Eigenvector Phase Retrieval: Recovering eigenvectors from the absolute value of their entries

Stefan Steinerberger, Hau tieng Wu

Research output: Contribution to journalArticlepeer-review

Abstract

We consider the eigenvalue problem Ax=λx where A∈Rn×n and the eigenvalue is also real λ∈R. If we are given A, λ and, additionally, the absolute value of the entries of x (the vector (|xi|)i=1n), is there a fast way to recover x? In particular, can this be done quicker than computing x from scratch? This may be understood as a special case of the phase retrieval problem. We present a randomized algorithm which provably converges in expectation whenever λ is a simple eigenvalue. The problem should become easier when |λ| is large and we discuss another algorithm for that case as well.

Original languageEnglish (US)
Pages (from-to)239-252
Number of pages14
JournalLinear Algebra and Its Applications
Volume652
DOIs
StatePublished - Nov 1 2022

Keywords

  • Eigenvector phase retrieval
  • Phase retrieval
  • Synchronization

ASJC Scopus subject areas

  • Algebra and Number Theory
  • Numerical Analysis
  • Geometry and Topology
  • Discrete Mathematics and Combinatorics

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