A weighted logarithmic merit function for canonical correlation analysis

Author

Hasan, Mohammed A.

Author_Institution

Dept. of Electr.&Comput. Eng., Univ. of Minnesota Duluth, Duluth, MN

fYear

2009

fDate

19-24 April 2009

Firstpage

1741

Lastpage

1744

Abstract

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.

Keywords

gradient methods; matrix algebra; statistical analysis; arbitrary data matrices; canonical correlation analysis; diagonal matrix; equilibrium points; gradient dynamical system; matrix calculus; unconstrained optimization; weighted logarithmic merit function; Calculus; Computed tomography; Data engineering; H infinity control; Image analysis; Information analysis; Matrix decomposition; Signal analysis; Stability analysis; Symmetric matrices; Canonical correlation analysis(CCA); SVD; gradient dynamical system; matrix calculus; unconstrained optimization;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech and Signal Processing, 2009. ICASSP 2009. IEEE International Conference on

Conference_Location

Taipei

ISSN

1520-6149

Print_ISBN

978-1-4244-2353-8

Electronic_ISBN

1520-6149

Type

conf

DOI

10.1109/ICASSP.2009.4959940

Filename

4959940