A convergence analysis on the iterative trace ratio algorithm and its refinements

DOI10.4208/CSIAM-AM.2021.NLA.03MaRDI QIDQ6941322zbMATH OpenFDO

Authors Zhongxiao Jia, Fuhui Lai

Publication date 19 August 2025

Published in CSIAM Transactions on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/CSIAM-AM.2021.NLA.03

zbMATH Keywords

dimensionality reductioneigenvalueeigenvectorglobal convergenceimplicitly restartedpreprocessrefined Lanczos algorithmrefined projectiontrace ratio

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Cites work

• A convergence analysis on the iterative trace ratio algorithm and its refinements
• A generalized Foley–Sammon transform based on generalized fisher discriminant criterion and its application to face recognition
• An analysis of the Rayleigh-Ritz method for approximating eigenspaces
• An Optimal Discriminant Plane
• An Optimal Set of Discriminant Vectors
• Fast Algorithms for the Generalized Foley–Sammon Discriminant Analysis
• scientific article; zbMATH DE number 1049347 (Why is no real title available?)
• Learning a Mahalanobis distance metric for data clustering and classification
• Matrix algorithms. Vol. 2: Eigensystems
• Maximization of the sum of the trace ratio on the Stiefel manifold. II: computation
• On an Eigenvector-Dependent Nonlinear Eigenvalue Problem
• Polynomial characterizations of the approximate eigenvectors by the refined Arnoldi method and an implicitly restarted refined Arnoldi algorithm
• Refined iterative algorithms based on Arnoldi's process for large unsymmetric eigenproblems
• Some theoretical comparisons of refined Ritz vectors and Ritz vectors
• Superlinear convergence of a general algorithm for the generalized Foley-Sammon discriminant analysis
• The Convergence of Generalized Lanczos Methods for Large Unsymmetric Eigenproblems
• The trace ratio optimization problem

Cited in

(2)

• A convergence analysis on the iterative trace ratio algorithm and its refinements
• A subspace method for large-scale trace ratio problems

This page was built for publication: A convergence analysis on the iterative trace ratio algorithm and its refinements

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6941322)