PDF-SparseUncorrelatedLinearDiscriminantAnalysis

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AppendixAProofofTheorem1ProofLetU22Rmm V22Rnn P22R qandQ22RkkqbecolumnorthogonalmatricessuchthatUU1U2VV1V2PP1P2andQQ1Q2areorthogonalrespectivelyThenitisobvioustha

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