Two-Dimensional Linear Discriminant Analysis

Linear Discriminant Analysis (LDA) is a well-known scheme for feature extraction and dimension reduction. It has been used widely in many ap- plications involving high-dimensional data, such as face recognition and image retrieval. An intrinsic limitation of classical LDA is the so-called singularity problem, that is, it fails when all scatter matrices are singu- lar. A well-known approach to deal with the singularity problem is to apply an intermediate dimension reduction stage using Principal Com- ponent Analysis (PCA) before LDA. The algorithm, called PCA LDA, is used widely in face recognition.