Joint -Norm Constraint and Graph-Laplacian PCA Method for Feature Extraction

Algorithm 1

Procedure of gLPCA.

Input: Data matrix ;

    weight matrix: ;

    parameters: ,  ,  ,  .

Output: Optimized matrix: ,  .

Initialization: ,  ,  

repeat

Step 1. Update and fix the others by

Step 2. Update and fix the others by .

Step 3. Update and fix the others by .

Step 4. Update , and fix the others by

until converge