Papers › Eigenvalue and Generalized Eigenvalue Problems: Tutorial

Eigenvalue and Generalized Eigenvalue Problems: Tutorial

25 Mar 2019arXiv:1903.11240archive 2025-07-28

Benyamin Ghojogh, Fakhri Karray, Mark Crowley

This paper is a tutorial for eigenvalue and generalized eigenvalue problems. We first introduce eigenvalue problem, eigen-decomposition (spectral decomposition), and generalized eigenvalue problem. Then, we mention the optimization problems which yield to the eigenvalue and generalized eigenvalue problems. We also provide examples from machine learning, including principal component analysis, kernel supervised principal component analysis, and Fisher discriminant analysis, which result in eigenvalue and generalized eigenvalue problems. Finally, we introduce the solutions to both eigenvalue and generalized eigenvalue problems.

PaperPDFCode

In Syntology Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.

Code

bghojogh/Generalized-Eigenvalue-Problem officialmentioned on GitHub report

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Tasks

BIG-bench Machine LearningMatrix Factorization / Decomposition

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections