This page provides the computer code
(written in MATLAB^{TM}) for
**Classwise Prinipal Component Analysis**, as well as a
tutorial on how to use the code.
The original reference is:

K. Das, and **Z. Nenadic**, An efficient discriminant-based solution for small sample size problem, *Pattern Recogn.*, vol. 42(5),
pp. 857-866, 2009.

Therefore, if you end up using the code, I would expect you to give a proper
credit by citing the reference above.
The tutorial is provided in html and
pdf
formats.