More on restricted canonical correlations

Authors
Omladic, M Omladic, V
Citation
M. Omladic et V. Omladic, More on restricted canonical correlations, LIN ALG APP, 321(1-3), 2000, pp. 285-293
Citations number
3
Categorie Soggetti
Mathematics
Journal title
LINEAR ALGEBRA AND ITS APPLICATIONS
ISSN journal
00243795 → ACNP
Volume
321
Issue
1-3
Year of publication
2000
Pages
285 - 293
Database
ISI
SICI code
0024-3795(200012)321:1-3<285:MORCC>2.0.ZU;2-B
Abstract
The problem of the first canonical correlation between two random vectors s ubject to some natural constraints is treated in the paper. The problem is usually referred to as restricted canonical correlation. A new approach to solving the problem is given by translating it into a generalized eigenvalu e problem with an n x n real symmetric matrix A and a positive definite mat rix B of the same size. (C) 2000 Elsevier Science Inc. All rights reserved.