| 多组变量典型相关分析SSQCOR准则的数值求解 |
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| 引用本文： | 王学锋,刘新国.多组变量典型相关分析SSQCOR准则的数值求解[J].计算数学,2016,38(1):47-55. |
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| 作者姓名： | 王学锋 刘新国 |
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| 作者单位： | 中国海洋大学数学科学学院, 山东青岛 266100 |
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| 摘 要： | 本文研究多组变量相关分析SSQCOR.准则的数值方法.从KKT条件出发引入了Gauss-Seidel型方法,从SSQCOR出发引入了交替变量法.证明了前者是后者的非精确形式,都具有单调上升性.为了提高得到全局解的可能性,引入了初始点策略.用实际数据和模拟数据进行了数值试验以说明算法的有效性.
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| 关 键 词： | 多组变量相关分析 SSQCOR 准则 Gauss-Seidel方法 交替变量法 初始点策略 |
| 收稿时间： | 2014-10-28; |
NUMERICAL METHODS FOR THE SSQCOR CRITERION OF MULTIPLE-SETS CANONICAL CORRELATION ANALYSIS |
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| Wang Xuefeng,Liu Xinguo.NUMERICAL METHODS FOR THE SSQCOR CRITERION OF MULTIPLE-SETS CANONICAL CORRELATION ANALYSIS[J].Mathematica Numerica Sinica,2016,38(1):47-55. |
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| Authors: | Wang Xuefeng Liu Xinguo |
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| Institution: | School of Mathematical Sciences, Ocean University of China, Qingdao 266100, Shandong, China |
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| Abstract: | This paper deals with numerical methods for the SSQCOR criterion of multiple-sets canonical correlation analysis. Two iterative methods are proposed. One is a Gauss-Seidel type iteration derived from the KKT conditions, another is an alternating variable method. Convergence of these methods are analyzed. Two starting point strategies are suggested for both methods. Numerical results are presented to demonstrate the efficiency of these methods. |
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| Keywords: | multiple-sets canonical correlation analysis SSQCOR criterion Gauss-Seidel method alternating variable method starting point strategy |
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