Sparse Principal Component Analysis Using Alternating Maximization, spca_am: This is a Sparse Principal Component Analysis (SPCA) Toolbox which Performs 8 formulations of the SPCA algorithm introduced by Richtarik et. al http://arxiv.org/abs/1212.4137 (For theoretical background) Details of the toolbox can be found in the ReadMe entry of the github link provided. MATLAB Central File Exchange.
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References in zbMATH (referenced in 1 article )
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- Karl Sjöstrand; Line Clemmensen; Rasmus Larsen; Gudmundur Einarsson; Bjarne Ersbøll: SpaSM: A MATLAB Toolbox for Sparse Statistical Modeling (2018) not zbMATH