Algorithm 2 A single step of CRCCA by quantization

Require: ${\{x_i,v_i\}}_{i=1}^n$, a fixed uniform quantizer $Q\left(x\right)$ 1:Set $\mathcal{I}\left(\alpha \right)=\left\{j|Q(x_j)=\alpha \right\}$, the indices of the samples that are mapped to the quantization cell $\alpha$ 2:Set $U_{RSUQ}\left(x_i\right)=\frac{1}{|\mathcal{I}(Q\left(x_i\right))|}{\sum }_{k\in \mathcal{I}\left(Q\left(x_i\right)\right)}{v}_k$ 3:Set $U_q\left(x_i\right)=A{U}_{RSUQ}\left(x_i\right)+B$ such that ${\sum }_{i=1}^n{U}_q\left(x_i\right)=0$ and ${\sum }_{i=1}^n{U}_q\left(x_i\right)U_q^T\left(x_i\right)=I$