A multigrid method for the maximal correlation problem

DOI10.3934/NACO.2012.2.785MaRDI QIDQ1940962zbMATH OpenOpenAlexFDO

Authors Kun Wang, Liu Xinguo

Publication date 11 March 2013

Published in Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3934/naco.2012.2.785

zbMATH Keywords

multivariate statisticsglobal solutionsGauss-Seidel methodalternating projection methodmultivariate eigenvalue problemstarting pointsHorst method

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Iterative numerical methods for linear systems (65F10) PDEs in connection with statistics (35Q62)

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• An alternating variable method for the maximal correlation problem
• On the convergence of the P-SOR method for solving maximal correlation problems
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• A SOR-like AVM for the maximal correlation problem
• A dual method for the maximal correlation problem
• Tensor maximal correlation problems
• On convergence of iterative methods for maximal correlation problems

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