PDF-IncrementalEigenanalysisforClassicationPeterM.Hall,DavidMarshall,andR
isthethcolumnvectorinanmatrixWedenoteacolumnextensiontoamatrixusingsquarebracketsThus
mnb
appendedto
asalastcolumnEigenspacemodelscanbecomputedusingeigenvaluedecompositionEVDofthecovariancematri
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