Zhang, Lei-Hong; Liao, Li-Zhi - In: Journal of Global Optimization 54 (2012) 1, pp. 199-218
The maximal correlation problem (MCP) aiming at optimizing correlations between sets of variables plays an important role in many areas of statistical applications. Up to date, algorithms for the general MCP stop at solutions of the multivariate eigenvalue problem (MEP), which serves only as a...