When gene expression data are too large to be processed, they are transformed into a reduced representation set of genes. Transforming large-scale gene expression data into a set of genes is called feature extraction. If the genes extracted are carefully chosen, this gene set can extract the relevant information from the large-scale gene expression data, allowing further analysis by using this reduced representation instead of the full size data. In this paper, we review numerous software applications that can be used for feature extraction. The software reviewed is mainly for Principal Component Analysis (PCA), Independent Component Analysis (ICA), Partial Least Squares (PLS), and Local Linear Embedding (LLE). A summary and sources of the software are provided in the last section for each feature extraction method.