Regularized canonical correlation analysis
Encyclopedia
Regularized canonical correlation analysis is a way of using ridge regression to solve the singularity
problem in the cross-covariance matrices of canonical correlation analysis. By converting
and 
into 
and 
, it ensures that the above matrices will have reliable inverses.
Singularity
Singularity or Singular points may refer to:-Mathematics:* Mathematical singularity, a point at which a given mathematical object is not defined or not well-behaved, for example infinite or not differentiable-Geometry:...
problem in the cross-covariance matrices of canonical correlation analysis. By converting
and into and , it ensures that the above matrices will have reliable inverses.