LDA and GDA

LDA 推导

Generalized Discriminant Analysis

 

对类内散度矩阵（按照LDA公式建立）的核化KLDA在 LinYue博士的论文中有论述。

论文中给出的原始参考文献 Baudat G. generalized discriminant analysis using a kemel approach 

https://en.wikipedia.org/wiki/Kernel_Fisher_discriminant_analysis