A SOR-like AVM for the maximal correlation problem

AIMS Mathematics

Jun He¹ 

关键词: : ;    multivariate statistics;    maximal correlation problem convergence;    multivariateeigenvalue problem;    global maximizer;    power method;   

DOI  :  10.3934/Math.2018.1.253

学科分类：数学（综合）

来源: AIMS Press

【 摘 要 】

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.

【 授权许可】

CC BY