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Guide on eigenspace and eigenbasis

schedule Aug 10, 2023
Last updated
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Linear Algebra
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Definition.

Eigenspace

Let λ be an eigenvaluelink of a square matrix A. The eigenspace of λ is defined as the null spacelink of AλI, that is:

Eλ(A)=nullspace(AλI)

Discussion. Recall that once we have obtained the eigenvalues λ of a square matrix A, we solve the below equation for x to obtain the corresponding eigenvectorslink:

(1)(AλI)x=0

By definitionlink, the set of vectors x that satisfies such a system is the null space of AλI. The eigenspace associated with λ is defined to be this null space.

Note that an eigenspace always contains the zero vector because x=0 is a solution to (1). However, an eigenvector cannot be the zero vector by definitionlink. In other words, all the vectors that reside in the eigenspace are eigenvectors of λ except for the zero vector.

Theorem.

Finding the eigenspace of a matrix

Consider the following matrix:

A=(4316)

Find the eigenspace of A.

Solution. The characteristic polynomiallink of A is:

det(AλI2)=|4λ316λ|=(4λ)(6λ)(3)(1)=244λ6λ+λ23=λ210λ+21=(λ3)(λ7)

Therefore, the eigenvalues of A are λ1=3 and λ2=7. Next, let's find eigenvectors x1 and x2 corresponding to λ1 and λ2 respectively.

(Aλ1I2)x1=0(433163)(x11x12)=0(1313)(x11x12)=0(1300)(x11x12)=0

Taking the first row:

x11+3x12=0x11=3x12

Let x12=t where t is some scalar. This means that x11=3t. Therefore, an eigenvector corresponding to eigenvalue λ1 can be expressed as:

x1=(31)t

The eigenspace E1 associated with λ1 is the vector space below:

E1={(31)t|tR}

We can think of this eigenspace as a collection of eigenvectors corresponding to λ1. Again, keep in mind that any vector in this eigenspace is an eigenvector associated with λ1 except the zero vector.

Next, let's find the eigenvectors corresponding to the eigenvalue λ2=7. We proceed like so:

(Aλ2I2)x2=0(473167)(x21x22)=0(3311)(x21x22)=0(1111)(x21x22)=0(1100)(x21x22)=0

Let x22=t where tR. This means x21 is:

x21t=0x21=t

The eigenspace E2 corresponding to eigenvalue λ2 is:

E2={(11)t|tR}
Theorem.

Eigenspace is a subspace

Let A be an n×n matrix and let λ be an eigenvalue of A. The eigenspace associated with λ is a subspacelink of Rn.

Proof. By definitionlink, the eigenspace of an eigenvalue λ is:

Eλ(A)=nullspace(AλI)

By theorem, the null space of any m×n matrix is a space of Rn. This completes the proof.

Definition.

Eigenbasis

Let A be an n×n matrix. The eigenbasis of A is a basislink of Rn consisting of n eigenvectors of A. As we shall see later, not all square matrices have an eigenbasis.

Theorem.

Finding the eigenbasis of a matrix

Find the eigenbasis of the following matrix:

A=(1524)

Solution. The characteristic polynomial of A is:

det(AλI)=|1λ524λ|=(1λ)(4λ)10=45λ+λ210=λ25λ6=(λ6)(λ+1)

Therefore, the eigenvalues of A are λ1=6 and λ2=1.

Let's find an eigenvector associated with λ1=6 like so:

(Aλ1I2)x1=0(165246)(x11x12)=0(5522)(x11x12)=0(1111)(x11x12)=0(1100)(x11x12)=0

Here, x11 is a basic variablelink while x12 is a free variablelink. Let x12=t where t is some scalar. The solution can now be expressed as:

(x11x12)=(tt)=(11)t

Therefore, the eigenspace E1 associated with λ1 is:

E1={(11)t|tR}

The basis for E1 is:

B1={(11)}

Next, let's find the eigenvectors corresponding to λ2=1. We proceed like so:

(Aλ2I2)x2=0(1+1524+1)(x21x22)=0(2525)(x21x22)=0(2500)(x21x22)=0

Let x22=t where tR. The solution can be expressed as:

(x21x22)=(2.5tt)=(2.51)t

The eigenspace E2 is:

E2={(2.51)t|tR}

The basis for E2 is:

B1={(2.51)}

The eigenbasis for R2 is the union of B1 and B2 that is:

B={(11),(2.51)}

Note that the combined basis B1B2 is guaranteed to be linearly independent given that they correspond to distinct eigenvalues. We will prove this laterlink in this guide.

Example.

Showing that a matrix does not have an eigenbasis

Consider the following matrix:

A=(2202)

Show that an eigenbasis does not exist for A.

Solution. The characteristic polynomial of A is:

det(AλI)=|2λ202λ|=(2λ)(2λ)

The eigenvalue of A is thus λ=2. The corresponding eigenvectors are obtained by:

(0200)(x1x2)=(00)

Here, x1 is a free variable and x2 is a basic variable. Let x1=t where t is some scalar. The solution set can now be expressed as:

(x1x2)=(t0)=(10)t

Therefore, the eigenspace E associated with λ=2 is:

E={(10)t|tR}

The basis for E is:

B={(10)}

Since the eigenspace E is spanned by one basis vector, the dimensionlink of E is 1. By definitionlink, the eigenbasis must be a basis for R2 in this case. However, one basis vector cannot span R2, which means there is no eigenbasis for A.

Theorem.

Union of the basis for eigenspace corresponding to distinct eigenvalues is linearly independent

If λ1, λ2, , λk are distinct eigenvalues of a matrix with corresponding eigenspace E1, E2, , Ek spanned by basis B1, B2, , Bk respectively, then B1B2Bk is linearly independent.

Proof. Let λ1, λ2, , λk be distinct eigenvalues with corresponding eigenspace E1, E2, , Ek spanned by basis B1, B2, , Bk respectively. Suppose the union of the eigenvectors is:

B1B2Bk={v1,v2,,vn}

Where nk. Note that n may be greater than k because the dimension of the eigenspace corresponding to an eigenvalue may be greater than 1.

Now, consider the criterialink for linear independence:

(2)0=c1v1+c2v2++cnvn

Where c1, c2, , cn are some scalar coefficients. Our goal is to show that all of these coefficients must equal zero for (2) to hold - this will imply that {v1,v2,,vn} is linearly independent by definitionlink. Let's group the eigenbasis vectors with the same eigenvalue:

(3)0=(c1v1+c2v2)+(c3v3)+(c4v4+c5v5+c6v6)++(cnvn)

Here, we've color-coded the eigenbasis vectors with the same eigenvalue - this is only an example to demonstrate what we mean by the grouping of eigenvectors. For instance, in this case, v1 and v2 are the eigenbasis vectors of B1 corresponding to the first eigenvalue. Let's define the following vectors:

(4)w1=(c1v1+c2v2)w2=(c3v3)w3=(c4v4+c5v5+c6v6)wk=(cnvn)

We can rewrite (3) as:

(5)w1+w2+w3++wk=0

For (5) to hold, the following must be true:

(6)w1=0,w2=0,w3=0,,wk=0

To understand why, suppose these eigenvectors are not equal to the zero vector:

w10,w20,w30,,wk0

We can make w1 in (5) the subject to get:

w1=w2w3wk

This means that we can express w1 as a linear combination of the other vectors w2, w3, , wk. In other words, w1 is linearly dependent on the other vectors. Now, recall that all the eigenvectors corresponding to distinct eigenvalues are linearly independent by theoremlink. This means that w1, w2, , wk cannot be eigenvectors, which implies they must be zero vectors. This is why (6) holds.

Gong back to (4), we have that:

(c1v1+c2v2)=0(c3v3)=0(c4v4+c5v5+c6v6)=0(cnvn)=0

Because basis vectors are linearly independent by definitionlink, the following is true:

c1=c2==cn=0

Since all the coefficients must be zero for (3) to hold, the union of the basis {v1,v2,,vn} is linearly independent by definitionlink. This completes the proof.

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Published by Isshin Inada
Edited by 0 others
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