In an article Towards Pricing Financial Derivatives with an IBM Quantum Computer PCA is implemented in a practical way with an example.
Operator $U_{prep}$ is realized with $\mathrm{U3}$ gates but parameters for some gates presented in the article seems wrong (maybe typo). See this thread for more information, correct $\mathrm{U3}$ parameters values and a way how to implement PCA on IBM Q.
EDIT: How to find parameters $\theta$, $\phi$ and $\lambda$ for implementation of $U_{prep}$ with $\mathrm{U3}$ gate.
$\mathrm{U3}$ gate has this form:
$$
\mathrm{U3}=
\begin{pmatrix}
\cos(\theta/2) & -\mathrm{e}^{i\lambda}\sin(\theta/2) \\
\mathrm{e}^{i\phi}\sin(\theta/2) & \mathrm{e}^{i(\phi+\lambda)}\cos(\theta/2)
\end{pmatrix}.
$$
Firstly, you have to factor out some complex number (denote $c$) from $U_{prep}$ in order to have a real number on position $u_{11}$. After that you can easily calculate $\theta$ from $\cos(\theta/2)$. Then, it is not problem to find $\phi$ from $\mathrm{e}^{i\phi}\sin(\theta/2)$ and finnaly $\lambda$ from $\mathrm{e}^{i(\phi+\lambda)}\cos(\theta/2)$.
The number $c$ factored out in the first step is a global phase. It is not important in case $\mathrm{U3}$ is used in its single qubit form. But if the gate is used as controlled one, the global phase cannot be neglected. So, you will have controlled $\mathrm{U3}$ and controlled global phase gate.