# Eigenvalue and Generalized Eigenvalue Problems: Tutorial

arXiv: https://arxiv.org/abs/1903.11240 · HTML: https://mlsanity.com/paper/1903.11240/

## Key facts

- Cited by 46 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 25 Mar 2019.

## Built on by (most cited first, 30 of 46)

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## Abstract (arXiv)

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.