MATLAB implementation of AManPG
documentation by: Shixiang Chen chenshxiang@gmail.com The Chinese University of Hong Kong 2019
This package contains the code used in the paper " An Alternating Manifold Proximal Gradient Method for Sparse PCA and Sparse CCA".
This code has been tested to run in MATLAB R2018b.
If you use this code in an academic paper, please cite our paper: Shixiang Chen, Shiqian Ma, Lingzhou Xue and Hui Zou. An Alternating Manifold Proximal Gradient Method for Sparse PCA and Sparse CCA. 2019.
- SPCA&SCCA\SCCA\demo_amanpg_scca : AManPG solves SCCA problem on random data
- SPCA&SCCA\SPCA\demo_SPCA_zou: AManPG solves SPCA problem on random data
- The initial stage of demo_amanpg_scca should use the MATLAB package SCCALab, which you can download from http://www-stat.wharton.upenn.edu/～zongming/research.html
- To run SCCALab, you also need the TFOCS package.
MIT
If you have any questions or find any bugs, feel free to contact Shixiang Chen chenshxiang@gmail.com.