稀疏主成分分析算法，用于特征提取，维数约简。-Sparse Principle Component Analysis for feature extraction

鲁棒主成分分析 低秩与稀疏矩阵分解 增广拉格朗日 图像重建、去噪-robust pca low-rank and sparse matrix decomposition

本程序实现稀疏主成分分析，相关方法在 H. Zou, T. Hastie, and R. Tibshirani的Sparse principal component analysis中有详细介绍(For SPCA, the method introduced in "Sparse principal component analysis" by H. Zou, T. Hastie, and R. Tibshirani)