Convergence proof of matrix dynamics for online linear discriminant analysis

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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.

AMS subject classifications

62H30
68T05

Keywords

Online LDA
Matrix dynamics
Stability

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