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|i−j| | |||||||
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|i−j+1| |