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

Abstract

If $A$ is an $n \times n$ Hermitian matrix with eigenvalues $λ_1(A),\dots,λ_n(A)$ and $i,j = 1,\dots,n$, then the $j^{\mathrm{th}}$ component $v_{i,j}$ of a unit eigenvector $v_i$ associated to the eigenvalue $λ_i(A)$ is related to the eigenvalues $λ_1(M_j),\dots,λ_{n-1}(M_j)$ of the minor $M_j$ of $A$ formed by removing the $j^{\mathrm{th}}$ row and column by the formula $$ |v_{i,j}|^2\prod_{k=1;k\neq i}^{n}\left(λ_i(A)-λ_k(A)\right)=\prod_{k=1}^{n-1}\left(λ_i(A)-λ_k(M_j)\right)\,.$$ 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.