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 language | English (US) |
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Pages (from-to) | 239-252 |
Number of pages | 14 |
Journal | Linear Algebra and Its Applications |
Volume | 652 |
DOIs | |
State | Published - 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