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:
