A Rayleigh–Ritz style method for large-scale discriminant analysis

作者：

Highlights：

• A LDA solver called RRDA which is significantly faster than previous methods.

• A Rayleigh–Ritz style method which exploits the structure of LDA problem.

• An equivalent reduced model of RRDA for undersampled problems.

摘要

•A LDA solver called RRDA which is significantly faster than previous methods.•A Rayleigh–Ritz style method which exploits the structure of LDA problem.•An equivalent reduced model of RRDA for undersampled problems.

论文关键词：Dimensionality reduction,Linear Discriminant Analysis (LDA),Generalized Eigenvalue Decomposition (GEVD),Rayleigh–Ritz procedure

论文评审过程：Received 5 September 2012, Revised 6 September 2013, Accepted 5 October 2013, Available online 19 October 2013.

论文官网地址：https://doi.org/10.1016/j.patcog.2013.10.007