Oja's rule convergence on a 2-dimensional diagonal covariance. From framework F9 (power iteration), take the input covariance C = diag(2, 1) (principal direction along e_1 with eigenvalue 2 > 1 = eigenvalue of e_2). The Oja-ODE d-w/d-t =…
Oja's rule convergence on a 2-dimensional diagonal covariance. From framework F9 (power iteration), take the input covariance C = diag(2, 1) (principal direction along e_1 with eigenvalue 2 > 1 = eigenvalue of e_2). The Oja-ODE d-w/d-t =…