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. Author manuscript; available in PMC: 2016 Dec 10.
Published in final edited form as: J Comput Graph Stat. 2015 Dec 10;24(4):994–1013. doi: 10.1080/10618600.2014.948181

Algorithm 2 AMA
Initialize λ0.
1: for m = 1, 2, 3, … do
2: for i = 1, …, n do
3:    Δim=l1=iλlm1l2=iλlm1
4: end for
5: for all l do
6:    glm=xl1xl2+Δl1mΔl2m
7:    λlm=PCl(λlm1νglm)
8: end for
9: end for