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Harry R. Glahn

Abstract

Truncation errors of four stencils for evaluating the two-dimensional Laplacian operator are discussed, and response functions are computed. The efficiencies of the stencils, in terms of number of iterations and computer time required, for solving Poisson's equation by relaxation is investigated. The dependence on the relaxation coefficient of the number of iterations required and the error of the solution is shown for a number of examples.

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Harry R. Glahn

Abstract

Canonical correlation analysis is concerned with the determination of a linear combination of each of two sets of variables such that the correlation between the two functions is a maximum. Under certain conditions this analysis is equivalent to discriminant analysis and under other conditions it is equivalent to multiple regression. In this paper the relationships among these techniques are discussed, equations relating to prediction by canonical variates are derived, a generalized correlation coefficient is proposed, and an example of canonical correlation analysis is presented.

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