This archive contains a Matlab implementation of Sparse PCA using the inverse power method for nonlinear eigenproblems as described in the paper
M. Hein and T. Buehler An Inverse Power Method for Nonlinear Eigenproblems with Applications in 1-Spectral Clustering and Sparse PCA In Advances in Neural Information Processing Systems 23 (NIPS 2010).
(Extended version available online at http://arxiv.org/abs/1012.0774)
- Changes to previous version:
Initial Announcement on mloss.org.
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