费希尔线性判别分析代码

Find the Fisher linear separator w (a column vector).

X is is the training set (X is a matrix. Each row of X

is a vector containing the features of a single sample). y is

a column vector with the labels of the training set (1 and -1).

alg is a number between 1 and 3 that specifies how to find w:

alg = 1: w is the generalized eigenvalue of A,B.

alg = 2: w is the solution to Bw = (mu_1-mu_2)

alg = 3: solve the corresponding regression problem-　Find the Fisher linear separator w (a column vector).

　X is is the training set (X is a matrix. Each row of X

　is a vector containing the features of a single sample). y is

　a column vector with the labels of the training set (1 and-1).

　alg is a number between 1 and 3 that specifies how to find w:

　alg = 1: w is the generalized eigenvalue of A,B.

　alg = 2: w is the solution to Bw = (mu_1-mu_2)

　alg = 3: solve the corresponding regression problem