Generalized Principal Component Analysis
This book provides a comprehensive introduction to the latest advances in the mathematical theory and computational tools for modeling high-dimensional data drawn from one or multiple low-dimensional subspaces (or manifolds) and potentially corrupted by n
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René Vidal Yi Ma S. Shankar Sastry
Generalized Principal Component Analysis
Generalized Principal Component Analysis
Interdisciplinary Applied Mathematics Volume 40 Editors S.S. Antman L. Greengard P. Holmes
Series Advisors Leon Glass Robert Kohn P.S. Krishnaprasad James D. Murray Shankar Sastry James Sneyd
Problems in engineering, computational science, and the physical and biological sciences are using increasingly sophisticated mathematical techniques. Thus, the bridge between the mathematical sciences and other disciplines is heavily traveled. The correspondingly increased dialog between the disciplines has led to the establishment of the series: Interdisciplinary Applied Mathematics. The purpose of this series is to meet the current and future needs for the interaction between various science and technology areas on the one hand and mathematics on the other. This is done, firstly, by encouraging the ways that mathematics may be applied in traditional areas, as well as point towards new and innovative areas of applications; and, secondly, by encouraging other scientific disciplines to engage in a dialog with mathematicians outlining their problems to both access new methods and suggest innovative developments within mathematics itself. The series will consist of monographs and high-level texts from researchersworking on the interplay between mathematics and other fields of science and technology.
More information about this series at http://www.springer.com/series/1390
René Vidal • Yi Ma • S. Shankar Sastry
Generalized Principal Component Analysis
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René Vidal Center for Imaging Science Department of Biomedical Engineering Johns Hopkins University Baltimore, MD, USA
Yi Ma School of Information Science and Technology ShanghaiTech University Shanghai, China
S. Shankar Sastry Department of Electrical Engineering and Computer Science University of California Berkeley Berkeley, CA, USA
ISSN 0939-6047 ISSN 2196-9973 (electronic) Interdisciplinary Applied Mathematics ISBN 978-0-387-87810-2 ISBN 978-0-387-87811-9 (eBook) DOI 10.1007/978-0-387-87811-9 Library of Congress Control Number: 2015958763 Mathematics Subject Classification (2010): 30C10, 30C40, 62-XX, 62-07, 62-08, 62B10, 62Fxx, 62H12, 62H25, 62H35, 62Jxx, 62J05, 62J07, 14-XX, 14N20, 15-XX Springer New York Heidelberg Dordrecht London © Springer-Verlag New York 2016 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective l
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