Research article

A SOR-like AVM for the maximal correlation problem

  • 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.

    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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  • 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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  • © 2018 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
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