The Multivariate Eigenvalue Problem

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：TSSSP

【摘要】

：

　　The Multivariate Eigenvalue Problem(MEP),arising from the Maximal Correlation Problem(MCP),is an important model in the canonical correlation analysis.In th

【作者】

：

ZhangLeihong;

【机构】

：

Shanghai Univ.of Finance & Economics

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　The Multivariate Eigenvalue Problem(MEP),arising from the Maximal Correlation Problem(MCP),is an important model in the canonical correlation analysis.In this talk,we shall characterize some distinctive traits of the absolute maximum correlation,and also present several efficient algorithms for MCP/MEP.

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The Multivariate Eigenvalue Problem

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