Author:
Mahony R. E.,Helmke U.,Moore J. B.
Abstract
AbstractThe 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.
Publisher
Cambridge University Press (CUP)
Cited by
7 articles.
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