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 | 1 | initial version |
Step 1 - Discussion
1) The subspace spanned by eigenvectors U, 2) the subspace spanned by eigenvectors V, and 3) the subspace spanned by meanX-meanY. The last of these is a single vector.
T = [U,v]
G = transpose(U) V
H = V - U G
These zero vectors are removed to leave Hnq0 . We also compute the residue h of yÿx with respect to the eigenspace of using (6)
h = x U g (6)
| | 2 | No.2 Revision |
Step 1 - Discussion
1) The subspace spanned by eigenvectors U, 2) the subspace spanned by eigenvectors V, and 3) the subspace spanned by meanX-meanY. The last of these is a single vector.
T = [U,v]
G = transpose(U) V
H = V - U G
These zero vectors are removed to leave Hnq0 H . We also compute the residue h of yÿx neanY-meanX with respect to the eigenspace of using (6)
h = x U g (6)
v can now be computed by finding an orthonormal basis for [H, h], which is sufficient to ensure that ns is orthonormal. Gramm-Schmidt orthonormalization [12] may be used to do this: v = Orthonormalize ([H, h])
