Canonical correlations and generalized SVD: Applications and new algorithms

DOI10.1016/0377-0427(89)90360-9zbMath0676.65147OpenAlexW2139688220MaRDI QIDQ1122976

L. Magnus Ewerbring, Franklin T. Luk

Publication date: 1989

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(89)90360-9

zbMATH Keywords

algorithmscomputational complexityeigenvaluesparallel computingpseudoinverseoptimal predictionweighted least squaressingular value decompositionscanonical correlations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Probabilistic methods, stochastic differential equations (65C99)

Related Items (7)

Data Driven Modal Decompositions: Analysis and Enhancements ⋮ Geometric Inexact Newton Method for Generalized Singular Values of Grassmann Matrix Pair ⋮ The product-product singular value decomposition of matrix triplets ⋮ Trends in systolic and cellular computation ⋮ A numerical algorithm for computing the restricted singular value decomposition of matrix triplets ⋮ A randomized exponential canonical correlation analysis method for data analysis and dimensionality reduction ⋮ Some remarks on the functional relation between canonical correlation analysis and partial least squares

Cites Work

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• A triangular processor array for computing singular values
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• Canonical variables as optimal predictors
• Computation of system balancing transformations and other applications of simultaneous diagonalization algorithms
• Computing the Singular Value Decomposition of a Product of Two Matrices
• Computing the Generalized Singular Value Decomposition
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• Generalizing the Singular Value Decomposition
• Numerical Methods for Computing Angles Between Linear Subspaces
• A proof of convergence for two parallel Jacobi SVD algorithms
• RELATIONS BETWEEN TWO SETS OF VARIATES

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