Linear AlgebraEigenvalues and Eigenvectors

Eigenspaces and Multiplicity

Each eigenvalue has a space of eigenvectors.

Not started Jump to practice

For each eigenvalue, the eigenvectors (together with $\mathbf{0}$) form a subspace. How big that subspace is decides a great deal, as the next topic will show. We find eigenvalues with the characteristic equation and then their eigenvectors by row reduction.

On an eigenspace the matrix acts very simply: every vector in $E_\lambda$ is just multiplied by $\lambda$. A line eigenspace is a line the matrix stretches; a plane eigenspace is a whole plane the matrix stretches uniformly.

The eigenspace of $A$ for $\lambda$ is $E_\lambda = \operatorname{Nul}(A - \lambda I)$: all eigenvectors for $\lambda$ plus the zero vector. Its dimension is the geometric multiplicity of $\lambda$. The geometric multiplicity is always at least $1$ and at most the algebraic multiplicity.

Worked example: An eigenspace that is only a line

For $B = \begin{bmatrix} 2 & 0 & 0 \\ 1 & 3 & -1 \\ 0 & 2 & 0 \end{bmatrix}$ (eigenvalues $2, 2, 1$), find a basis of $E_2$.
  1. $B - 2I = \begin{bmatrix} 0 & 0 & 0 \\ 1 & 1 & -1 \\ 0 & 2 & -2 \end{bmatrix}$, which reduces to $\begin{bmatrix} 1 & 0 & 0 \\ 0 & 1 & -1 \\ 0 & 0 & 0 \end{bmatrix}$.
  2. Two pivots, one free variable: $x_1 = 0$, $x_2 = x_3 = t$.
  3. $E_2 = \operatorname{Span}\left\{\begin{bmatrix} 0 \\ 1 \\ 1 \end{bmatrix}\right\}$. Check: $B\begin{bmatrix} 0 \\ 1 \\ 1 \end{bmatrix} = \begin{bmatrix} 0 \\ 2 \\ 2 \end{bmatrix}$. ✓
  4. So $\lambda = 2$ has algebraic multiplicity 2 but geometric multiplicity only 1.

Answer: $\left\{(0, 1, 1)\right\}$

Worked example: An eigenspace that is a plane

For $C = \begin{bmatrix} 3 & 0 & 0 \\ 0 & 3 & 0 \\ 1 & 2 & 1 \end{bmatrix}$ (lower triangular, eigenvalues $3, 3, 1$), find a basis of $E_3$.
  1. $C - 3I = \begin{bmatrix} 0 & 0 & 0 \\ 0 & 0 & 0 \\ 1 & 2 & -2 \end{bmatrix}$: one pivot, two free variables.
  2. $x_1 = -2x_2 + 2x_3$. With $x_2 = s$, $x_3 = t$: $\mathbf{x} = s\begin{bmatrix} -2 \\ 1 \\ 0 \end{bmatrix} + t\begin{bmatrix} 2 \\ 0 \\ 1 \end{bmatrix}$.
  3. $E_3$ is a plane with basis $\{(-2, 1, 0), (2, 0, 1)\}$: geometric multiplicity 2, equal to the algebraic multiplicity.

Answer: $\{(-2, 1, 0),\ (2, 0, 1)\}$

Why it works

Why must eigenvectors for different eigenvalues be independent? Take two: $A\mathbf{u} = \lambda\mathbf{u}$, $A\mathbf{v} = \mu\mathbf{v}$, $\lambda \neq \mu$. Suppose $a\mathbf{u} + b\mathbf{v} = \mathbf{0}$. Apply $A$: $a\lambda\mathbf{u} + b\mu\mathbf{v} = \mathbf{0}$. Subtract $\lambda$ times the first equation: $b(\mu - \lambda)\mathbf{v} = \mathbf{0}$. Since $\mu \neq \lambda$ and $\mathbf{v} \neq \mathbf{0}$, $b = 0$; then $a\mathbf{u} = \mathbf{0}$ gives $a = 0$. The same idea works for any number of distinct eigenvalues. So bases of different eigenspaces put together stay independent.
The shear $\begin{bmatrix} 1 & 1 \\ 0 & 1 \end{bmatrix}$ has eigenvalue 1 twice but only one eigenvector line. Choose "Stretch" or "Identity" to compare: for $2I$, every vector is an eigenvector.
Repeated eigenvalues can have big or small eigenspaces.
MatrixEigenvaluesEigenspaces
$2I$ (scaling)$2, 2$all of $\mathbb{R}^2$ (dimension 2)
$\begin{bmatrix} 1 & 1 \\ 0 & 1 \end{bmatrix}$ (shear)$1, 1$one line (dimension 1)
$\begin{bmatrix} 4 & 1 \\ 2 & 3 \end{bmatrix}$$5, 2$two lines
rotation by $90^\circ$$\pm i$ (not real)no real eigenvectors

A practical routine for a whole matrix: (1) find the eigenvalues from $\det(A - \lambda I) = 0$ and note their multiplicities; (2) for each eigenvalue, row reduce $A - \lambda I$; (3) count the free variables to get the dimension and read off one basis vector per free variable. If a row reduction of $A - \lambda I$ ever shows a pivot in every column, that $\lambda$ was not an eigenvalue after all: go back and check the characteristic polynomial.

Key idea

Each eigenvalue $\lambda$ has an eigenspace $\operatorname{Nul}(A - \lambda I)$; find its basis by row reduction. Its dimension (geometric multiplicity) is between 1 and the algebraic multiplicity, and eigenvectors from different eigenvalues are independent.

Practice

Pass with 3 right answers, the last 2 in a row. Each right answer earns 2 XP.

Loading practice…

Builds on

Leads to

Sources and further reading

  • Margalit and Rabinoff, Interactive Linear Algebra (Georgia Tech), §5.1 Eigenvalues and Eigenvectors and §5.4 Diagonalization (multiplicities)
  • MIT OpenCourseWare 18.06 Linear Algebra (Gilbert Strang, Spring 2010), Lecture 22: Diagonalization and Powers of A
@teddyrookbook GitHub