Algorithm 845: EIGIFP: a MATLAB program for solving large symmetric generalized eigenvalue problems.

James H. Money Qiang Ye

Published in: ACM Trans. Math. Softw. (2005)

Keyphrases

dynamic programming
eigenvalue problems
learning algorithm
computational complexity
cost function
convergence rate
search space
np hard
simulated annealing
linear programming
detection algorithm
combinatorial optimization
optimal solution
k means
em algorithm
closed form