PCA
Unsupervised, maximize the variance
LDA
Supervised, minimize distance between same class, maximize different
with-in class scatter, for each class $S_i$ and correspond mean vector $m_i$
$$S_i=\sum (x-m_i)(x-m_i)^T$$
PCA
Unsupervised, maximize the variance
LDA
Supervised, minimize distance between same class, maximize different
with-in class scatter, for each class $S_i$ and correspond mean vector $m_i$
$$S_i=\sum (x-m_i)(x-m_i)^T$$