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Stefano:
this kind of questions are usually left unreplied because each considerate interested lister would take days to draft a satisfactory answer.
The fix is to point the original poster to a textbook, such the following one, that I found interesting: https://www.wiley.com/en-us/A+User%2...-9780471471349.
As an aside, please note that unlike 5/10 years ago the interest on PCA and the like seems to have become lukewarm (on this forum, at least).
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