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Journal of Scientific Computing

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18-09-2015 | Review Paper

Numerical Methods for the Genvar Criterion of Multiple-Sets Canonical Analysis

Authors: Xinguo Liu, Jianping You

Published in: Journal of Scientific Computing | Issue 2/2016

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Abstract

The Genvar criterion, proposed by Steel, is one of the important generalizations of canonical correlation analysis. This paper deals with iterative methods for the Genvar criterion. An alternating variable method is analysed and an inexact version of it is proposed. Two starting point strategies are suggested to enhance these iterative algorithms. Numerical results show that, these starting point strategies not only can improve the rate of convergence, but also boost up the probability of finding a global solution.

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Title: Numerical Methods for the Genvar Criterion of Multiple-Sets Canonical Analysis
Authors: Xinguo Liu
Jianping You
Publication date: 18-09-2015
Publisher: Springer US
Published in: Journal of Scientific Computing / Issue 2/2016
Print ISSN: 0885-7474
Electronic ISSN: 1573-7691
DOI: https://doi.org/10.1007/s10915-015-0103-7

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