Dynamical systems for joint principal and minor component analysis

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations

Abstract

Most known principal or a minor subspace (or component) analyzers compute either the principal or the minor subspaces of a given data matrix but not both. This paper presents several methods for simultaneous computation of principal and minor subspaces of a symmetric matrix. Weighted versions of these methods for joint computation of principal and minor components are also given. The proposed methods are derived from the optimization of certain objective functions over orthogonal constraints. Several features such as penalty terms are added to obtain reliable algorithms.

Original languageEnglish (US)
Title of host publicationProceedings of the 2006 American Control Conference
Pages4591-4596
Number of pages6
Volume2006
StatePublished - 2006
Event2006 American Control Conference - Minneapolis, MN, United States
Duration: Jun 14 2006Jun 16 2006

Publication series

NameProceedings of the American Control Conference
Volume2006
ISSN (Print)0743-1619

Other

Other2006 American Control Conference
Country/TerritoryUnited States
CityMinneapolis, MN
Period6/14/066/16/06

Keywords

  • Asymptotic stability
  • Dynamical system
  • Global stability
  • Joint PCA-MCA
  • Joint PSA-MSA
  • Oja's rule
  • Optimization over a sphere
  • Stiefel manifold

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