Maximization of the sum of the trace ratio on the Stiefel manifold. I: Theory
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Stiefel manifoldoptimality conditionnonlinear eigenvalue problemRayleigh quotienteigenspacetrace ratio
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Fractional programming (90C32) Optimality conditions and duality in mathematical programming (90C46) Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)
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Cites work
- scientific article; zbMATH DE number 5223994 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- A feasible method for optimization with orthogonality constraints
- Matrix algorithms. Vol. 2: Eigensystems
- On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere
- On sparse linear discriminant analysis algorithm for high-dimensional data classification.
- Optimization and dynamical systems
- The Geometry of Algorithms with Orthogonality Constraints
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