Conditions Under Which Canonical Correlation and Redundancy Maximization Produce Identical Results
研究了典型相关分析和冗余分析产生相同结果的条件,发现当准则变量相关矩阵的所有非零特征值相等时,两者结果一致。
Redundancy analysis was proposed as an alternative to canonical correlation (van den Wollen-berg, 1977). The following paper examines the conditions under which canonical correlation and redundancy analysis produce identical solutions. It is shown that identical results are possible when all nonzero eigenvalues of the correlation matrix of the criterion variables are equal. As a special case, when there is only one canonical root or when all criterion variables are uncorrelated, canonical correlation and redundancy analysis produce identical results.