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Master Thesis - Department of Computer Science

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Gramm-Schmidt Orthonormalization is given bellow.<br />

4.3.1.1 Covariance Sum Method<br />

Here the problem deals with the computation <strong>of</strong> an eigenmodel from two different<br />

sets <strong>of</strong> feature vectors XNull and XRange with the aim to combine the eigenmod-<br />

els constructed separately on the two sets. As XNull and XRange contain the class<br />

means projected on null space and range space, this combination will merge the<br />

discriminative directions from both spaces. Let the combined feature vector set be<br />

Z = [XNull, XRange] and total number <strong>of</strong> feature vectors in Z is L = 2 ∗ C. The<br />

combined mean can be expressed as,<br />

µZ = 1<br />

L (CµNull + CµRange) = 1<br />

2 (µNull + µRange) (4.24)<br />

Then the combined covariance matrix can be written as,<br />

SZ = 1<br />

�<br />

C�<br />

x<br />

L i=1<br />

i Null (xiNull )T +<br />

Using Eqn. 4.14-4.15 in the above equation, we get,<br />

C�<br />

x<br />

i=1<br />

i Range (xiRange )T<br />

�<br />

− µZµ T Z<br />

(4.25)<br />

SZ = 1 �<br />

CSNull + CµNullµ<br />

L<br />

T Null + CSRange + CµRangeµ T �<br />

Range − µZµ T Z<br />

= 1<br />

2 SNull + 1<br />

2 SRange + 1<br />

4 (µNull − µRange)(µNull − µRange) T . (4.26)<br />

Last term in the Eqn. 4.25 allows for a change <strong>of</strong> mean. Now the eigenvectors Φ =<br />

[β1, ..., βd] <strong>of</strong> SZ can be computed from,<br />

SZΦ = ΦΘ and Φ T Φ = I. (4.27)<br />

The range space <strong>of</strong> SZ will give W Dual (= [β1, ..., βk]), where k is the rank <strong>of</strong> SZ.<br />

4.3.1.2 Gramm-Schmidt Orthonormalization<br />

Gramm-Schmidt Orthonormalization technique [42] is used to compute the QR fac-<br />

torization. Given A, a m-by-n (m > n) matrix, it’s QR factorization can be written as<br />

A = QR, where Q ∈ R m×m is orthogonal and R ∈ R m×n is upper triangular. If A has<br />

full column rank then the first n columns <strong>of</strong> Q form an orthogonal basis for range(A).<br />

78

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