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Table 1 Simulation settings

From: Sparse and smooth canonical correlation analysis through rank-1 matrix approximation

Parameters d x d y r N C xx C yy C xy
Scenario 1 4 4 3 {50, 100, 200} I 4 I 4 \(\left [\begin {array}{llll} \frac {9}{10} & 0 & 0 & 0 \\ 0 & \frac {1}{2} & 0 & 0 \\ 0 & 0 & \frac {1}{3} & 0 \\ 0 & 0 & 0 & 0 \end {array}\right ]\)
Scenario 2 4 6 2 {50, 100, 200} I 4 I 6 \(\left [\begin {array}{llllllll} \frac {3}{5} & 0 & 0 & 0 & 0 & 0 \\ 0 & \frac {1}{2} & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 \end {array}\right ]\)
Scenario 3 4 6 2 {50, 100, 200} I 4 I 6 \(\left [\begin {array}{llllllllll} \frac {2}{5} & \frac {4}{25} & 0 & 0 & 0 & 0 \\ \frac {4}{25} & \frac {2}{5} & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 0 \end {array}\right ] \)
Scenario 4 6 10 2 {50, 100, 200} I 6 \(\left [\begin {array}{lllllllll} \boldsymbol {M} & \boldsymbol {0} \\ \boldsymbol {0} & \boldsymbol {I}_{7} \end {array}\right ]\) \(\frac {1}{2}\left [\begin {array}{llllll} \boldsymbol {I}_{2} & {\boldsymbol 0} \\ \boldsymbol {0} & \boldsymbol {0} \end {array}\right ]\)
       with M(i,j)=0.3|ij|  
Scenario 5 20 20 10 {50, 100, 200} I 20 I 20 \(\frac {7}{10}\left [\begin {array}{llllll} \boldsymbol {I}_{10} & \boldsymbol {0} \\ \boldsymbol {0} & \boldsymbol {0} \end {array}\right ]\)
Scenario 6 20 20 10 {50, 100, 200} I 20 I 20 \(\left [\begin {array}{lllllll} \boldsymbol {S}_{10} & \boldsymbol {0} \\ \boldsymbol {0} & \boldsymbol {0} \end {array}\right ]\)
        with S 10(i,j)=0.4|ij+1|