A Jacobi–Davidson Method for Large Scale Canonical Correlation Analysis
In the large scale canonical correlation analysis arising from multi-view learning applications, one needs to compute canonical weight vectors corresponding to a few of largest canonical correlations. For such a task, we propose a Jacobi–Davidson type algorithm to calculate canonical weight vectors...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-09-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1999-4893/13/9/229 |