Contains the core functions associated with Fast Regularized Canonical Correlation Analysis. Please see the following for details: Raul Cruz-Cano, Mei-Ling Ting Lee, Fast regularized canonical correlation analysis, Computational Statistics & Data Analysis, Volume 70, 2014, Pages 88-100, ISSN 0167-9473 <doi:10.1016/j.csda.2013.09.020>.
