Solving Fisher discriminant vectors

Maranatha Chung mchung at ee.tamu.edu
Sat Jul 4 14:52:06 EST 1992

Is there anyone out there have a program or information for calculating
the Fisher discriminant vectors?
The Fisher discriminant vectors is the eigenvectors for the following 
			A*x = lambda*Bx

where A is the between class scatter matrix and B is the within class scatter
matrix. The rank of B is n for large sample data set, however, the rank of A
is usually n-1 or less.

Personal e-mail is welcomed. Thank you.

mchung at ee.tamu.edu

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