Generalized power method for sparse principal component analysis
BibTex references
@Article\{JNRS08, author = "Journ\'ee, Michel and Nesterov, Yurii and Richtarik, Peter and Sepulchre, Rodolphe", title = "Generalized power method for sparse principal component analysis", journal = "ArXiv", year = "2008", note = "http://arxiv.org/abs/0811.4724", url = "http://www.montefiore.ulg.ac.be/services/stochastic/pubs/2008/JNRS08" }