Volume no :4, Issue no: 2, November (2010)

Journal of Pure and Applied Mathematics: Advances and Applications

LDA AND THE RELATION OF THE RELATIVE CONDITION NUMBER WITH SOME VARIABLES

Author's: H. Saberi Najafi and A. Zeinal
Pages: [187] - [219]
Received Date: September 4, 2010
Submitted by:

Abstract

Linear discriminant analysis (LDA) is a well-known method for dimensionality reduction and classification. LDA finds a transformation matrix, which is readily computed by solving a generalized eigenvalue problem. The accuracy of LDA can be measured by the condition number of the generalized eigenvalue problem.

In this paper, we find the relation of the maximum of relative condition numbers related to the generalized eigenvalue problem with some variables.

Keywords

linear discriminant analysis, transformation matrix, generalized eigenvalue problem.