According to this paper, there are 2 algorithms to perform sparse PCA. One is better if $p>n$. I need to run SPCA on a $2000\times12000$ matrix so I am looking for an implementation of this algorithm. There is an sparse PCA implementation in sklearn and one in the R package
elasticnet but I think they are the $n>p$ version.
Where can I find an implementation of this algorithm?