BIB-VERSION:: CS-TR-v2.0
          ID:: STAN//NA-M-92-13
       ENTRY:: January 28, 1996
ORGANIZATION:: Stanford University, Department of Computer Science, Numerical
               Analysis Project
       TITLE:: The canonical correlations of matrix pairs and their
               numerical computation
        TYPE:: Manuscript
      AUTHOR:: Golub, Gene H.
      AUTHOR:: Zha, Hongyuan
        DATE:: September 1992
       PAGES:: 24
    ABSTRACT:: This paper is concerned with the analysis of canonical
               correlations of matrix pairs and their numerical computation.
               We first develop a decomposition theorem for matrix pairs
               having the same number of rows which explicitly exhibits the
               canonical correlations. We then present a perturbation
               analysis of the canonical correlations, which compares
               favorably with the classical first order perturbation
               analysis. Then we propose several numerical algorithms for
               computing the canonical correlations of general matrix pairs;
               emphasis is placed on the case of large sparse or structured
               matrices.
       NOTES:: [Adminitrivia V1/Prg/19960128]
         END:: STAN//NA-M-92-13