You might like to try th folks at mitre.org who have put together a neural
net simulation package called Aspirin/Migraines. A Principal Components
Analysis program is included for the analysis of hidden unit patterns in high
dimensional space. As Aspirin/migraines comes with the source, you could
perhpas hack it the way you like it 8-) ; you might like to think of neural
net applications for what you are doing ( I'm involved with nn aplications
in the area of protein structure ).
Also included is a program for Canonical Discriminant Analysis.
Hope this is useful,
Kerry