Face recognition and identification are very important applications in machine learning. Due to the increasing amount of available data, traditional approaches based on matricization and matrix PCA methods can be difficult to implement. Moreover, the tensorial approaches are a natural choice, due to the mere structure of the databases, for example in the case of color images. Nevertheless, even though various authors proposed factorization strategies for tensors, the size of the considered tensors can pose some serious issues. Indeed, the most demanding part of the computational effort in recognition or identification problems resides in the training process. When only a few features are needed to construct the projection space, there is no need to compute a SVD on the whole data. Two versions of the tensor Golub–Kahan algorithm are considered in this manuscript, as an alternative to the classical use of the tensor SVD which is based on truncated strategies. In this paper, we consider the Tensor Tubal Golub–Kahan Principal Component Analysis method which purpose it to extract the main features of images using the tensor singular value decomposition (SVD) based on the tensor cosine product that uses the discrete cosine transform. This approach is applied for classification and face recognition and numerical tests show its effectiveness.

Nonsymmetric differential matrix Riccati equations arise in many problems related to science and engineering. This work is focusing on the sensitivity of the solution to perturbations in the matrix coefficients and the initial condition. Two approaches of nonlocal perturbation analysis of the symmetric differential Riccati equation are extended to the nonsymmetric case. Applying the techniques of Fréchet derivatives, Lyapunov majorants and fixed-point principle, two perturbation bounds are derived: the first one is based on the integral form of the solution and the second one considers the equivalent solution to the initial value problem of the associated differential system. The first bound is derived for the nonsymmetric differential Riccati equation in its general form. The perturbation bound based on the sensitivity analysis of the associated linear differential system is formulated for the low-dimensional approximate solution to the large-scale nonsymmetric differential Riccati equation. The two bounds exploit the existing sensitivity estimates for the matrix exponential and are alternative.

In the present paper, we present some numerical methods for computing approximate solutions to some large differential linear matrix equations. In the first part of this work, we deal with differential generalized Sylvester matrix equations with full rank right-hand sides using a global Galerkin and a norm-minimization approaches. In the second part, we consider large differential Lyapunov matrix equations with low rank right-hand sides and use the extended global Arnoldi process to produce low rank approximate solutions. We give some theoretical results and present some numerical experiments.