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. Author manuscript; available in PMC: 2016 Jan 1.
Published in final edited form as: Brain Inform Health (2015). 2015;9250:275–284. doi: 10.1007/978-3-319-23344-4_27

Algorithm 1 GraphNet based Structure-aware SCCA (GN-SCCA)

Require:
X = {x1, …, xn}T, Y = {y1, …, yn}T
Ensure:
Canonical vectors u and v.
1: Initialize u ∈ ℝp × 1, v ∈ ℝq × 1; L1=DuAu and L2 = DvAv only from the training data;
2: while not converged do
3: while not converged regarding u do
4:   Calculate the diagonal matrix D1, where the k1-th element is 12uk11;
5:   Update u = (λ1L1 + β1D1 + γ1XTX)−1 XTYv;
6: end while
7: while not converged regarding v do
8:   Calculate the diagonal matrix D2, where the k2-th element is 12vk21;
9:   Update v = (λ2L2 + β2D2 + γ2YTY)−1 YTXu;
10: end while
11: end while
12: Scale u so that ∥Xu2 = 1;
13: Scale v so that ∥Yv2 = 1.