CCA calculate canonical correlations

[Wx Wy r] = cca(X,Y) where Wx and Wy contains the canonical correlation

vectors as columns and r is a vector with corresponding canonical

correlations. The correlations are sorted in descending order. X and Y

are matrices where each column is a sample. Hence, X and Y must have

the same number of columns.



Example: If X is M*K and Y is N*K there are L=MIN(M,N) solutions. Wx is

then M*L, Wy is N*L and r is L*1.-CCA calculate canonical correlations



　[Wx Wy r] = cca(X,Y) where Wx and Wy contains the canonical correlation

　vectors as columns and r is a vector with corresponding canonical

　correlations. The correlations are sorted in descending order. X and Y

　are matrices where each column is a sample. Hence, X and Y must have

　the same number of columns.



　Example: If X is M*K and Y is N*K there are L=MIN(M,N) solutions. Wx is

　then M*L, Wy is N*L and r is L*1.