Complete canonical correlation analysis with application to multi-view gait recognition

Canonical correlation analysis (CCA) is a well-known multivariate analysis method for quantifying the correlations between two sets of multidimensional variables. However, for multi-view gait recognition, it is difficult to directly apply CCA to deal with two sets of high-dimensional vectors because of computational complexity. Moreover, in such situation, the eigenmatrix of CCA is usually singular which makes the direct implementation of the...