Canonical correlations and generalized SVD: Applications and new algorithms

DOI10.1016/0377-0427(89)90360-9MaRDI QIDQ1122976zbMATH OpenOpenAlexFDO

Authors L. Magnus Ewerbring, Franklin T. Luk

Publication date 1989

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(89)90360-9

zbMATH Keywords

algorithmscomputational complexityeigenvaluesweighted least squaresparallel computingsingular value decompositionscanonical correlationsoptimal predictionpseudoinverse

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cites work

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• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• A proof of convergence for two parallel Jacobi SVD algorithms
• A triangular processor array for computing singular values
• Canonical variables as optimal predictors
• Computation of system balancing transformations and other applications of simultaneous diagonalization algorithms
• Computing the Generalized Singular Value Decomposition
• Computing the Singular Value Decomposition of a Product of Two Matrices
• Generalizing the Singular Value Decomposition
• Numerical Methods for Computing Angles Between Linear Subspaces
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Separation theorems for singular values of matrices and their applications in multivariate analysis

Cited in

(12)

• Computing eigenvalues for products of two classes of sign regular matrices to high relative accuracy
• Geometric inexact Newton method for generalized singular values of Grassmann matrix pair
• A randomized exponential canonical correlation analysis method for data analysis and dimensionality reduction
• On the rank-deficient canonical correlation technique solved by analytic spectral decomposition
• Trends in systolic and cellular computation
• scientific article; zbMATH DE number 17448 (Why is no real title available?)
• A numerical algorithm for computing the restricted singular value decomposition of matrix triplets
• scientific article; zbMATH DE number 15033 (Why is no real title available?)
• Correlation Extractors and Their Applications
• Data Driven Modal Decompositions: Analysis and Enhancements
• Some remarks on the functional relation between canonical correlation analysis and partial least squares
• The product-product singular value decomposition of matrix triplets

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