Sparse Principal Component Analysis via Fractional Function Regularity

Algorithm 1

Iterative FP-SPCA thresholding algorithm.

	Initialize: Choose , , , , , , , and .
	while not converged do
	for
	;
	if then
	;
	else
	;
	end
	;
	for
	if
	else
	end
	end
	end;
	end while
	for
	end
	output:.