bghojogh / Generalized-Eigenvalue-Problem

The code for generalized eigenvalue problem

Generalized Eigenvalue Problem

This is the code for the following papers:

• Benyamin Ghojogh, Fakhri Karray, and Mark Crowley. "Eigenvalue and generalized eigenvalue problems: Tutorial" arXiv preprint arXiv:1903.11240 (2019).
  • Link of paper: click here.

This code is for Generalized Eigenvalue Problem.

In the following, you see the algorithm of generalized eigenvalue problem: