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The simple implementation of LDA(Linear Discriminant Analysis) in c++.
Please read the paper:
http://research.cs.tamu.edu/prism/lectures/pr/pr_l10.pdf
for more details.

In the code, I got different weight from the results given in the PPT.

if any one know why, please contact me at:

[email protected]

I will be very appreciated.

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A simple implementation of LDA in c++

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