2004
DOI: 10.1109/tpami.2004.46
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Generalizing discriminant analysis using the generalized singular value decomposition

Abstract: Discriminant analysis has been used for decades to extract features that preserve class separability. It is commonly defined as an optimization problem involving covariance matrices that represent the scatter within and between clusters. The requirement that one of these matrices be nonsingular limits its application to data sets with certain relative dimensions. We examine a number of optimization criteria, and extend their applicability by using the generalized singular value decomposition to circumvent the … Show more

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Cited by 323 publications
(179 citation statements)
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“…We study theoretical and algorithmic relationships among several generalized LDA algorithms and compare their computational complexities and performances. Computationally efficient algorithm is also proposed which computes the exactly same solution as that in [4,10] but saves computational complexities greatly. In Section 3, nonlinear extensions of these generalized LDA algorithms are presented.…”
Section: (S T ) Let Us Denote a Data Set A Asmentioning
confidence: 99%
See 1 more Smart Citation
“…We study theoretical and algorithmic relationships among several generalized LDA algorithms and compare their computational complexities and performances. Computationally efficient algorithm is also proposed which computes the exactly same solution as that in [4,10] but saves computational complexities greatly. In Section 3, nonlinear extensions of these generalized LDA algorithms are presented.…”
Section: (S T ) Let Us Denote a Data Set A Asmentioning
confidence: 99%
“…Howland et al [4,10] applied the Generalized Singular Value Decomposition (GSVD) due to Paige and Saunders [11] to overcome the limitation of the classical LDA.…”
Section: Lda Based On the Generalized Singular Value Decompositionmentioning
confidence: 99%
“…Recently, a method called LDA/GSVD has been developed which is a generalization of LDA based on the generalized singular value decomposition (GSVD) [16,17]. By using the generalized singular value decomposition (GSVD), LDA/GSVD solves a generalized eigenvalue problem…”
Section: Kernel Discriminant Analysis Based On Generalized Singular Vmentioning
confidence: 99%
“…The basic idea of this method is to first use principal component analysis (PCA) Dimension reduction, eliminate the singularity, and then use the linear discriminant analysis method to classify.In addition to this, some scholars have proposed an LDA/GSVD algorithm to solve the singularity problem of w S [3] . The algorithm avoids the direct inversion of w S in the classical LDA algorithm by generalized singular value decomposition.…”
Section: Introductionmentioning
confidence: 99%