This paper describes a fast and accurate method for obtaining steerable principal components from a large dataset of images, assuming the images are well localized in space and frequency. The obtained steerable principal components are optimal for expanding the images in the dataset and all of their rotations. The method relies upon first expanding the images using a series of two-dimensional Prolate Spheroidal Wave Functions (PSWFs), where the expansion coefficients are evaluated using a specially designed numerical integration scheme. Then, the expansion coefficients are used to construct a rotationally-invariant covariance matrix which admits a block-diagonal structure, and the eigen-decomposition of its blocks provides us with the desired steerable principal components. The proposed method is shown to be faster then existing methods, while providing appropriate error bounds which guarantee its accuracy.
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