Hyperthread's coding might help. I have little experiences with matlab though I found that everything seems simple to understand and to program, and generally undergrads and grad students with mathematics backgrounds using this software. If you want to do programming for simulation or other purpose (more than just identifying the factor structures of particular data), I think using statistical softwares such as SAS, or SPSS or R/S-Plus is better for PCA as I have some experiences of such analyses using these softwares. It is always better using statistical softwares for statistical analyses as you can find many features on them.