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Ex. 12.6 #156

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szcf-weiya opened this issue Aug 6, 2018 · 5 comments
Closed

Ex. 12.6 #156

szcf-weiya opened this issue Aug 6, 2018 · 5 comments
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Solutions 12

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12-6-1
12-6-2
@szcf-weiya szcf-weiya added this to the Solutions 12 milestone Aug 6, 2018
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References:

  1. Flexible Discriminant Analysis by Optimal Scoring
  2. TRACE OPTIMIZATION AND EIGENPROBLEMS IN DIMENSION REDUCTION METHODS
  3. Generalized eigenvalue problem
  4. NUMERICAL METHODS FOR LARGE EIGENVALUE PROBLEMS
  5. Maximizing trace of VTAV for A symmetric (alternate proof with min/max-theorem)

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wechat image_20180809161901

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wechat image_20180809161148

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附录 A：Problem about optimization of matrix trace
source：Martin N, Maes H. Multivariate analysis. Academic press; 1979.
wechat image_20180809144708
wechat image_20180809144752

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