（1）通过Simulink创建仿真模型；（2）配置相关RTW（Real-Time Workshop）参数；（3）通过RTW（Real-Time Workshop）自动生成C代码文件，并理解主要文件、接口函数和变量的意义；（4）在Visual C++中将生成的C代码作适当修改，编译运行并分析结果。-(1) created by Simulink simulation model (2) configuration related to RTW (Real-Time Workshop) param

本程序实现稀疏主成分分析，相关方法在 H. Zou, T. Hastie, and R. Tibshirani的Sparse principal component analysis中有详细介绍(For SPCA, the method introduced in "Sparse principal component analysis" by H. Zou, T. Hastie, and R. Tibshirani)