Created
November 16, 2019 15:46
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A demo R script of [the paper EIGENVECTORS FROM EIGENVALUES](https://arxiv.org/pdf/1908.03795.pdf), modified from [Yu-Chen Shu](https://www.facebook.com/yuchen.shu/posts/10157876738839228) rewritten in R.
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# Generate random matrix with dim = N | |
N <- 3 | |
A <- matrix(runif(N*N), N, N, byrow=TRUE) | |
A <- A+t(A) | |
# Setting up eigenvalues lambda, true eigenvector V and derived eigenvector U | |
ev <- eigen(A) | |
(lambda <- ev$values) | |
(V <- ev$vectors) | |
U <- matrix(0L, N, N) | |
# Calculate from lemma 2 in https://arxiv.org/pdf/1908.03795.pdf | |
for (i in 1:N) { | |
lambda_D <- lambda; lambda_D[i] <- NA; lambda_D <- lambda_D[!is.na(lambda_D)] | |
denominator <- prod(lambda[i]-lambda_D) | |
for (j in 1:N) { | |
M <- A; M[,j] = M[j,] <- NA; M <- matrix(M[!is.na(M)], N-1, N-1) | |
lambda_M <- eigen(M)$values | |
fraction <- prod(lambda[i]-lambda_M) | |
U[j,i] <- fraction/denominator | |
} | |
} | |
# Check the infinity norm of DIFF(U, V^2) shows that they are close enough | |
norm(U - V*V, type="I") |
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Thanks for sharing