An alternating variable method for the maximal correlation problem

DOI10.1007/s10898-011-9758-2zbMath1318.62200OpenAlexW1995617207MaRDI QIDQ445332

Li-Zhi Liao, Lei-Hong Zhang

Publication date: 24 August 2012

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-011-9758-2

zbMATH Keywords

multivariate statisticsGauss-Seidel methodpower methodcanonical correlationglobal maximizermaximal correlation problemmultivariate eigenvalue problem

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

Maximization of Matrix Trace Function of Product Stiefel Manifolds ⋮ The max‐length‐vector line of best fit to a set of vector subspaces and an optimization problem over a set of hyperellipsoids ⋮ On convergence of iterative methods for maximal correlation problems ⋮ Tensor maximal correlation problems ⋮ A framework of constraint preserving update schemes for optimization on Stiefel manifold ⋮ A Structure-Exploiting Nested Lanczos-Type Iteration for the Multiview Canonical Correlation Analysis ⋮ A SOR-like AVM for the maximal correlation problem

Uses Software

• SDPT3
• GQTPAR

Cites Work

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