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On principal component analysis of the convex combination of two data matrices and its application to acoustic metamaterial filters (2104.07054v2)

Published 4 Apr 2021 in math.OC and cs.LG

Abstract: In this short paper, a matrix perturbation bound on the eigenvalues found by principal component analysis is investigated, for the case in which the data matrix on which principal component analysis is performed is a convex combination of two data matrices. The application of the theoretical analysis to multi-objective optimization problems (e.g., those arising in the design of acoustic metamaterial filters) is briefly discussed, together with possible extensions.

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