A majorization-minimization approach to the sparse generalized eigenvalue problem

DOI10.1007/s10994-010-5226-3zbMath1237.65060OpenAlexW1979817396MaRDI QIDQ413888

David A. Torres, Gert R. G. Lanckriet, Bharath K. Sriperumbudur

Publication date: 8 May 2012

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10994-010-5226-3

zbMATH Keywords

Fisher discriminant analysisprincipal component analysiscanonical correlation analysisgeneralized eigenvalue problemsparsitymajorization-minimizationcross-language document retrievalD.c. programmusic annotationZangwill's theory of global convergence

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (15)

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Uses Software

• PLCP
• DSPCA
• SQPlab

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