An Alternating Manifold Proximal Gradient Method for Sparse Principal Component Analysis and Sparse Canonical Correlation Analysis

• Shixiang Chen

  Shixiang Chen

  http://orcid.org/0000-0002-3261-0714

  Department of Industrial and Systems Engineering, Texas A&M University, College Station, Texas 77843-3131;

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• Shiqian Ma

  Corresponding Author

  Shiqian Ma

  http://orcid.org/0000-0003-1967-1069

  Department of Mathematics, University of California, Davis, Davis, California 95616;

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• Lingzhou Xue

  Lingzhou Xue

  http://orcid.org/0000-0002-8252-0637

  Department of Statistics, Pennsylvania State University, University Park, Pennsylvania 16802;

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• Hui Zou

  Hui Zou

  http://orcid.org/0000-0003-4798-9904

  School of Statistics, University of Minnesota, Minneapolis, Minnesota 55455

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