Coupled Singular Value Decomposition of a Cross-Covariance Matrix.
Alexander KaiserWolfram SchenckRalf MöllerPublished in: Int. J. Neural Syst. (2010)
Keyphrases
- singular value decomposition
- covariance matrix
- principal component analysis
- correlation matrix
- covariance matrices
- dimensionality reduction
- dimension reduction
- singular values
- least squares
- reconstruction error
- latent semantic indexing
- positive definite
- sample size
- low rank
- eigendecomposition
- objective function
- null space
- principal components
- computer vision
- feature extraction
- face recognition
- negative matrix factorization
- estimation error
- linear discriminant analysis