Computing CCA through three approaches
问题 I have recently studied the concepts of CCA and wanted to implement it in MATLAB. However there is an existing matlab command canoncorr present. I wanted to write my own code. I have studied it extensively and found three approaches : 1: Hardoon : The approach uses lagrange multipliers to decompose the problem into an generalised eigenvalue problem. The code can be found here : cca_hardoon For sanity sake I am also giving the code here : The data has to be centered previously. function [Wx,