An alternating variable method for the maximal correlation problem

DOI10.1007/S10898-011-9758-2MaRDI QIDQ445332zbMATH OpenOpenAlexFDO

Authors Lei-Hong Zhang, Li-Zhi Liao

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 statisticscanonical correlationGauss-Seidel methodpower methodglobal maximizermaximal correlation problemmultivariate eigenvalue problem

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• scientific article; zbMATH DE number 3221751 (Why is no real title available?)
• A Numerical Technique for Multiparameter Eigenvalue Problems
• Canonical Correlation Analysis: An Overview with Application to Learning Methods
• Canonical analysis of several sets of variables
• Computing a Trust Region Step
• Continuous methods for extreme and interior eigenvalue problems
• Generalized approaches to the Maxbet problem and the Maxdiff problem, with applications to canonical correlations
• Global optimality of the successive Maxbet algorithm
• Local Minimizers of Quadratic Functions on Euclidean Balls and Spheres
• On a Multivariate Eigenvalue Problem, Part I: Algebraic Theory and a Power Method
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Relations among \(m\) sets of measures
• SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
• Solving semidefinite-quadratic-linear programs using SDPT3
• Spectral analysis of coupled linear complementarity problems
• Towards the global solution of the maximal correlation problem
• Trust Region Methods

Cited in

(14)

• The max-length-vector line of best fit to a set of vector subspaces and an optimization problem over a set of hyperellipsoids.
• Maximization of Matrix Trace Function of Product Stiefel Manifolds
• Riemannian trust-region method for the maximal correlation problem
• A multigrid method for the maximal correlation problem
• Towards the global solution of the maximal correlation problem
• scientific article; zbMATH DE number 4151591 (Why is no real title available?)
• The multivariate eigenvalues of symmetric tensors
• A Structure-Exploiting Nested Lanczos-Type Iteration for the Multiview Canonical Correlation Analysis
• A SOR-like AVM for the maximal correlation problem
• Computing absolute maximum correlation
• A dual method for the maximal correlation problem
• A framework of constraint preserving update schemes for optimization on Stiefel manifold
• Tensor maximal correlation problems
• On convergence of iterative methods for maximal correlation problems

Describes a project that uses

Uses Software

• SDPT3
• GQTPAR

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