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.
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| Format: | Article |
| Language: | English |
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AIMS Press
2018-04-01
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| Series: | AIMS Mathematics |
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| Online Access: | http://www.aimspress.com/article/10.3934/Math.2018.1.253/fulltext.html |
| _version_ | 1828542539286708224 |
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| author | Jun He |
| author_facet | Jun He |
| author_sort | Jun He |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-12-12T01:58:39Z |
| format | Article |
| id | doaj.art-dcb61961f5fb4cb0994c42546870d00d |
| institution | Directory Open Access Journal |
| issn | 2473-6988 |
| language | English |
| last_indexed | 2024-12-12T01:58:39Z |
| publishDate | 2018-04-01 |
| publisher | AIMS Press |
| record_format | Article |
| series | AIMS Mathematics |
| spelling | doaj.art-dcb61961f5fb4cb0994c42546870d00d2022-12-22T00:42:16ZengAIMS PressAIMS Mathematics2473-69882018-04-013125326210.3934/Math.2018.1.253A SOR-like AVM for the maximal correlation problemJun He0School of mathematics, Zunyi Normal College, Zunyi, Guizhou, 563006, P. R. ChinaIn 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.http://www.aimspress.com/article/10.3934/Math.2018.1.253/fulltext.htmlmultivariate statistics| maximal correlation problem convergence| multivariateeigenvalue problem| global maximizer| power method |
| spellingShingle | Jun He A SOR-like AVM for the maximal correlation problem AIMS Mathematics multivariate statistics| maximal correlation problem convergence| multivariateeigenvalue problem| global maximizer| power method |
| title | A SOR-like AVM for the maximal correlation problem |
| title_full | A SOR-like AVM for the maximal correlation problem |
| title_fullStr | A SOR-like AVM for the maximal correlation problem |
| title_full_unstemmed | A SOR-like AVM for the maximal correlation problem |
| title_short | A SOR-like AVM for the maximal correlation problem |
| title_sort | sor like avm for the maximal correlation problem |
| topic | multivariate statistics| maximal correlation problem convergence| multivariateeigenvalue problem| global maximizer| power method |
| url | http://www.aimspress.com/article/10.3934/Math.2018.1.253/fulltext.html |
| work_keys_str_mv | AT junhe asorlikeavmforthemaximalcorrelationproblem AT junhe sorlikeavmforthemaximalcorrelationproblem |