Suboptimal discrimination linear mapping (Chernoff mapping)
W = CHERNOFFM(A,N,R)
Finds a mapping of the labeled dataset A onto an N-dimensional linear subspace such that it maximises the heteroscedastic Chernoff criterion (also called the Chernoff mapping).
M. Loog and R.P.W. Duin, Linear Dimensionality Reduction via a Heteroscedastic Extension of LDA: The Chernoff Criterion, IEEE Transactions on pattern analysis and machine intelligence, vol. PAMI-26, no. 6, 2004, 732-739.