Abstract: The Linear discriminant analysis (LDA) can be
generalized into a nonlinear form - kernel LDA (KLDA) expediently
by using the kernel functions. But KLDA is often referred to a general
eigenvalue problem in singular case. To avoid this complication, this
paper proposes an iterative algorithm for the two-class KLDA. The
proposed KLDA is used as a nonlinear discriminant classifier, and the
experiments show that it has a comparable performance with SVM.