Dynamical system for computing largest generalized eigenvalue

  • Authors:
  • Lijun Liu;Wei Wu

  • Affiliations:
  • Department of Applied Mathematics, Dalian University of Technology, Dalian, P.R. China;Department of Applied Mathematics, Dalian University of Technology, Dalian, P.R. China

  • Venue:
  • ISNN'06 Proceedings of the Third international conference on Advances in Neural Networks - Volume Part I
  • Year:
  • 2006

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Abstract

A dynamical system is proposed for generalized eigen- decomposition problem. The stable points of the dynamical system are proved to be the eigenvectors corresponding to the largest generalized eigenvalue.