Riemannian Trust-Region Method for the Maximal Correlation Problem

DOI10.1080/01630563.2011.618961zbMath1296.62126OpenAlexW1987598033WikidataQ115303584 ScholiaQ115303584MaRDI QIDQ2881909

Lei-Hong Zhang

Publication date: 3 May 2012

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630563.2011.618961

zbMATH Keywords

preconditionglobal convergencemultivariate statisticscanonical correlation analysissuperlinear convergenceRiemannian trust-region method

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Numerical mathematical programming methods (65K05) Iterative numerical methods for linear systems (65F10) Conditioning of matrices (15A12)

Related Items (5)

A self-consistent-field iteration for MAXBET with an application to multi-view feature extraction ⋮ Effective algorithms for solving trace minimization problem in multivariate statistics ⋮ A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem ⋮ A Structure-Exploiting Nested Lanczos-Type Iteration for the Multiview Canonical Correlation Analysis ⋮ Maximizing sum of coupled traces with applications

Cites Work

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• Trust Region Methods
• Applied Multivariate Analysis
• Canonical Correlation Analysis: An Overview with Application to Learning Methods
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