PCA_UPDATE - Principal Component Analysis of a rank-l
updated matrix with MATLAB (eigs)
[U, S, V]=PCA_UPDATE(A, W, H, C, K) computes the K-factor
Principal Component Analysis of A - W * H, i.e. SVD of
(A - W * H) - C * ones(size(A, 2), 1), using the svds
function of MATLAB.
Copyright 2011 Dimitrios Zeimpekis, Eugenia Maria Kontopoulou,
Efstratios Gallopoulos