Dear Barry,
> I am looking for any references that tell of ways to do principal
> component analysis on large data sets by breaking the large data set
> into smaller pieces.
If this is what you want then:
Friston KJ Frith C Liddle P and Frackowiak RSJ. Functional
Connectivity: The principal component analysis of large data sets J
Cereb Blood Flow Metab, 1993; 13:5-14.
describes exactly this, using a self-calling recursive routine. Though
generally people use SVD to perform eigen-decompositions on large data
sets.
With best wishes - Karl
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