# Linear discriminant analysis with $p\gg n$

I am studying Linear Discriminant Analysis (LDA). According to the formula for LDA, we are supposed to get the inverse of within group covariance. However, if $$p\gg n$$ (i.e., the dimension is much larger than the number of samples), what should I do?

$$\Sigma \rightarrow (\lambda-1)\Sigma+\lambda I_m$$
Where $$\lambda$$ is a hyperparameter that must be set in advance (and possibly optimized).