Computing absolute maximum correlation

DOI10.1093/imanum/drq029zbMath1239.65009OpenAlexW2003744819WikidataQ57433771 ScholiaQ57433771MaRDI QIDQ3116615

Moody T. Chu, Lei-Hong Zhang

Publication date: 25 February 2012

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e1e81d033e6b58b16eaaf7404ada637c8f8c4a04

zbMATH Keywords

algorithmsnumerical examplesmultivariate statisticsGauss-Seidel methodpower methodcanonical correlationMonotone convergenceglobal maximizermaximal correlation problemmultivariate eigenvalue problemHorst algorithmstarting-point strategy

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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