File list (Check if you may need any files):
Sparse_Kernels_for_Bayes_Optimal_DA\Fun_Fast_Sparse_PCA.m
...................................\Sparse_KBDA_DEMO.m
...................................\Fun_Berror.m
...................................\Fun_unitcon.m
...................................\next_perm_mirror.m
...................................\Algorithm_1.m
...................................\Fun_the_Bayes_optimal.m
...................................\ReadMe1st.pdf
Sparse_Kernels_for_Bayes_Optimal_DA