Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: One-shot Distributed Algorithm for Generalized Eigenvalue Problem   Nowadays, more and more datasets are stored in a distributed way for the sake
of memory storage or data privacy. The generalized eigenvalue problem (GEP)
plays a vital role in a large family of high-dimensional statistical models.
However, the existing distributed method for eigenvalue decomposition cannot be
applied in GEP for the divergence of the empirical covariance matrix. Here we
propose a general distributed GEP framework with one-shot communication for
GEP. If the symmetric data covariance has repeated eigenvalues, e.g., in
canonical component analysis, we further modify the method for better
convergence. The theoretical analysis on approximation error is conducted and
the relation to the divergence of the data covariance, the eigenvalues of the
empirical data covariance, and the number of local servers is analyzed.
Numerical experiments also show the effectiveness of the proposed algorithms.

20
The categories of this paper are: acc-phys
17
The categories of this paper are: q-fin
21
The categories of this paper are: adap-org
32
The categories of this paper are: atom-ph
36
The categories of this paper are: cmp-lg
14
The categories of this paper are: math-ph
27
The categories of this paper are: comp-gas
22
The categories of this paper are: chao-dyn
29
The categories of this paper are: funct-an
12
The categories of this paper are: nucl-th
25
The categories of this paper are: patt-sol
11
The categories of this paper are: hep-lat
7
The categories of this paper are: hep-th
4
The categories of this paper are: cond-mat
8
The categories of this paper are: hep-ex
31
The categories of this paper are: ao-sci