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

DOI10.1090/BULL/1722MaRDI QIDQ5860469zbMATH OpenOpenAlexWikidataFDO

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)

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

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)

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.

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Cited in

(24)

• Eigenvectors from Eigenvalues Sparse Principal Component Analysis
• Eigenvectors from eigenvalues: the case of one-dimensional Schrödinger operators
• Equiangular lines in Euclidean spaces: Dimensions 17 and 18
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• Can one hear a matrix? Recovering a real symmetric matrix from its spectral data
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