Fast Algorithms for the Generalized Foley–Sammon Discriminant Analysis

DOI10.1137/080720863zbMath1205.65031OpenAlexW2017530772MaRDI QIDQ3053112

Lei-Hong Zhang, Michael Kwok-Po Ng, Li-Zhi Liao

Publication date: 4 November 2010

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/080720863

zbMATH Keywords

algorithmglobal convergenceregularizationdimension reductionquadratic convergenceLinear discriminant analysisgeneralized Foley-Sammon transform

Mathematics Subject Classification ID

Related Items (14)

Superlinear convergence of a general algorithm for the generalized Foley-Sammon discriminant analysis ⋮ New results on multi-dimensional linear discriminant analysis ⋮ Maximization of the sum of the trace ratio on the Stiefel manifold. II: computation ⋮ On the generalized trace ratio problem ⋮ On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere ⋮ Trace ratio optimization with an application to multi-view learning ⋮ A note on the trace quotient problem ⋮ On a self-consistent-field-like iteration for maximizing the sum of the Rayleigh quotients ⋮ On an eigenvector-dependent nonlinear eigenvalue problem from the perspective of relative perturbation theory ⋮ On an Eigenvector-Dependent Nonlinear Eigenvalue Problem ⋮ A density matrix approach to the convergence of the self-consistent field iteration ⋮ An Eigenvalue-Based Method for the Unbalanced Procrustes Problem ⋮ On generalizing trace minimization principles ⋮ Perturbation analysis for the trace quotient problem

Uses Software

• ARPACK

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