Convergence proof of matrix dynamics for online linear discriminant analysis

  • Authors:
  • Kazuyuki Hiraoka

  • Affiliations:
  • -

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2011

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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.