Re. Roger, A FASTER WAY TO COMPUTE THE NOISE-ADJUSTED PRINCIPAL COMPONENTS TRANSFORM MATRIX, IEEE transactions on geoscience and remote sensing, 32(6), 1994, pp. 1194-1196
The matrix for the noise-adjusted principal components (NAPC) transfor
m is the solution of a generalized symmetric eigenvalue problem. Appli
ed to remote sensing imagery, this entails the simultaneous diagonaliz
ation of data and noise covariance matrices. One of the two PC transfo
rms of the original NAPC transform is replaced by several short, fast
procedures. The total operation count for the computation of the NAPC
transform matrix is halved.