Analytical form of globally optimal solution of weighted sum of intraclass separation and interclass separation

The Fisher linear discriminant analysis (FLDA)-based method is a common method for jointly optimizing the intraclass separation and the interclass separation of the projected feature vectors by defining the objective function as the ratio of the intraclass separation over the interclass separation. To address the eigenproblem of the FLDA, a quadratic equality constraint is imposed on the square of the null null null null null null null null null...