Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition:...

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Generalized Eigenvectors

Transcript of Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition:...

Page 1: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Generalized Eigenvectors

Page 2: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Eigenvalue and Eigenvector Review

Definition: eigenvalue

Suppose T ∈ L(V). A number λ ∈ F iscalled an eigenvalue of T if there existsv ∈ V such that v 6= 0 and Tv = λv.

Definition: eigenvector

Suppose T ∈ L(V) and λ ∈ F is aneigenvalue of T. A vector v ∈ V is calledan eigenvector of T corresponding to λif v 6= 0 and Tv = λv.

Definition: eigenspace, E(λ,T)

Suppose T ∈ L(V) and λ ∈ F. Theeigenspace of T corresponding to λ,denoted E(λ,T), is defined by

E(λ,T) = null(T − λI).

Clearly

v ∈ null(T − λI)⇐⇒ Tv = λv.

Thus E(λ,T) is the set of eigenvectorsof T corresponding to λ, along with the0 vector.

Page 3: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Eigenvalue and Eigenvector Review

Definition: eigenvalue

Suppose T ∈ L(V). A number λ ∈ F iscalled an eigenvalue of T if there existsv ∈ V such that v 6= 0 and Tv = λv.

Definition: eigenvector

Suppose T ∈ L(V) and λ ∈ F is aneigenvalue of T. A vector v ∈ V is calledan eigenvector of T corresponding to λif v 6= 0 and Tv = λv.

Definition: eigenspace, E(λ,T)

Suppose T ∈ L(V) and λ ∈ F. Theeigenspace of T corresponding to λ,denoted E(λ,T), is defined by

E(λ,T) = null(T − λI).

Clearly

v ∈ null(T − λI)⇐⇒ Tv = λv.

Thus E(λ,T) is the set of eigenvectorsof T corresponding to λ, along with the0 vector.

Page 4: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Eigenvalue and Eigenvector Review

Definition: eigenvalue

Suppose T ∈ L(V). A number λ ∈ F iscalled an eigenvalue of T if there existsv ∈ V such that v 6= 0 and Tv = λv.

Definition: eigenvector

Suppose T ∈ L(V) and λ ∈ F is aneigenvalue of T. A vector v ∈ V is calledan eigenvector of T corresponding to λif v 6= 0 and Tv = λv.

Definition: eigenspace, E(λ,T)

Suppose T ∈ L(V) and λ ∈ F. Theeigenspace of T corresponding to λ,denoted E(λ,T), is defined by

E(λ,T) = null(T − λI).

Clearly

v ∈ null(T − λI)⇐⇒ Tv = λv.

Thus E(λ,T) is the set of eigenvectorsof T corresponding to λ, along with the0 vector.

Page 5: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Eigenvalue and Eigenvector Review

Definition: eigenvalue

Suppose T ∈ L(V). A number λ ∈ F iscalled an eigenvalue of T if there existsv ∈ V such that v 6= 0 and Tv = λv.

Definition: eigenvector

Suppose T ∈ L(V) and λ ∈ F is aneigenvalue of T. A vector v ∈ V is calledan eigenvector of T corresponding to λif v 6= 0 and Tv = λv.

Definition: eigenspace, E(λ,T)

Suppose T ∈ L(V) and λ ∈ F. Theeigenspace of T corresponding to λ,denoted E(λ,T), is defined by

E(λ,T) = null(T − λI).

Clearly

v ∈ null(T − λI)⇐⇒ Tv = λv.

Thus E(λ,T) is the set of eigenvectorsof T corresponding to λ, along with the0 vector.

Page 6: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Eigenvalue and Eigenvector Review

Definition: eigenvalue

Suppose T ∈ L(V). A number λ ∈ F iscalled an eigenvalue of T if there existsv ∈ V such that v 6= 0 and Tv = λv.

Definition: eigenvector

Suppose T ∈ L(V) and λ ∈ F is aneigenvalue of T. A vector v ∈ V is calledan eigenvector of T corresponding to λif v 6= 0 and Tv = λv.

Definition: eigenspace, E(λ,T)

Suppose T ∈ L(V) and λ ∈ F. Theeigenspace of T corresponding to λ,denoted E(λ,T), is defined by

E(λ,T) = null(T − λI).

Clearly

v ∈ null(T − λI)⇐⇒ Tv = λv.

Thus E(λ,T) is the set of eigenvectorsof T corresponding to λ, along with the0 vector.

Page 7: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Generalized Eigenvectors

Definition: generalized eigenvector

Suppose T ∈ L(V) and λ is an eigen-value of T. A vector v ∈ V is called a gen-eralized eigenvector of T correspondingto λ if v 6= 0 and

(T − λI)jv = 0

for some positive integer j.

Definition: generalized eigenspace,G(λ,T)

Suppose T ∈ L(V) and λ ∈ F. The gen-eralized eigenspace of T correspondingto λ, denoted G(λ,T), is defined to bethe set of all generalized eigenvectors ofT corresponding to λ, along with the 0vector.

Description of generalizedeigenspaces

Suppose T ∈ L(V) and λ ∈ F. ThenG(λ,T) = null(T − λI)dim V .

Page 8: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Generalized Eigenvectors

Definition: generalized eigenvector

Suppose T ∈ L(V) and λ is an eigen-value of T. A vector v ∈ V is called a gen-eralized eigenvector of T correspondingto λ if v 6= 0 and

(T − λI)jv = 0

for some positive integer j.

Definition: generalized eigenspace,G(λ,T)

Suppose T ∈ L(V) and λ ∈ F. The gen-eralized eigenspace of T correspondingto λ, denoted G(λ,T), is defined to bethe set of all generalized eigenvectors ofT corresponding to λ, along with the 0vector.

Description of generalizedeigenspaces

Suppose T ∈ L(V) and λ ∈ F. ThenG(λ,T) = null(T − λI)dim V .

Page 9: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Generalized Eigenvectors

Definition: generalized eigenvector

Suppose T ∈ L(V) and λ is an eigen-value of T. A vector v ∈ V is called a gen-eralized eigenvector of T correspondingto λ if v 6= 0 and

(T − λI)jv = 0

for some positive integer j.

Definition: generalized eigenspace,G(λ,T)

Suppose T ∈ L(V) and λ ∈ F. The gen-eralized eigenspace of T correspondingto λ, denoted G(λ,T), is defined to bethe set of all generalized eigenvectors ofT corresponding to λ, along with the 0vector.

Description of generalizedeigenspaces

Suppose T ∈ L(V) and λ ∈ F. ThenG(λ,T) = null(T − λI)dim V .

Page 10: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Example of Generalized Eigenspaces

Define T ∈ L(C3) by

T(z1, z2, z3) = (4z2, 0, 5z3).

The eigenvalues of T are 0 and 5.The corresponding eigenspaces areeasily seen to be

E(0,T) = {(z1, 0, 0) : z1 ∈ C}and

E(5,T) = {(0, 0, z3) : z3 ∈ C}.Note that this operator T does nothave enough eigenvectors to span itsdomain C3.

We have

T3(z1, z2, z3) = (0, 0, 125z3)

for all z1, z2, z3 ∈ C. Thus

G(0,T) = {(z1, z2, 0) : z1, z2 ∈ C}.

We have

(T−5I)3(z1, z2, z3) = (−125z1+300z2,−125z2, 0).

Thus

G(5,T) = {(0, 0, z3) : z3 ∈ C}.

NowC3 = G(0,T)⊕ G(5,T).

Page 11: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Example of Generalized Eigenspaces

Define T ∈ L(C3) by

T(z1, z2, z3) = (4z2, 0, 5z3).

The eigenvalues of T are 0 and 5.

The corresponding eigenspaces areeasily seen to be

E(0,T) = {(z1, 0, 0) : z1 ∈ C}and

E(5,T) = {(0, 0, z3) : z3 ∈ C}.Note that this operator T does nothave enough eigenvectors to span itsdomain C3.

We have

T3(z1, z2, z3) = (0, 0, 125z3)

for all z1, z2, z3 ∈ C. Thus

G(0,T) = {(z1, z2, 0) : z1, z2 ∈ C}.

We have

(T−5I)3(z1, z2, z3) = (−125z1+300z2,−125z2, 0).

Thus

G(5,T) = {(0, 0, z3) : z3 ∈ C}.

NowC3 = G(0,T)⊕ G(5,T).

Page 12: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Example of Generalized Eigenspaces

Define T ∈ L(C3) by

T(z1, z2, z3) = (4z2, 0, 5z3).

The eigenvalues of T are 0 and 5.The corresponding eigenspaces areeasily seen to be

E(0,T) = {(z1, 0, 0) : z1 ∈ C}and

E(5,T) = {(0, 0, z3) : z3 ∈ C}.

Note that this operator T does nothave enough eigenvectors to span itsdomain C3.

We have

T3(z1, z2, z3) = (0, 0, 125z3)

for all z1, z2, z3 ∈ C. Thus

G(0,T) = {(z1, z2, 0) : z1, z2 ∈ C}.

We have

(T−5I)3(z1, z2, z3) = (−125z1+300z2,−125z2, 0).

Thus

G(5,T) = {(0, 0, z3) : z3 ∈ C}.

NowC3 = G(0,T)⊕ G(5,T).

Page 13: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Example of Generalized Eigenspaces

Define T ∈ L(C3) by

T(z1, z2, z3) = (4z2, 0, 5z3).

The eigenvalues of T are 0 and 5.The corresponding eigenspaces areeasily seen to be

E(0,T) = {(z1, 0, 0) : z1 ∈ C}and

E(5,T) = {(0, 0, z3) : z3 ∈ C}.Note that this operator T does nothave enough eigenvectors to span itsdomain C3.

We have

T3(z1, z2, z3) = (0, 0, 125z3)

for all z1, z2, z3 ∈ C. Thus

G(0,T) = {(z1, z2, 0) : z1, z2 ∈ C}.

We have

(T−5I)3(z1, z2, z3) = (−125z1+300z2,−125z2, 0).

Thus

G(5,T) = {(0, 0, z3) : z3 ∈ C}.

NowC3 = G(0,T)⊕ G(5,T).

Page 14: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Example of Generalized Eigenspaces

Define T ∈ L(C3) by

T(z1, z2, z3) = (4z2, 0, 5z3).

The eigenvalues of T are 0 and 5.The corresponding eigenspaces areeasily seen to be

E(0,T) = {(z1, 0, 0) : z1 ∈ C}and

E(5,T) = {(0, 0, z3) : z3 ∈ C}.Note that this operator T does nothave enough eigenvectors to span itsdomain C3.

We have

T3(z1, z2, z3) = (0, 0, 125z3)

for all z1, z2, z3 ∈ C.

Thus

G(0,T) = {(z1, z2, 0) : z1, z2 ∈ C}.

We have

(T−5I)3(z1, z2, z3) = (−125z1+300z2,−125z2, 0).

Thus

G(5,T) = {(0, 0, z3) : z3 ∈ C}.

NowC3 = G(0,T)⊕ G(5,T).

Page 15: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Example of Generalized Eigenspaces

Define T ∈ L(C3) by

T(z1, z2, z3) = (4z2, 0, 5z3).

The eigenvalues of T are 0 and 5.The corresponding eigenspaces areeasily seen to be

E(0,T) = {(z1, 0, 0) : z1 ∈ C}and

E(5,T) = {(0, 0, z3) : z3 ∈ C}.Note that this operator T does nothave enough eigenvectors to span itsdomain C3.

We have

T3(z1, z2, z3) = (0, 0, 125z3)

for all z1, z2, z3 ∈ C. Thus

G(0,T) = {(z1, z2, 0) : z1, z2 ∈ C}.

We have

(T−5I)3(z1, z2, z3) = (−125z1+300z2,−125z2, 0).

Thus

G(5,T) = {(0, 0, z3) : z3 ∈ C}.

NowC3 = G(0,T)⊕ G(5,T).

Page 16: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Example of Generalized Eigenspaces

Define T ∈ L(C3) by

T(z1, z2, z3) = (4z2, 0, 5z3).

The eigenvalues of T are 0 and 5.The corresponding eigenspaces areeasily seen to be

E(0,T) = {(z1, 0, 0) : z1 ∈ C}and

E(5,T) = {(0, 0, z3) : z3 ∈ C}.Note that this operator T does nothave enough eigenvectors to span itsdomain C3.

We have

T3(z1, z2, z3) = (0, 0, 125z3)

for all z1, z2, z3 ∈ C. Thus

G(0,T) = {(z1, z2, 0) : z1, z2 ∈ C}.

We have

(T−5I)3(z1, z2, z3) = (−125z1+300z2,−125z2, 0).

Thus

G(5,T) = {(0, 0, z3) : z3 ∈ C}.

NowC3 = G(0,T)⊕ G(5,T).

Page 17: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Example of Generalized Eigenspaces

Define T ∈ L(C3) by

T(z1, z2, z3) = (4z2, 0, 5z3).

The eigenvalues of T are 0 and 5.The corresponding eigenspaces areeasily seen to be

E(0,T) = {(z1, 0, 0) : z1 ∈ C}and

E(5,T) = {(0, 0, z3) : z3 ∈ C}.Note that this operator T does nothave enough eigenvectors to span itsdomain C3.

We have

T3(z1, z2, z3) = (0, 0, 125z3)

for all z1, z2, z3 ∈ C. Thus

G(0,T) = {(z1, z2, 0) : z1, z2 ∈ C}.

We have

(T−5I)3(z1, z2, z3) = (−125z1+300z2,−125z2, 0).

Thus

G(5,T) = {(0, 0, z3) : z3 ∈ C}.

NowC3 = G(0,T)⊕ G(5,T).

Page 18: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Example of Generalized Eigenspaces

Define T ∈ L(C3) by

T(z1, z2, z3) = (4z2, 0, 5z3).

The eigenvalues of T are 0 and 5.The corresponding eigenspaces areeasily seen to be

E(0,T) = {(z1, 0, 0) : z1 ∈ C}and

E(5,T) = {(0, 0, z3) : z3 ∈ C}.Note that this operator T does nothave enough eigenvectors to span itsdomain C3.

We have

T3(z1, z2, z3) = (0, 0, 125z3)

for all z1, z2, z3 ∈ C. Thus

G(0,T) = {(z1, z2, 0) : z1, z2 ∈ C}.

We have

(T−5I)3(z1, z2, z3) = (−125z1+300z2,−125z2, 0).

Thus

G(5,T) = {(0, 0, z3) : z3 ∈ C}.

NowC3 = G(0,T)⊕ G(5,T).

Page 19: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Linearly Independent Generalized Eigenvectors

Linearly independent generalizedeigenvectors

Let T ∈ L(V). Suppose λ1, . . . , λm aredistinct eigenvalues of T and v1, . . . , vm arecorresponding generalized eigenvectors.Then v1, . . . , vm is linearly independent.

Proof Suppose a1, . . . , am ∈ F are suchthat

0 = a1v1 + · · ·+ amvm.

Let k be the largest nonnegative integersuch that (T − λ1I)kv1 6= 0. Let

w = (T − λ1I)kv1.

Thus (T − λ1I)w = (T − λ1I)k+1v1 = 0.

Hence Tw = λ1w. Thus(T − λI)w = (λ1 − λ)w for every λ ∈ F.Hence

(T − λI)nw = (λ1 − λ)nwfor every λ ∈ F, where n = dim V.Apply the operator

(T − λ1I)k(T − λ2I)n · · · (T − λmI)n

to both sides, getting

0 = a1(T − λ1I)k(T − λ2I)n · · · (T − λmI)nv1

= a1(T − λ2I)n · · · (T − λmI)nw

= a1(λ1 − λ2)n · · · (λ1 − λm)nw.The equation above implies that a1 = 0.In a similar fashion, aj = 0 for each j.Thus v1, . . . , vm is linearly independent.

Page 20: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Linearly Independent Generalized Eigenvectors

Linearly independent generalizedeigenvectors

Let T ∈ L(V). Suppose λ1, . . . , λm aredistinct eigenvalues of T and v1, . . . , vm arecorresponding generalized eigenvectors.Then v1, . . . , vm is linearly independent.

Proof Suppose a1, . . . , am ∈ F are suchthat

0 = a1v1 + · · ·+ amvm.

Let k be the largest nonnegative integersuch that (T − λ1I)kv1 6= 0. Let

w = (T − λ1I)kv1.

Thus (T − λ1I)w = (T − λ1I)k+1v1 = 0.

Hence Tw = λ1w. Thus(T − λI)w = (λ1 − λ)w for every λ ∈ F.Hence

(T − λI)nw = (λ1 − λ)nwfor every λ ∈ F, where n = dim V.Apply the operator

(T − λ1I)k(T − λ2I)n · · · (T − λmI)n

to both sides, getting

0 = a1(T − λ1I)k(T − λ2I)n · · · (T − λmI)nv1

= a1(T − λ2I)n · · · (T − λmI)nw

= a1(λ1 − λ2)n · · · (λ1 − λm)nw.The equation above implies that a1 = 0.In a similar fashion, aj = 0 for each j.Thus v1, . . . , vm is linearly independent.

Page 21: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Linearly Independent Generalized Eigenvectors

Linearly independent generalizedeigenvectors

Let T ∈ L(V). Suppose λ1, . . . , λm aredistinct eigenvalues of T and v1, . . . , vm arecorresponding generalized eigenvectors.Then v1, . . . , vm is linearly independent.

Proof Suppose a1, . . . , am ∈ F are suchthat

0 = a1v1 + · · ·+ amvm.

Let k be the largest nonnegative integersuch that (T − λ1I)kv1 6= 0.

Letw = (T − λ1I)kv1.

Thus (T − λ1I)w = (T − λ1I)k+1v1 = 0.

Hence Tw = λ1w. Thus(T − λI)w = (λ1 − λ)w for every λ ∈ F.Hence

(T − λI)nw = (λ1 − λ)nwfor every λ ∈ F, where n = dim V.Apply the operator

(T − λ1I)k(T − λ2I)n · · · (T − λmI)n

to both sides, getting

0 = a1(T − λ1I)k(T − λ2I)n · · · (T − λmI)nv1

= a1(T − λ2I)n · · · (T − λmI)nw

= a1(λ1 − λ2)n · · · (λ1 − λm)nw.The equation above implies that a1 = 0.In a similar fashion, aj = 0 for each j.Thus v1, . . . , vm is linearly independent.

Page 22: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Linearly Independent Generalized Eigenvectors

Linearly independent generalizedeigenvectors

Let T ∈ L(V). Suppose λ1, . . . , λm aredistinct eigenvalues of T and v1, . . . , vm arecorresponding generalized eigenvectors.Then v1, . . . , vm is linearly independent.

Proof Suppose a1, . . . , am ∈ F are suchthat

0 = a1v1 + · · ·+ amvm.

Let k be the largest nonnegative integersuch that (T − λ1I)kv1 6= 0. Let

w = (T − λ1I)kv1.

Thus (T − λ1I)w = (T − λ1I)k+1v1 = 0.

Hence Tw = λ1w. Thus(T − λI)w = (λ1 − λ)w for every λ ∈ F.Hence

(T − λI)nw = (λ1 − λ)nwfor every λ ∈ F, where n = dim V.Apply the operator

(T − λ1I)k(T − λ2I)n · · · (T − λmI)n

to both sides, getting

0 = a1(T − λ1I)k(T − λ2I)n · · · (T − λmI)nv1

= a1(T − λ2I)n · · · (T − λmI)nw

= a1(λ1 − λ2)n · · · (λ1 − λm)nw.The equation above implies that a1 = 0.In a similar fashion, aj = 0 for each j.Thus v1, . . . , vm is linearly independent.

Page 23: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Linearly Independent Generalized Eigenvectors

Linearly independent generalizedeigenvectors

Let T ∈ L(V). Suppose λ1, . . . , λm aredistinct eigenvalues of T and v1, . . . , vm arecorresponding generalized eigenvectors.Then v1, . . . , vm is linearly independent.

Proof Suppose a1, . . . , am ∈ F are suchthat

0 = a1v1 + · · ·+ amvm.

Let k be the largest nonnegative integersuch that (T − λ1I)kv1 6= 0. Let

w = (T − λ1I)kv1.

Thus (T − λ1I)w = (T − λ1I)k+1v1 = 0.

Hence Tw = λ1w. Thus(T − λI)w = (λ1 − λ)w for every λ ∈ F.Hence

(T − λI)nw = (λ1 − λ)nwfor every λ ∈ F, where n = dim V.Apply the operator

(T − λ1I)k(T − λ2I)n · · · (T − λmI)n

to both sides, getting

0 = a1(T − λ1I)k(T − λ2I)n · · · (T − λmI)nv1

= a1(T − λ2I)n · · · (T − λmI)nw

= a1(λ1 − λ2)n · · · (λ1 − λm)nw.The equation above implies that a1 = 0.In a similar fashion, aj = 0 for each j.Thus v1, . . . , vm is linearly independent.

Page 24: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Linearly Independent Generalized Eigenvectors

Linearly independent generalizedeigenvectors

Let T ∈ L(V). Suppose λ1, . . . , λm aredistinct eigenvalues of T and v1, . . . , vm arecorresponding generalized eigenvectors.Then v1, . . . , vm is linearly independent.

Proof Suppose a1, . . . , am ∈ F are suchthat

0 = a1v1 + · · ·+ amvm.

Let k be the largest nonnegative integersuch that (T − λ1I)kv1 6= 0. Let

w = (T − λ1I)kv1.

Thus (T − λ1I)w = (T − λ1I)k+1v1 = 0.

Hence Tw = λ1w.

Thus(T − λI)w = (λ1 − λ)w for every λ ∈ F.Hence

(T − λI)nw = (λ1 − λ)nwfor every λ ∈ F, where n = dim V.Apply the operator

(T − λ1I)k(T − λ2I)n · · · (T − λmI)n

to both sides, getting

0 = a1(T − λ1I)k(T − λ2I)n · · · (T − λmI)nv1

= a1(T − λ2I)n · · · (T − λmI)nw

= a1(λ1 − λ2)n · · · (λ1 − λm)nw.The equation above implies that a1 = 0.In a similar fashion, aj = 0 for each j.Thus v1, . . . , vm is linearly independent.

Page 25: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Linearly Independent Generalized Eigenvectors

Linearly independent generalizedeigenvectors

Let T ∈ L(V). Suppose λ1, . . . , λm aredistinct eigenvalues of T and v1, . . . , vm arecorresponding generalized eigenvectors.Then v1, . . . , vm is linearly independent.

Proof Suppose a1, . . . , am ∈ F are suchthat

0 = a1v1 + · · ·+ amvm.

Let k be the largest nonnegative integersuch that (T − λ1I)kv1 6= 0. Let

w = (T − λ1I)kv1.

Thus (T − λ1I)w = (T − λ1I)k+1v1 = 0.

Hence Tw = λ1w. Thus(T − λI)w = (λ1 − λ)w for every λ ∈ F.

Hence(T − λI)nw = (λ1 − λ)nw

for every λ ∈ F, where n = dim V.Apply the operator

(T − λ1I)k(T − λ2I)n · · · (T − λmI)n

to both sides, getting

0 = a1(T − λ1I)k(T − λ2I)n · · · (T − λmI)nv1

= a1(T − λ2I)n · · · (T − λmI)nw

= a1(λ1 − λ2)n · · · (λ1 − λm)nw.The equation above implies that a1 = 0.In a similar fashion, aj = 0 for each j.Thus v1, . . . , vm is linearly independent.

Page 26: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Linearly Independent Generalized Eigenvectors

Linearly independent generalizedeigenvectors

Let T ∈ L(V). Suppose λ1, . . . , λm aredistinct eigenvalues of T and v1, . . . , vm arecorresponding generalized eigenvectors.Then v1, . . . , vm is linearly independent.

Proof Suppose a1, . . . , am ∈ F are suchthat

0 = a1v1 + · · ·+ amvm.

Let k be the largest nonnegative integersuch that (T − λ1I)kv1 6= 0. Let

w = (T − λ1I)kv1.

Thus (T − λ1I)w = (T − λ1I)k+1v1 = 0.

Hence Tw = λ1w. Thus(T − λI)w = (λ1 − λ)w for every λ ∈ F.Hence

(T − λI)nw = (λ1 − λ)nwfor every λ ∈ F, where n = dim V.

Apply the operator(T − λ1I)k(T − λ2I)n · · · (T − λmI)n

to both sides, getting

0 = a1(T − λ1I)k(T − λ2I)n · · · (T − λmI)nv1

= a1(T − λ2I)n · · · (T − λmI)nw

= a1(λ1 − λ2)n · · · (λ1 − λm)nw.The equation above implies that a1 = 0.In a similar fashion, aj = 0 for each j.Thus v1, . . . , vm is linearly independent.

Page 27: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Linearly Independent Generalized Eigenvectors

Linearly independent generalizedeigenvectors

Let T ∈ L(V). Suppose λ1, . . . , λm aredistinct eigenvalues of T and v1, . . . , vm arecorresponding generalized eigenvectors.Then v1, . . . , vm is linearly independent.

Proof Suppose a1, . . . , am ∈ F are suchthat

0 = a1v1 + · · ·+ amvm.

Let k be the largest nonnegative integersuch that (T − λ1I)kv1 6= 0. Let

w = (T − λ1I)kv1.

Thus (T − λ1I)w = (T − λ1I)k+1v1 = 0.

Hence Tw = λ1w. Thus(T − λI)w = (λ1 − λ)w for every λ ∈ F.Hence

(T − λI)nw = (λ1 − λ)nwfor every λ ∈ F, where n = dim V.Apply the operator

(T − λ1I)k(T − λ2I)n · · · (T − λmI)n

to both sides, getting0 = a1(T − λ1I)k(T − λ2I)n · · · (T − λmI)nv1

= a1(T − λ2I)n · · · (T − λmI)nw

= a1(λ1 − λ2)n · · · (λ1 − λm)nw.The equation above implies that a1 = 0.In a similar fashion, aj = 0 for each j.Thus v1, . . . , vm is linearly independent.

Page 28: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Linearly Independent Generalized Eigenvectors

Linearly independent generalizedeigenvectors

Let T ∈ L(V). Suppose λ1, . . . , λm aredistinct eigenvalues of T and v1, . . . , vm arecorresponding generalized eigenvectors.Then v1, . . . , vm is linearly independent.

Proof Suppose a1, . . . , am ∈ F are suchthat

0 = a1v1 + · · ·+ amvm.

Let k be the largest nonnegative integersuch that (T − λ1I)kv1 6= 0. Let

w = (T − λ1I)kv1.

Thus (T − λ1I)w = (T − λ1I)k+1v1 = 0.

Hence Tw = λ1w. Thus(T − λI)w = (λ1 − λ)w for every λ ∈ F.Hence

(T − λI)nw = (λ1 − λ)nwfor every λ ∈ F, where n = dim V.Apply the operator

(T − λ1I)k(T − λ2I)n · · · (T − λmI)n

to both sides, getting0 = a1(T − λ1I)k(T − λ2I)n · · · (T − λmI)nv1

= a1(T − λ2I)n · · · (T − λmI)nw

= a1(λ1 − λ2)n · · · (λ1 − λm)nw.The equation above implies that a1 = 0.In a similar fashion, aj = 0 for each j.Thus v1, . . . , vm is linearly independent.

Page 29: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Linearly Independent Generalized Eigenvectors

Linearly independent generalizedeigenvectors

Let T ∈ L(V). Suppose λ1, . . . , λm aredistinct eigenvalues of T and v1, . . . , vm arecorresponding generalized eigenvectors.Then v1, . . . , vm is linearly independent.

Proof Suppose a1, . . . , am ∈ F are suchthat

0 = a1v1 + · · ·+ amvm.

Let k be the largest nonnegative integersuch that (T − λ1I)kv1 6= 0. Let

w = (T − λ1I)kv1.

Thus (T − λ1I)w = (T − λ1I)k+1v1 = 0.

Hence Tw = λ1w. Thus(T − λI)w = (λ1 − λ)w for every λ ∈ F.Hence

(T − λI)nw = (λ1 − λ)nwfor every λ ∈ F, where n = dim V.Apply the operator

(T − λ1I)k(T − λ2I)n · · · (T − λmI)n

to both sides, getting0 = a1(T − λ1I)k(T − λ2I)n · · · (T − λmI)nv1

= a1(T − λ2I)n · · · (T − λmI)nw

= a1(λ1 − λ2)n · · · (λ1 − λm)nw.

The equation above implies that a1 = 0.In a similar fashion, aj = 0 for each j.Thus v1, . . . , vm is linearly independent.

Page 30: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Linearly Independent Generalized Eigenvectors

Linearly independent generalizedeigenvectors

Let T ∈ L(V). Suppose λ1, . . . , λm aredistinct eigenvalues of T and v1, . . . , vm arecorresponding generalized eigenvectors.Then v1, . . . , vm is linearly independent.

Proof Suppose a1, . . . , am ∈ F are suchthat

0 = a1v1 + · · ·+ amvm.

Let k be the largest nonnegative integersuch that (T − λ1I)kv1 6= 0. Let

w = (T − λ1I)kv1.

Thus (T − λ1I)w = (T − λ1I)k+1v1 = 0.

Hence Tw = λ1w. Thus(T − λI)w = (λ1 − λ)w for every λ ∈ F.Hence

(T − λI)nw = (λ1 − λ)nwfor every λ ∈ F, where n = dim V.Apply the operator

(T − λ1I)k(T − λ2I)n · · · (T − λmI)n

to both sides, getting0 = a1(T − λ1I)k(T − λ2I)n · · · (T − λmI)nv1

= a1(T − λ2I)n · · · (T − λmI)nw

= a1(λ1 − λ2)n · · · (λ1 − λm)nw.The equation above implies that a1 = 0.

In a similar fashion, aj = 0 for each j.Thus v1, . . . , vm is linearly independent.

Page 31: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Linearly Independent Generalized Eigenvectors

Linearly independent generalizedeigenvectors

Let T ∈ L(V). Suppose λ1, . . . , λm aredistinct eigenvalues of T and v1, . . . , vm arecorresponding generalized eigenvectors.Then v1, . . . , vm is linearly independent.

Proof Suppose a1, . . . , am ∈ F are suchthat

0 = a1v1 + · · ·+ amvm.

Let k be the largest nonnegative integersuch that (T − λ1I)kv1 6= 0. Let

w = (T − λ1I)kv1.

Thus (T − λ1I)w = (T − λ1I)k+1v1 = 0.

Hence Tw = λ1w. Thus(T − λI)w = (λ1 − λ)w for every λ ∈ F.Hence

(T − λI)nw = (λ1 − λ)nwfor every λ ∈ F, where n = dim V.Apply the operator

(T − λ1I)k(T − λ2I)n · · · (T − λmI)n

to both sides, getting0 = a1(T − λ1I)k(T − λ2I)n · · · (T − λmI)nv1

= a1(T − λ2I)n · · · (T − λmI)nw

= a1(λ1 − λ2)n · · · (λ1 − λm)nw.The equation above implies that a1 = 0.In a similar fashion, aj = 0 for each j.

Thus v1, . . . , vm is linearly independent.

Page 32: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Linearly Independent Generalized Eigenvectors

Linearly independent generalizedeigenvectors

Let T ∈ L(V). Suppose λ1, . . . , λm aredistinct eigenvalues of T and v1, . . . , vm arecorresponding generalized eigenvectors.Then v1, . . . , vm is linearly independent.

Proof Suppose a1, . . . , am ∈ F are suchthat

0 = a1v1 + · · ·+ amvm.

Let k be the largest nonnegative integersuch that (T − λ1I)kv1 6= 0. Let

w = (T − λ1I)kv1.

Thus (T − λ1I)w = (T − λ1I)k+1v1 = 0.

Hence Tw = λ1w. Thus(T − λI)w = (λ1 − λ)w for every λ ∈ F.Hence

(T − λI)nw = (λ1 − λ)nwfor every λ ∈ F, where n = dim V.Apply the operator

(T − λ1I)k(T − λ2I)n · · · (T − λmI)n

to both sides, getting0 = a1(T − λ1I)k(T − λ2I)n · · · (T − λmI)nv1

= a1(T − λ2I)n · · · (T − λmI)nw

= a1(λ1 − λ2)n · · · (λ1 − λm)nw.The equation above implies that a1 = 0.In a similar fashion, aj = 0 for each j.Thus v1, . . . , vm is linearly independent.

Page 33: Generalized Eigenvectors - Linear Algebra Done RightGeneralized Eigenvectors Definition: generalized eigenvector Suppose T 2L(V) and is an eigen-value of T. A vector v 2V is called

Linear Algebra Done Right, by Sheldon Axler