duced-subspace linear discriminant analysis for a <span class="arithmatex">\(K\)</span>-group problem. You compute the canonical variables of
dimension <span class="arithmatex">\(L\le K-1\)</span> given by <span class="arithmatex">\(z = U^Tx\)</span>, where <span class="arithmatex">\(U\)</span> is the <span class="arithmatex">\(p\times L\)</span> matrix of discriminat coefficients, and <span class="arithmatex">\(p &gt; K\)</span> is the dimension of <span class="arithmatex">\(x\)</span>.</p>
<p>(a) If <span