exploration of data analysis

Question 4. Refer the class note on discriminant analysis and definition notations of w, B&S. Show that the w maximizing WT Bw wT Sw satisfies S 'Bw = Aw (Hence, w is the eigenvector and ) is eigenvalue of S-1 B.) Hint: Argue that we can maximize w Bw subject to w Sw = a , where a is a constant. Then introduce a Lagrange multiplier for the constraint and differentiate with respect to elements of w