UPDF AI

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

P. Denton,S. Parke,T. Tao,Xining Zhang

2019 · DOI: 10.1090/BULL/1722
Bulletin of the American Mathematical Society · 127 Citations

Abstract

If AA is an n×nn \times n Hermitian matrix with eigenvalues λ1(A),…,λn(A)\lambda_1(A),\dots,\lambda_n(A) and i,j=1,…,ni,j = 1,\dots,n, then the jthj^{\mathrm{th}} component vi,jv_{i,j} of a unit eigenvector viv_i associated to the eigenvalue λi(A)\lambda_i(A) is related to the eigenvalues λ1(Mj),…,λn−1(Mj)\lambda_1(M_j),\dots,\lambda_{n-1}(M_j) of the minor MjM_j of AA formed by removing the jthj^{\mathrm{th}} row and column by the formula

∣vi,j∣2∏k=1;k≠in(λi(A)−λk(A))=∏k=1n−1(λi(A)−λk(Mj)) . |v_{i,j}|^2\prod_{k=1;k\neq i}^{n}\left(\lambda_i(A)-\lambda_k(A)\right)=\prod_{k=1}^{n-1}\left(\lambda_i(A)-\lambda_k(M_j)\right)\,.

We refer to this identity as the \emph{eigenvector-eigenvalue identity}. 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.