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Towards the global solution of the maximal correlation problem - MaRDI portal

Towards the global solution of the maximal correlation problem (Q620525)

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scientific article; zbMATH DE number 5838872
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Towards the global solution of the maximal correlation problem
scientific article; zbMATH DE number 5838872

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    Towards the global solution of the maximal correlation problem (English)
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    19 January 2011
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    multivariate statistics
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    canonical correlation
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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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    nonnegative irreducible matrix
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