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Quantum algorithms for the generalized eigenvalue problem

The generalized eigenvalue (GE) problems are of particular importance in various areas of science engineering and machine learning. We present a variational quantum algorithm for finding the desired generalized eigenvalue of the GE problem, $\mathcal{A}|ψ\rangle=λ\mathcal{B}|ψ\rangle$, by choosing suitable loss functions. Our approach imposes the superposition of the trial state and the obtained eigenvectors with respect to the weighting matrix $\mathcal{B}$ on the Rayleigh-quotient. Furthermore, both the values and derivatives of the loss functions can be calculated on near-term quantum devices with shallow quantum circuit. Finally, we propose a full quantum generalized eigensolver (FQGE) to calculate the minimal generalized eigenvalue with quantum gradient descent algorithm. As a demonstration of the principle, we numerically implement our algorithms to conduct a 2-qubit simulation and successfully find the generalized eigenvalues of the matrix pencil $(\mathcal{A},\,\mathcal{B})$. The numerically experimental result indicates that FQGE is robust under Gaussian noise.