Use scipy's decompositions in PCA.

[fkdosilovic]

Description

Use scipy's decompositions in PCA.

Related issues or pull requests

Fixes #1078

Pull Request Checklist

• Added a note about the modification or contribution to the ./docs/sources/CHANGELOG.md file (if applicable)
• Added appropriate unit test functions in the ./mlxtend/*/tests directories (if applicable)
• Modify documentation in the corresponding Jupyter Notebook under mlxtend/docs/sources/ (if applicable)
• Ran PYTHONPATH='.' pytest ./mlxtend -sv and make sure that all unit tests pass (for small modifications, it might be sufficient to only run the specific test file, e.g., PYTHONPATH='.' pytest ./mlxtend/classifier/tests/test_stacking_cv_classifier.py -sv)
• Checked for style issues by running flake8 ./mlxtend

[fkdosilovic]

Benchmark code and results:

Results on AMD Ryzen 5 5625U with 6 cores (12 threads):

Timings are reported in seconds. Each experiment was run 10 times.

method	shape	avg	std	min	max
numpy.linalg.svd	(10, 10)	0.00	0.00	0.00	0.00
	(100, 100)	0.00	0.00	0.00	0.01
	(500, 500)	0.05	0.01	0.04	0.07
	(1000, 1000)	0.23	0.02	0.21	0.27
	(5000, 1000)	4.07	0.15	3.90	4.39
scipy.linalg.svd	(10, 10)	0.00	0.00	0.00	0.00
	(100, 100)	0.00	0.00	0.00	0.01
	(500, 500)	0.04	0.00	0.04	0.05
	(1000, 1000)	0.20	0.01	0.19	0.23
	(5000, 1000)	3.92	0.14	3.80	4.25

scipy v1.11.4 and numpy v1.26.3

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 78.32%. Comparing base (8592cc7) to head (f61c01c).

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #1080      +/-   ##
==========================================
- Coverage   78.34%   78.32%   -0.02%     
==========================================
  Files         196      196              
  Lines       11157    11158       +1     
  Branches     1404     1404              
==========================================
- Hits         8741     8740       -1     
- Misses       2199     2200       +1     
- Partials      217      218       +1     

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

[rasbt]

Looks great, thanks for the PR (and sorry for the delay!)