A SOR-like AVM for the maximal correlation problem

作者：He, Jun^*

来源：AIMS Mathematics, 2018, 3(1): 253-262.

DOI：10.3934/Math.2018.1.253

• multivariate statistics
• maximal correlation problem
• convergence
• multivariate eigenvalue problem
• global maximizer
• power method

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 efficiency of our method.

• 出版日期2018
• 单位遵义师范学院