concorGM - For each pair (Xi,Yj), valuation of the partial link between subset Xi and subset Yj
X and Y are 2 data matrices, n x p and n x q, of p variables and q variables (centered).
The row vector px contains the kx numbers of variables of the kx subsets of X.
The row vector py contains the ky numbers of variables of the ky subsets of Y.
sum(px)=p and sum(py)=q.
When kx =1 (px=p), use concor.m
r is the wanted number of solutions (< 1+min(rank(Xi'Yj))), and thus often rmax = min(min(px),min(py),n).
The blocks ui of u (p x r) are the orthonormed partial axes of Xi.
The blocks vj of v (q x r) are the orthonormed partial axes of Yj.
criGM (kx x ky x r) contains the link cov2(Xiui,Yjvj) of each pair (Xi,Yj).
For each solution, sumi sumj cov2(Xiui,Yjvj) is the optimized criterion, partial components: Xiui and Yjvj, mean component associated to Xiui: sumj cov(Xiui,Yjvj)*Yjvj.
px+py orthogonality constraints for a new solution : ui'*ui=Ir and vj'*vj=Ir.
Kissita, Cazes, Hanafi & Lafosse (2004) in Revue de Statistique Appliquee. hanafi@enitiaa-nantes.fr Roger.Lafosse@lsp.ups-tlse.fr cazes@ceremade.dauphine.fr gakissita@yahoo.fr