@amoeba As our resident PCA expert, I thought you might be interested in this recent arXiv paper that is a tutorial on PCA. Perhaps it would be useful to link to the paper in some answers. Or maybe not. (I ahven't read it) arxiv.org/abs/1404.1100v1
@Sycorax I took a quick glance through the paper. I won't comment on the bulk of it except to say its appeal might be a matter of taste. The linear algebra appendix is sloppy and, ultimately, wrong, especially its final statement (5), and so is best avoided.
