensive textbook provides a deep theoretical treatment of machine learning, including a thorough mathematical and probabilistic discussion of PCA.