On the convergence of the P-SOR method for solving maximal correlation problems (Q2886670)

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scientific article; zbMATH DE number 6041333
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On the convergence of the P-SOR method for solving maximal correlation problems
scientific article; zbMATH DE number 6041333

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    1 June 2012
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    canonical correlation analysis
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    maximal correlation problem
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    multivariate eigenvalue problem
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    P-SOR algorithm
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    the relaxation parameter
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    starting point strategy
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    convergence
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    successive overrelaxation (SOR)
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    numerical examples
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    On the convergence of the P-SOR method for solving maximal correlation problems (English)
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