A SOR-like AVM for the maximal correlation problem

A SOR-like AVM for the maximal correlation problem

In this paper, a SOR-like alternating variable method for computing the global solution of the maximal correlation problem is presented. The monotone convergence of the SOR-like alternating variable method is proved. Numerical experiments show the effciency of our method.

Bibliographic Details
Main Author: Jun He
Format: Article
Language:English
Published: AIMS Press 2018-04-01
Series:AIMS Mathematics
Subjects:
multivariate statistics| maximal correlation problem convergence| multivariateeigenvalue problem| global maximizer| power method
Online Access:http://www.aimspress.com/article/10.3934/Math.2018.1.253/fulltext.html

Internet

http://www.aimspress.com/article/10.3934/Math.2018.1.253/fulltext.html

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