Abstract

This brief investigates a recently proposed principal component analysis (PCA) algorithm. We prove that that the solutions of the corresponding differential equations converge to the principal eigenvectors of the autocorrelation matrix and calculate an exponential decaying bound for the error.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.