[BUG] PCA / TSVD sign flipping is unused and not correct

[cjnolet]

The sign flipping just makes sure all the corresponding components in U and V^T are on the same side of the axes and doesn't affect the correctness of the results. Currently we are not using it, the transformed data was required which shouldn't be necessary. Currently, our pytests are comparing against scikit-learn without respect to the sign, which is still valid, however we should correct the sign flipping and add it back in at some point just so that we can guarantee exact match w/ sklearn. The benefit here is to prevent confusion from users when they compare the results side-by-side.

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[github-actions[bot]]

This issue has been labeled inactive-90d due to no recent activity in the past 90 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed.

[beckernick]

Perhaps this would be a good first issue for a new contributor?

[csadorf]

Possibly related to https://github.com/rapidsai/cuml/issues/2368 .

[zhuxr11]

Perhaps this would be a good first issue for a new contributor?

Thanks, working on it now. Pull request in preparation.