J. Görtler, T. Spinner, D. Weiskopf, and O. Deussen. Software, (2022)Related to: J. Görtler, T. Spinner, D. Streeb, D. Weiskopf and O. Deussen, "Uncertainty-Aware Principal Component Analysis," in IEEE Transactions on Visualization and Computer Graphics, vol. 26, no. 1, pp. 822-831, Jan. 2020. doi: 10.1109/TVCG.2019.2934812.