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. Author manuscript; available in PMC: 2016 Dec 9.
Published in final edited form as: Pac Symp Biocomput. 2016;22:94–104. doi: 10.1142/9789813207813_0010

Algorithm 2.1.

Discriminative SCCA (DSCCA)

Require:
X = {x1, …, xn}, Y = {y1, …, yn}, Lw ⊆ ℜn×n, Lb ⊆ ℜn×n
Ensure:
Canonical vectors u and v.
1: t = 1, Initialize ut ∈ ℜp×1, vt ∈ ℜq×1;
2: while not converge do
3:   Solve Eq. (5) using Nesterov’s method and obtain u;
4:   Solve Eq. (6) using Nesterov’s method and obtain v;
5:   Scale u so that uTu = 1
6:   Scale v so that vTv = 1
7:   t = t + 1.
8: end while