Abstract
We consider the eigenvalue problem where and the eigenvalue is also real . If we are given , and, additionally, the absolute value of the entries of (the vector ), is there a fast way to recover ? In particular, can this be done quicker than computing 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 is a simple eigenvalue. The problem should become easier when is large and we discuss another algorithm for that case as well.
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