Efficient update of the covariance matrix inverse in iterated linear discriminant analysis

Jan Salmen, Marc Schlipsing, Christian Igel. Efficient update of the covariance matrix inverse in iterated linear discriminant analysis. Pattern Recognition Letters, 31(13):1903-1907, 2010. [doi]

@article{SalmenSI10,
  title = {Efficient update of the covariance matrix inverse in iterated linear discriminant analysis},
  author = {Jan Salmen and Marc Schlipsing and Christian Igel},
  year = {2010},
  doi = {10.1016/j.patrec.2010.03.001},
  url = {http://dx.doi.org/10.1016/j.patrec.2010.03.001},
  tags = {analysis},
  researchr = {https://researchr.org/publication/SalmenSI10},
  cites = {0},
  citedby = {0},
  journal = {Pattern Recognition Letters},
  volume = {31},
  number = {13},
  pages = {1903-1907},
}