Mahony, R. E. and Helmke, U. and Moore, J. B. (1996) Gradient algorithms for principal component analysis. JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY SERIES B-APPLIED MATHEMATICS, 37 (4). pp. 430-450. ISSN 0334-2700
Full text not available from this repository.Abstract
The problem of principal component analysis of a symmetric matrix (finding a p-dimensional eigenspace associated with the largest p eigenvalues) can be viewed as a smooth optimization problem on a homogeneous space. A solution in terms of the limiting value of a continuous-time dynamical system is presented, A discretization of the dynamical system is proposed that exploits the geometry of the homogeneous space. The relationship between the proposed algorithm and classical methods are investigated.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | EIGENVALUE |
| Subjects: | 500 Science > 510 Mathematics |
| Divisions: | Mathematics |
| Depositing User: | Dr. Gernot Deinzer |
| Date Deposited: | 06 Jul 2023 10:13 |
| Last Modified: | 06 Jul 2023 10:13 |
| URI: | https://pred.uni-regensburg.de/id/eprint/51842 |
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