Algorithm 3. The optimization process of the single factor PMD.

Step1. Initialize $v$ and let unit $L_2-norm$. Step2. Iterate until convergence: (i)$u\leftarrow \frac{S(Xv,{\Delta }_1)}{{\Vert S(Xv,{\Delta }_1)\Vert }_2}$, if ${\Vert u\Vert }_1\le c_1$, then ${\Delta }_1$ = 0, else ${\Vert u\Vert }_1=c_1,s.t.$, ${\Delta }_1$ > 0 (ii)$u\leftarrow \frac{S(X^{\mathrm{T}}u,{\Delta }_2)}{{\Vert S(X^{T}u,{\Delta }_2)\Vert }_2}$, if ${\Vert v\Vert }_1\le c_2$, then ${\Delta }_2$ = 0, else ${\Vert v\Vert }_1=c_2,s.t.,$ ${\Delta }_2$ > 0 Step3. $d\leftarrow u^T\delta v$