Linear-Discriminant-Analysis-LDA-

Perform LDA to reduce number of dimension of the given data

The code contain two class: Matrix & LDA

Matrix class contains:

1. Initlization of the matrix
   
2. Print out the matrix
   
3. Transpose a matrix
   
4. Inverse a matrix
   
5. Compute eigenvalues and eigenvectors (with Eigen library)
   
6. Calculate determinant of the matrix
   
7. concat two matrices
   
8. matrix multiplcation
   
9. Addition and subtraction of two matrices
   

LDA class contains:

1. Compute mean vector
   
2. Compute within class scatter matrix
   
3. Compute between class scatter matrix
   
4. Find basis vectors
   
5. Get final LDA result