Riemannian trust-region method for the maximal correlation problem

DOI10.1080/01630563.2011.618961MaRDI QIDQ2881909zbMATH OpenOpenAlexWikidataFDO

Authors Lei-Hong Zhang

Publication date 3 May 2012

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630563.2011.618961

zbMATH Keywords

preconditioncanonical correlation analysisglobal convergencemultivariate statisticssuperlinear convergenceRiemannian trust-region method

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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• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
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• Towards the global solution of the maximal correlation problem
• Trust Region Methods
• Trust-region methods on Riemannian manifolds

Cited in

(11)

• Tensor maximal correlation problems
• An alternating variable method for the maximal correlation problem
• Towards the global solution of the maximal correlation problem
• Effective algorithms for solving trace minimization problem in multivariate statistics
• A trust-region method for solving truncated complex singular value decomposition
• A dual method for the maximal correlation problem
• A multigrid method for the maximal correlation problem
• A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem
• A Structure-Exploiting Nested Lanczos-Type Iteration for the Multiview Canonical Correlation Analysis
• Maximizing sum of coupled traces with applications
• A self-consistent-field iteration for MAXBET with an application to multi-view feature extraction

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