The problem | Evaluation metrics | Lagrangian alternating maximization | Implementation details | Computational complexity | Guidance on parameter choices | Choosing the sparsity budgets ks | Choosing the constraint type | Iteration and restart budgets | References

The data | Sparse factor extraction | Comparing the two constraint types | Interpreting the sparse components | Under orthogonality constraints | Under zero-correlation constraints | Takeaway | References

Overview | Install and load | Fit two sparse PCs | Working from the raw data matrix | Orthogonality versus zero correlation | Diagnostics | Comparison with dense PCA | Where to go next