GENERALIZED CANONICAL-ANALYSIS BASED ON OPTIMIZING MATRIX CORRELATIONS AND A RELATION WITH IDIOSCAL

被引：5

作者：

KIERS, HAL

CLEROUX, R

TENBERGE, JMF

机构：

[1] UNIV GRONINGEN,DEPT PSYCHOL,9712 TS GRONINGEN,NETHERLANDS

[2] UNIV MONTREAL,MONTREAL H3C 3J7,QUEBEC,CANADA

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 1994年 / 18卷 / 03期

基金：

加拿大自然科学与工程研究理事会;

关键词：

MATRIX CORRELATION; GENERALIZED CANONICAL ANALYSIS; IDIOSCAL;

D O I：

10.1016/0167-9473(94)90067-1

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Carroll's method for generalized canonical analysis of two or more sets of variables is shown to optimize the sum of squared inner-product matrix correlations between a consensus matrix and matrices with canonical variates for each set of variables. In addition, the method that analogously optimizes the sum of squared RV matrix correlations (proposed by Escoufier, 1973) between a consensus matrix and matrices with canonical variates, can be interpreted as an application of Carroll and Chang's IDIOSCAL. A simple algorithm is developed for this and other applications of IDIOSCAL where the similarity matrices are positive semi-definite.

引用

页码：331 / 340

页数：10

共 15 条

[1] ANALYSIS OF INDIVIDUAL DIFFERENCES IN MULTIDIMENSIONAL SCALING VIA AN N-WAY GENERALIZATION OF ECKART-YOUNG DECOMPOSITION [J].