Abstract:Diagonalization is an "age old" technique from Linear Algebra, and it has had significant applications in Pattern Recognition (PR) and data pre-processing. By using the eigenvectors of the covariance matrix of a single class as the basis vectors describing the feature space, the transformed data can be rendered to have a diagonal covariance matrix. If the covariance matrices of two classes are utilized, the covariance matrix of transformed data of the first class can be the made the Identity, while that of the… Show more
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