Algorithm 1 The GGL-SCCA Algorithm
Require:
	X = [x1, …, xn]T, Y = [y1, …, yn]T
Ensure:
	Canonical loadings u and v.
1:	Initialize u ∈ ℝp×1, v ∈ ℝq×1;
2:	while not convergence do
3:	Update the diagonal matrix D1 by taking derivative of Eq. (5);
4:	Solve u according to Eq. (8);
5:	Update the diagonal matrix D2 by taking derivative of Eq. (5);
6:	Solve v according to Eq. (9);
7:	end while
8:	Scale u so that ${\Vert \mathbf{X}\mathbf{u}\Vert }_2^2=1$, and v so that ${\Vert \mathbf{Y}\mathbf{v}\Vert }_2^2=1$