1. On convergence of iterative methods for maximal correlation problems.
- Author
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Liu, Xin‐Guo and Wang, Wei‐Guo
- Subjects
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STOCHASTIC convergence , *ITERATIVE methods (Mathematics) , *MONOTONE operators , *NUMERICAL analysis , *LINEAR algebra - Abstract
Several iterative methods for maximal correlation problems (MCPs) have been proposed in the literature. This paper deals with the convergence of these iterations and contains three contributions. Firstly, a unified and concise proof of the monotone convergence of these iterative methods is presented. Secondly, a starting point strategy is analysed. Thirdly, some error estimates are presented to test the quality of a computed solution. Both theoretical results and numerical tests suggest that combining with this starting point strategy these methods converge rapidly and are more likely converging to a global maximizer of MCP. [ABSTRACT FROM AUTHOR]
- Published
- 2016
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