Solving generalized eigenvalue problems by ordinary differential equations on a quantum computer

Many eigenvalue problems arising in practice are often of the generalized form $A\x=\lambda B\x$. One particularly important case is symmetric, namely $A, B$ are Hermitian and $B$ is positive definite. The standard algorithm for solving this class of eigenvalue problems is to reduce them to Hermitian eigenvalue problems. For a quantum computer, quantum phase estimation is a useful technique to solve Hermitian eigenvalue problems. In this work, we propose a new quantum algorithm for symmetric generalized eigenvalue problems using ordinary differential equations. The algorithm has lower complexity than the standard one based on quantum phase estimation. Moreover, it works for a wider case than symmetric: $B$ is invertible, $B^{-1}A$ is diagonalizable and all the eigenvalues are real.