FRAIKIN, Catherine; NESTEROV, Yurii; VAN DOOREN, Paul - Center for Operations Research and Econometrics (CORE), … - 2005
In this paper, we consider the problem of correlation between the projections of two square matrices. These matrices of dimensions m x[mult.] m and n x[mult.] n are projected on a subspace of lower-dimension k under isometry constraints. We maximize the correlation between these projections...