Algorithm 2.1.
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 |