A multigrid method for the maximal correlation problem

DOI10.3934/naco.2012.2.785zbMath1257.62068OpenAlexW2326325081MaRDI QIDQ1940962

Kun Wang, Xin-Guo Liu

Publication date: 11 March 2013

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2012.2.785

zbMATH Keywords

multivariate statisticsglobal solutionsGauss-Seidel methodalternating projection methodmultivariate eigenvalue problemstarting pointsHorst method

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Iterative numerical methods for linear systems (65F10) PDEs in connection with statistics (35Q62)

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