Convergence proof of matrix dynamics for online linear discriminant analysis

Kazuyuki Hiraoka

Journal of Multivariate Analysis, 2011, vol. 102, issue 4, 781-788

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.

Keywords: Online; LDA; Matrix; dynamics; Stability (search for similar items in EconPapers)
Date: 2011
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(10)00245-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:102:y:2011:i:4:p:781-788

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().