We propose an efficient algorithm for solving orthogonal canonical correlation analysis (OCCA) in the form of trace-fractional structure and orthogonal linear projections. Even though orthogonality has been widely used and proved to be a useful criterion for visualization, pattern recognition and feature extraction, existing methods for solving OCCA problem are either numerically unstable by relying on a deflation scheme, or less efficient by directly using generic optimization methods. In this paper, we propose an alternating numerical scheme whose core is the sub-maximization problem in the trace-fractional form with an orthogonality constraint. A customized self-consistent-field (SCF) iteration for this sub-maximization problem is devised. It is proved that the SCF iteration is globally convergent to a KKT point and that the alternating numerical scheme always converges. We further formulate a new trace-fractional maximization problem for orthogonal multiset CCA and propose an efficient algorithm with an either Jacobi-style or Gauss-Seidel-style updating scheme based on the SCF iteration. Extensive experiments are conducted to evaluate the proposed algorithms against existing methods, including real-world applications of multi-label classification and multi-view feature extraction. Experimental results show that our methods not only perform competitively to or better than the existing methods but also are more efficient.

MOTIVATION: Multiview clustering has attracted much attention in recent years. Several models and algorithms have been proposed for finding the clusters. However, these methods are developed either to find the consistent/common clusters across different views, or to identify the differential clusters among different views. In reality, both consistent and differential clusters may exist in multiview datasets. Thus, development of simultaneous clustering methods such that both the consistent and the differential clusters can be identified is of great importance. RESULTS: In this paper, we proposed one method for simultaneous clustering of multiview data based on manifold optimization. The binary optimization model for finding the clusters is relaxed to a real value optimization problem on the Stiefel manifold, which is solved by the line-search algorithm on manifold. We applied the proposed method to both simulation data and four real datasets from TCGA. Both studies show that when the underlying clusters are consistent, our method performs competitive to the state-of-the-art algorithms. When there are differential clusters, our method performs much better. In the real data study, we performed experiments on cancer stratification and differential cluster (module) identification across multiple cancer subtypes. For the patients of different subtypes, both consistent clusters and differential clusters are identified at the same time. The proposed method identifies more clusters that are enriched by gene ontology and KEGG pathways. The differential clusters could be used to explain the different mechanisms for the cancer development in the patients of different subtypes. AVAILABILITY AND IMPLEMENTATION: Codes can be downloaded from: http://homepage.fudan.edu.cn/sqzhang/files/2018/12/MVCMOcode.zip. SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.