Eigenvalue and Generalized Eigenvalue Problems: Tutorial. Ghojogh, B., Karray, F., & Crowley, M. 2019. ![Eigenvalue and Generalized Eigenvalue Problems: Tutorial [link]](https://bibbase.org/img/filetypes/link.svg "link")
Website abstract bibtex 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.
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title = {Eigenvalue and Generalized Eigenvalue Problems: Tutorial},
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websites = {http://arxiv.org/abs/1903.11240},
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abstract = {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.},
bibtype = {article},
author = {Ghojogh, Benyamin and Karray, Fakhri and Crowley, Mark},
number = {2}
}
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