Recently, the gene expression data, product of high-throughput technology, appeared in earnest and the studies related with it (so-called bioinformatics) occupied an important position in the field of biological and medical research. The microarray is a revolutionary technology which enables us to monitor several thousands of genes simultaneously and thus to gain an insight into the phenomena in the human body (e.g. the mechanism of cancer progression) at the molecular level. To obtain useful information from such gene expression measurements, it is essential to analyze the data with appropriate techniques. However the high-dimensionality of the data can bring about some problems such as curse of dimensionality and singularity problem of matrix computation, and hence makes it difficult to apply conventional data analysis methods. Therefore, the development of method which can effectively treat the data becomes a challenging issue in the field of computational biology. This research focuses on the gene selection and classification for cancer subtype discrimination based on gene expression (microarray) data.