PLS

perform PLS calculation by using NIPALS algorithm.

standard PLS by using NIPALS algorithm.
Inputs:
x n*m matrix
y n*l matrix

Outputs:
t n*max(m,l) matrix
p m*max(m,l) matrix
u n*max(m,l) matrix
q l*max(m,l) matrix
b max(m,l)*max(m,l) matrix

important properties:

x = t*p';
y = u*q';

ti' * tj = 0;
wi' * wj = 0;

refs:
[1] S. J. Qin, "Statistical Process Monitoring: Basics and Beyond," Journal of Chemometrics, vol. 17, pp. 480-502, 2003.
[2] P. Geladi and B. R. Kowalski, "Partial Least Squares Regression: A Tutorial," Analytica Chimica Acta, vol. 185, pp. 1-17, 1986.