Generalized power method for sparse principal component analysis
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Keywordssparse PCA; power method; gradient ascent; strongly convex sets; block algorithms.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-04-05 (All new papers)
- NEP-CMP-2009-04-05 (Computational Economics)
- NEP-ECM-2009-04-05 (Econometrics)
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