My husband has dementia and follows me everywhere. Advice?

If he doesn't find me, he starts screaming and cursing until I come running from whatever room I'm in. He keeps thinking that I'm leaving him alone. I've explained over and over again that I'm not. So far, I'm able to food shop alone if I leave him a written note of where I'm at and will be back shortly. I'm at my wits end. I tell him if I'm going to the bathroom, etc. If I try and read a book, he follows me into the living room and sits in a chair and stares at me. I try to find interesting things for him on the TV, but he won't watch anything unless I'm in the room with him.