“…The generalized Hermitian eigenvalue problem (GHEP) [1] is of great interest in signal processing, machine learning and data analysis applications. The GHEP algorithms provide powerful tools to treat problems in blind source separation [2,3], feature extraction [4,5], noise filtering [6], fault detection [7], antenna array processing [8], classification [9], and speech enhancement [10]. Traditional methods for solving the GHEP include power and inverse iteration based methods, Lanczos method and Jacobi-Davidson method [1,11].…”