We present quantum algorithms to efficiently perform discriminant analysis
for dimensionality reduction and classification over an exponentially large
input data set. Compared with the best-known classical algorithms, the quantum
algorithms show an exponential speedup in both the number of training vectors
M and the feature space dimension N. We generalize the previous quantum
algorithm for solving systems of linear equations [Phys. Rev. Lett. 103, 150502
(2009)] to efficiently implement a Hermitian chain product of k
trace-normalized N×N Hermitian positive-semidefinite matrices with
time complexity of O(log(N)). Using this result, we perform linear as well
as nonlinear Fisher discriminant analysis for dimensionality reduction over M
vectors, each in an N-dimensional feature space, in time O(ppolylog(MN)/ϵ3), where ϵ denotes the tolerance error, and p is
the number of principal projection directions desired. We also present a
quantum discriminant analysis algorithm for data classification with time
complexity O(log(MN)/ϵ3).Comment: 11 pages, published versio