Update KarhunenLoeveSVDAlgorithm_doc.i.in

[mbaudin47]

One user searched for the principal component analysis in the library. This PR mentions the equivalence of Karhunen-Loeve decomposition with principal component analysis (PCA) in the help page of KarhunenLoeveSVDAlgorithm.

[jschueller]

in CFD they also like to use the term POD, maybe mention that too ?

[mbaudin47]

That is almost ok, but I think that the users of POD update the decomposition when a new observation is available. But there is no update feature up to my knowledge. Anyway, that is worth mentioning. Perhaps bibliographic references would help. I have several bibliographic refefences to share on PCA. Do you have references on POD?

[jschueller]

its mentioned there from the KL page: https://en.wikipedia.org/wiki/Proper_orthogonal_decomposition I dont think its related to incremental update

[mbaudin47]

We should wait, I think, for @adutfoy's input on the meaning of the equations.

[mbaudin47]

@jschueller : I think this is ready.

[mbaudin47]

Thank your @adutfoy !