Computing absolute maximum correlation

DOI10.1093/imanum/drq029zbMath1239.65009OpenAlexW2003744819WikidataQ57433771 ScholiaQ57433771MaRDI QIDQ3116615

Moody T. Chu, Lei-Hong Zhang

Publication date: 25 February 2012

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e1e81d033e6b58b16eaaf7404ada637c8f8c4a04

zbMATH Keywords

algorithmsnumerical examplesmultivariate statisticsGauss-Seidel methodpower methodcanonical correlationMonotone convergenceglobal maximizermaximal correlation problemmultivariate eigenvalue problemHorst algorithmstarting-point strategy

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items (4)

On convergence of iterative methods for maximal correlation problems ⋮ Tensor maximal correlation problems ⋮ A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem ⋮ A SOR-like AVM for the maximal correlation problem

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