Maximization of the sum of the trace ratio on the Stiefel manifold. I: Theory

DOI10.1007/s11425-014-4824-0zbMath1341.90128OpenAlexW2261652123MaRDI QIDQ2018891

Lei-Hong Zhang, Ren-Cang Li

Publication date: 26 March 2015

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-014-4824-0

zbMATH Keywords

Stiefel manifoldRayleigh quotientnonlinear eigenvalue problemoptimality conditioneigenspacetrace ratio

Mathematics Subject Classification ID

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• On sparse linear discriminant analysis algorithm for high-dimensional data classification
• The Geometry of Algorithms with Orthogonality Constraints

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