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.