# SparseEIG

**Repository Path**: weirdochen/SparseEIG

## Basic Information

- **Project Name**: SparseEIG
- **Description**: Sparse Eigenvalue Decomposition by Penalized Orthogonal Iterations
- **Primary Language**: Unknown
- **License**: Not specified
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2020-07-16
- **Last Updated**: 2020-12-19

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# SparseEIG
Sparse Eigenvalue Decomposition by Penalized Orthogonal Iterations

Matlab functions to perform sparse eigenvalue decomposition of symmetric matrices pair (A,B).

Type in Matlab Command Window
```
help seig.m
```

See https://arxiv.org/abs/1711.03170 for computation details and applications to statistical problems.