论文信息 - A weighted logarithmic merit function for canonical correlation analysis

A weighted logarithmic merit function for canonical correlation analysis

A weighted logarithmic merit function that incorporates a diagonal matrix is utilized for deriving a gradient dynamical system that converges to the actual canonical correlation coordinates of arbitrary data matrices. The equilibrium points of the resulting gradient system are determined and their stability is thoroughly analyzed. Qualitative properties of the proposed systems are analyzed in detail including the limit of solutions as time approaches infinity. The performance of this system is also examined.

Mohammed A. Hasan | M. Hasan

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