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Derivation of the equation 3.2

We first prove that equation 3.2:

  equation1053

is the solution to the system of the following equations:

  equation1058

  equation1064

  equation1068

  equation1076

  equation1082

We assume here that the weight vector tex2html_wrap_inline1591 is a column vector with the same dimensionality as tex2html_wrap_inline1467 .

At first we combine equations A.2, A.4 and A.5. They yield

displaymath2313

We can further manipulate the norm appearing on the right hand side of the equation.

displaymath2314

displaymath2315

Here we have used the fact that tex2html_wrap_inline2327 . The term tex2html_wrap_inline2329 does not depend on z, and therefore it can be left out without affecting the minimisation. We can now rewrite the system of equations:

displaymath2316

displaymath2317

Without the constraint tex2html_wrap_inline2333 the solution would be tex2html_wrap_inline2335 . It is evident that equation A.1 gives the solution when we take the constraint into consideration.



Harri Lappalainen
Thu May 9 14:06:29 DST 1996