Convergence proof of matrix dynamics for online linear discriminant analysis
نویسنده
چکیده
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. © 2010 Elsevier Inc. All rights reserved.
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ورودعنوان ژورنال:
- J. Multivariate Analysis
دوره 102 شماره
صفحات -
تاریخ انتشار 2011