3rd deliverable - Linear Discriminant Analysis

This repository was developed as an assignment for PEL208 (Special Learning Topics), which is a lecture of Centro Universitário FEI graduate program, presented by Prof. Phd. Reinaldo Augusto da Costa Bianchi.

The goal of this assignment is to write the code of LDA, as discussed in class.

This code was written in C++ programming language.

The Eigen library has been used to compute linear algebra operations and compute the eigenvalues and eigenvectors.