On the convergence of the P-SOR method for solving maximal correlation problems (Q2886670)
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scientific article; zbMATH DE number 6041333
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence of the P-SOR method for solving maximal correlation problems |
scientific article; zbMATH DE number 6041333 |
Statements
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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