LIU, XIN; HAO, CHUNLIN; CHENG, MINGHOU - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 03, pp. 1340003-1
In this paper, we introduce a geometric model for linear symmetric eigenvalue problem, which is motivated by the fact that any eigenvalue of a symmetric positive definite matrix A is the reciprocal of the square length of an axis of the ellipsoid xTAx = 1. Hence, to find the largest eigenvalue...