Why can the best Fisher's linear discriminant vector be solved by $w_{lda}=S_W^{-1}(m_2-m_1)$?

30 Views Asked by At

Why can the best Fisher's linear discriminant vector be solved by $w_{lda}=S_W^{-1}(m_2-m_1)$?

Background:

https://www.cs.ccu.edu.tw/~wylin/publications/ieee_smc.pdf pages 11-12.