Maximization of Matrix Trace Function of Product Stiefel Manifolds

DOI10.1137/15M100883XzbMath1327.62371MaRDI QIDQ3456868

Xuefeng Wang, Wei-Guo Wang, Xin-Guo Liu

Publication date: 9 December 2015

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

canonical correlation analysisstarting point strategyMaxbetpreprocessed alternating variable method

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Numerical mathematical programming methods (65K05)

Related Items (6)

A self-consistent-field iteration for MAXBET with an application to multi-view feature extraction ⋮ A Block Lanczos Method for Large-Scale Quadratic Minimization Problems with Orthogonality Constraints ⋮ Trace ratio optimization with an application to multi-view learning ⋮ Orthogonal Trace-Sum Maximization: Applications, Local Algorithms, and Global Optimality ⋮ An Eigenvalue-Based Method for the Unbalanced Procrustes Problem ⋮ Maximizing sum of coupled traces with applications

Uses Software

• Manopt
• mftoolbox

Cites Work

• A feasible method for optimization with orthogonality constraints
• An alternating variable method for the maximal correlation problem
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• Approximating quadratic programming with bound and quadratic constraints
• Global optimality of the successive Maxbet algorithm
• Trust-region methods on Riemannian manifolds
• Sparse Canonical Correlation Analysis with Application to Genomic Data Integration
• Generalized power method for sparse principal component analysis
• Manopt, a Matlab toolbox for optimization on manifolds
• Numerical Optimization
• On a Multivariate Eigenvalue Problem, Part I: Algebraic Theory and a Power Method
• Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
• Canonical Correlation Analysis: An Overview with Application to Learning Methods
• Functions of Matrices
• Canonical analysis of several sets of variables
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