From: Sparse and smooth canonical correlation analysis through rank-1 matrix approximation
Algorithms
CCA
LS CCA
CCA LB
PMD
Algo 2 (f)
Algo 2 (g)
Algo 3 (h)
Algo 3 (i)
Correlation
0.9438
0.9054
0.9764
0.9235
0.9822
0.9852
0.9953
0.9995