Is the default linear discriminant analysis (LDA) in Matlab the Fisher discriminant analysis?
A:
After comparing the Wikipedia article on LDA with the function, I'd say it depends on the strictness of the definition of 'Fisher discriminant analysis'. If you go with the strict definition as mentioned in Wikipedia, then no, Matlab's LDA is not the Fisher discriminant analysis since it assumes that the variances are equal.
Jonas
2010-04-27 03:16:24