gen_eig_solve.m
4f9ff70f0445master

gen_eig_solve.m
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			[V,D] = eig(C, B);
			% vv= (eig(C));
			% opt_val = -D(end,end)
			opt_val = -D(1,1)
			%% GenElin: Competing algorithm which uses linear solver of matlab

			w = randn(n,1);
			w = w/sqrt(w'Bw);
			objective = zeros(params.iters,1);
			for k = 1:params.iters
			w = B\(C*w);
			w = w/sqrt(w'Bw);
			objective(k) = -w'(Cw);
			if k ~= 1 && abs(objective(k)- objective(k-1)) < 1e-15
			fprintf('GenElin: Converged Breaking...\n iter: %d, optimal value: %.5f\n ',k, objective(k))
			break;
			end
			end
			objective(k+1:end) = [];