Eigenvectors from eigenvalues: a survey of a basic identity in linear algebra

DOI10.1090/BULL/1722zbMATH Open1481.15008arXiv1908.03795OpenAlexW3131825194WikidataQ112628821 ScholiaQ112628821MaRDI QIDQ5860469FDOQ5860469

Authors: Peter B. Denton, Stephen J. Parke, Xining Zhang, Terence Tao 

Publication date: 19 November 2021

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Abstract: If $A$ is an $nimesn$ Hermitian matrix with eigenvalues $lambd{a}_1(A),dots,lambd{a}_n(A)$ and $i,j=1,dots,n$, then the $j^{mathrmth}$ component $v_{i,j}$ of a unit eigenvector $v_i$ associated to the eigenvalue $lambd{a}_i(A)$ is related to the eigenvalues $lambd{a}_1(M_j),dots,lambd{a}_{n-1}(M_j)$ of the minor $M_j$ of $A$ formed by removing the $j^{mathrmth}$ row and column by the formula ${\displaystyle }$ |v_{i,j}|^2prod_{k=1;k eq i}^{n}left(lambda_i(A)-lambda_k(A) ight)=prod_{k=1}^{n-1}left(lambda_i(A)-lambda_k(M_j) ight),.${\displaystyle }$ We refer to this identity as the emph{eigenvector-eigenvalue identity} and show how this identity can also be used to extract the relative phases between the components of any given eigenvector. Despite the simple nature of this identity and the extremely mature state of development of linear algebra, this identity was not widely known until very recently. In this survey we describe the many times that this identity, or variants thereof, have been discovered and rediscovered in the literature (with the earliest precursor we know of appearing in 1834). We also provide a number of proofs and generalizations of the identity.

Full work available at URL: https://arxiv.org/abs/1908.03795

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zbMATH Keywords

eigenvaluesHermitian matrixeigenvector-eigenvalue identity

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Hermitian, skew-Hermitian, and related matrices (15B57) Research exposition (monographs, survey articles) pertaining to linear algebra (15-02) History of linear algebra (15-03)

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Cited In (24)

• The Yannelis-Prabhakar theorem on upper semi-continuous selections in paracompact spaces: extensions and applications
• Eigenvectors from Eigenvalues Sparse Principal Component Analysis
• Approximate Generalized Inverses with Iterative Refinement for $\epsilon$-Accurate Preconditioning of Singular Systems
• A divide-and-conquer method for constructing a pseudo-Jacobi matrix from mixed given data
• Imprints of flavor anomalies on neutrino oscillations through dark matter halo
• A Simple Fact about Eigenvectors That You Probably Don't Know
• Analytic neutrino oscillation probabilities
• Analytical solutions to some generalized and polynomial eigenvalue problems
• An eigenvector-eigenvalue-identity for matrices with a non-semi-simple eigenvalue
• Can one hear a matrix? Recovering a real symmetric matrix from its spectral data
• Equiangular lines in Euclidean spaces: Dimensions 17 and 18
• Eigenvector phase retrieval: recovering eigenvectors from the absolute value of their entries
• Quantum walks do not like bridges
• Higher order derivatives of the adjugate matrix and the Jordan form
• Equiangular lines in low dimensional Euclidean spaces
• Proof of a conjecture involving derangements and roots of unity
• Quantum dynamics for general time-dependent three coupled oscillators based on an exact decoupling
• Eigenvector components of symmetric, graph-related matrices
• A Method for Finding the Eigenvectors of an n × n Matrix Corresponding to Eigenvalues of Multiplicity One
• Eigenvector distribution in the critical regime of BBP transition
• Eigenvectors and eigenvalues: a new formula?
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Uses Software

• GitHub

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