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Select a subset of the principal components such that all remaining
components have a certain percentage cumulative energy of the total. The
percentage is calculated relative to the total energy of the eigenvalues.
Bear in mind that if not all the eigenvalues were calculated, or if some
have previously been removed through
#selectSubset(int),
#selectSubsetEnergyThreshold(double) or
#selectSubsetPercentageEnergy(double), then the percentage
calculation only factors in the remaining eigenvalues that are available
to it.
Calling this method throws away any extra basis vectors and eigenvalues.