An alternating variable method for the maximal correlation problem (Q445332)

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scientific article; zbMATH DE number 6072084
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An alternating variable method for the maximal correlation problem
scientific article; zbMATH DE number 6072084

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    An alternating variable method for the maximal correlation problem (English)
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    24 August 2012
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    multivariate statistics
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    canonical correlation
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    maximal correlation problem
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    multivariate eigenvalue problem
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    power method
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    Gauss-Seidel method
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    global maximizer
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