Showing posts with label: linear_algebra. Show all posts.

Eigenvectors from Eigenvalues

Sunday 24 November 2019

This paper was released over the summer which describes a newly discovered method for obtaining eigenvectors from eigenvalues. While this method only works for Hermitian matrices, previous methods for computing eigenvectors were far more complicated and costly. While relatively, easy, it can be quite costly to determine the dominant eigenvector of a matrix, and this process had to be repeated after removing the dominant eigenvector of the matrix in order to compute additional eigenvectors.

This new method shows that there is a straightforward relationship between the normed squared eigenvalues of a matrix, the eigenvalues of submatrices, and the eigenvectors. I can't stress enough how amazing this is. This will require that all linear algebra textbooks be revised.

I have a numpy implementation of this new method available here.

Labels: python, linear_algebra
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