Solve this problem using method used in PCA/LDA

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北海茫月
北海茫月 2020-11-27 07:34

Given X,Y,Z, now please follow the idea/method used in LDA/PCA to find the best solution to:

argmax over a,b (a^T)Zb

s.t. a^TXa = 1, (b^T)Yb=1

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