In many real-world scenarios, data from multiple modalities (sources) are collected during a development phase. Such data are referred to as multiview data. While additional information from multiple views often improves the performance, collecting data from such additional views during the testing phase may not be desired due to the high costs associated with measuring such views or, unavailability of such additional views. Therefore, in many applications, despite having a multiview training data set, it is desired to do performance testing using data from only one view. In this paper, we present a multiview feature selection method that leverages the knowledge of all views and use it to guide the feature selection process in an individual view. We realize this via a multiview feature weighting scheme such that the local margins of samples in each view are maximized and similarities of samples to some reference points in different views are preserved. Also, the proposed formulation can be used for cross-view matching when the view-specific feature weights are pre-computed on an auxiliary data set. Promising results have been achieved on nine real-world data sets as well as three biometric recognition applications. On average, the proposed feature selection method has improved the classification error rate by 31 percent of the error rate of the state-of-the-art.