Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146378 | Journal of Multivariate Analysis | 2011 | 8 Pages |
Abstract
In this paper, we analyze matrix dynamics for online linear discriminant analysis (online LDA). Convergence of the dynamics have been studied for nonsingular cases; our main contribution is an analysis of singular cases, that is a key for efficient calculation without full-size square matrices. All fixed points of the dynamics are identified and their stability is examined.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Kazuyuki Hiraoka,