A SOR-like AVM for the maximal correlation problem

Jun He; Jun He

doi:10.3934/Math.2018.1.253

AIMS Mathematics

2018, Volume 3, Issue 1: 253-262. doi: 10.3934/Math.2018.1.253

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Research article

A SOR-like AVM for the maximal correlation problem

Jun He ^,

School of mathematics, Zunyi Normal College, Zunyi, Guizhou, 563006, P. R. China

Received: 28 June 2017 Accepted: 07 April 2018 Published: 17 April 2018

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.
- multivariate statistics,
- maximal correlation problem convergence,
- multivariateeigenvalue problem,
- global maximizer,
- power method
Citation: Jun He. A SOR-like AVM for the maximal correlation problem[J]. AIMS Mathematics, 2018, 3(1): 253-262. doi: 10.3934/Math.2018.1.253

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Abstract

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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