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szcf-weiya / ESL-CN

The Elements of Statistical Learning (ESL)的中文翻译、代码实现及其习题解答。
https://esl.hohoweiya.xyz
GNU General Public License v3.0
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Ex. 12.6 #156

Closed szcf-weiya closed 6 years ago

szcf-weiya commented 6 years ago

12-6-1 12-6-2

szcf-weiya commented 6 years ago

image

szcf-weiya commented 6 years ago

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)
szcf-weiya commented 6 years ago

wechat image_20180809161901

szcf-weiya commented 6 years ago

wechat image_20180809161148

szcf-weiya commented 6 years ago

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