Karhunen-Loeve decomposition in the presence of symmetry - Part I

被引:7
作者
Lahme, B [1 ]
Miranda, R
机构
[1] Univ Arizona, Dept Math, Tucson, AZ 85721 USA
[2] Colorado State Univ, Dept Math, Ft Collins, CO 80523 USA
基金
美国国家科学基金会;
关键词
data compression; dimension reduction; finite groups; Karhunen-Loeve decomposition; Lie groups; representation theory; symmetry;
D O I
10.1109/83.784431
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
The Karhunen-Loeve (KL) decomposition is widely used to data which very often exhibit some symmetry, afforded by a group action. For a finite group, we derive an algorithm using group representation theory to reduce the cost of determining the KL basis. We demonstrate the technique on a Lorenz-type ODE system. For a compact group such as tori or SO(3, IR) the method also applies, and we extend results to these cases. As a short example, we consider the circle group S-1.
引用
收藏
页码:1183 / 1190
页数:8
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