title: How can scikit-learning perform PCA on sparse data in libsvm format?
body: <p>I am using scikit-learning to do some dimension reduce task.
  My training/test data is in the libsvm format. It is a large sparse matrix in half million columns.</p>
  
  <p>I use load_svmlight_file function load the data, and by using SparsePCA, the scikit-learning throw out an exception of the input data error.</p>
  
  <p>How to fix it?</p>