Input
:
Initial vector
𝑥
0
begin
Set
𝜆
1
(
1
)
=
𝑥
𝑇
0
𝐴
𝑥
0
𝑥
𝑇
0
𝐵
𝑥
0
For
𝑗
=
0
,
1
,
2
,
…
begin
Solve linear system
𝐴
𝑧
𝑗
+
1
=
𝐵
𝑥
𝑗
for
𝑧
𝑗
+
1
Set
𝜆
1
(
𝑗
+
1
)
=
𝑧
𝑇
𝑗
+
1
𝐴
𝑧
𝑗
+
1
𝑧
𝑇
𝑗
+
1
𝐵
𝑧
𝑗
+
1
Set
𝑥
𝑗
+
1
=
𝑧
𝑗
+
1
‖
𝑧
𝑗
+
1
‖
Output
:
𝑥
𝑗
,
𝜆
1
(
𝑗
)
end
end
Algorithm 1