Patent ID: 7502495

Claim:
A method in a computer system for incrementally updating a projection matrix for projecting data from a high dimensional space to a low dimensional space, the method comprising: using a computer to carry out the steps of: establishing an objective function based on a maximum margin criterion matrix; providing data samples, each data sample being in the high dimensional space and having a class; and for each data sample, calculating a vector that is the maximum margin criterion matrix times the eigenvector, the calculated vector being derived incrementally from the vector calculated for the previous data sample; deriving the leading eigenvector of the maximum margin criterion matrix from the calculated vector; and for each subsequent eigenvector, successively subtracting the projection of the previously derived eigenvector from the data sample; calculating a vector that is the maximum margin criterion matrix times the subsequent eigenvector, the calculated vector being derived incrementally from the previously calculated vector; and deriving the subsequent eigenvector of the maximum margin criterion matrix from the calculated vector wherein the derived eigenvectors compose the projection matrix.