I am trying to find $Z$ in the following problem:
\begin{equation} \begin{array}{c} maximize \hspace{2mm} \frac{\text{trace}(Z^{T}Lb\hspace{2mm} Z)}{\text{trace}(Z^{T}Lw\hspace{2mm} Z)}, \\ \end{array} \end{equation} for $Z \in \mathbb{R}^{m\times n}$ and $Wb,Ww \in \mathbb{R}^{mxm}$. Using the scale constraint \begin{equation} Z^{T} Dw Z = I \end{equation} And Lw = Dw −Ww , Lb = Db −Wb.(Laplacian)
W(Wb,Ww) denotes the symmetric affinity matrix and D(Db,Dw) is the diagonal weight matrix, whose entries are column (or row, since W is symmetric) sums of W, then the Laplacian matrix is given L = D −W.
I would appreciate any help!