Since the introduction of the lasso in regression, various sparse methods have been developed in an unsupervised context like sparse principal component analysis (s-PCA), sparse canonical correlation analysis (s-CCA) and sparse singular value decomposition (s-SVD). These sparse methods combine feature selection and dimension reduction. One advantage of s-PCA is to simplify the interpretation of the (pseudo) principal components since each one is expressed as a linear combination of a small number of variables. The disadvantages lie on the one hand in the difficulty of choosing the number of non-zero coefficients in the absence of a well established criterion and on the other hand in the loss of orthogonality for the components and/or the loadings