On convergence of iterative methods for maximal correlation problems

DOI10.1002/NLA.2042MaRDI QIDQ2955970zbMATH OpenOpenAlexFDO

Authors Liu Xinguo, Weiguo Wang

Publication date 13 January 2017

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.2042

zbMATH Keywords

alternating variable methodGauss-Seidel methodHorst methodmaximal correlation problemP-SOR methodstarting point

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical optimization and variational techniques (65K10)

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Cites work

• A learning algorithm for adaptive canonical correlation analysis of several data sets
• A multigrid method for the maximal correlation problem
• An alternating variable method for the maximal correlation problem
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• Canonical analysis of several sets of variables
• Comparative study on classifying human activities with miniature inertial and magnetic sensors
• Computing absolute maximum correlation
• Generalized approaches to the Maxbet problem and the Maxdiff problem, with applications to canonical correlations
• Global optimality of the successive Maxbet algorithm
• scientific article; zbMATH DE number 3982395 (Why is no real title available?)
• scientific article; zbMATH DE number 3476451 (Why is no real title available?)
• Joint Blind Source Separation by Multiset Canonical Correlation Analysis
• On a Multivariate Eigenvalue Problem, Part I: Algebraic Theory and a Power Method
• Relations among m sets of measures
• Towards the global solution of the maximal correlation problem
• Trust Region Methods

Cited in

(4)

• A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation
• A multigrid method for the maximal correlation problem
• On the convergence of the P-SOR method for solving maximal correlation problems
• An alternating variable method for the maximal correlation problem

Describes a project that uses

Uses Software

• Matlab

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