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[List] (Text book aid) Pattern recognition and Machine Learning by Chris Bishop
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[List] Pattern Recognition and Machine Learning Th...
Thursday, September 26, 2013
Lagrange Multipliers in Matrix Form
Lagrange Multipliers in Matrix Form
Lagrange multipliers :
(1)
Constrained minimization:
(2)
By equation (2), equation (1) becomes
(3)
By inserting the term below,
equation (3) becomes as below
(4)
If we denote Minimum Value of
is, equatio
n (4) becomes as follows:
s
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