The role of eigenvalues in linear feature selection theory

  • Authors:
  • D. R. Brown;M. J. O'Malley

  • Affiliations:
  • Department of Mathematics, University of Houston, Houston, Texas 77004, USA;Department of Mathematics, University of Houston, Houston, Texas 77004, USA

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 1977

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Abstract

A family of examples is constructed to show that if B is the k x n matrix (I"k|Z)U, where U is an n x n orthogonal matrix, then the eigenvalues of U do not affect the value of divergence D"B in the space of reduced dimension.