“…CCA maximizes the correlation between linear combinations of two multivariate groups of variables, see [5,14,16]. We jointly analyse pairs of landmark variables (x, y), with dispersions Σ 11 and Σ 22 and cross-covariance Σ 12 = Σ 21 T , and find sets of linear combinations (called canonical variates, CVs) of the zero mean original variables that maximize correlation ρ = Corr{a T x, b T y}, under a T Σ 11 a = b T Σ 22 b = 1. Solving the generalized eigenvalue problems…”