(Converting my comment into an answer so that this doesn't stay officially unanswered.)
I don't know of such a thing, but it may exist. However, it seems to me that this isn't really much of a problem. PCA is more of a descriptive technique than an inferential technique. We can contrast it with running a simple product moment correlation. If you have two variables, $X$ & $Y$, and you duplicated your data (such that you had two copies of every observation), the computed $r_{XY\ (2N)}$ wouldn't change relative to computing $r_{XY}$ on only the original $N$ rows. What would happen is that the computed confidence interval around $r_{XY\ (2N)}$ would be too narrow, and the $p$-value would be too low. These effects occur because Pearson's $r$ can be seen as both a descriptive statistic and an inferential statistic. PCA doesn't really have that latter inferential attribute. As a result, there is no harm in duplicating your data and running PCA—you should get the same eigenvectors and eigenvalues. The implication, therefore, is that you can get a weighted PCA manually by duplicating the $n_A$ rows and copying the $n_B$ rows seven times over such that your final dataset is $2\times n_A +8\times n_B$. Then run PCA on the enlarged dataset.