4.5.30Linear Algebra (Full)

Finding eigenspaces

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WHAT we are finding

Why is EλE_\lambda a subspace? Because it's the null space of the matrix (AλI)(A-\lambda I), and every null space is a subspace (closed under addition and scalar multiplication, contains 0\mathbf 0). That's the key trick — finding an eigenspace = solving a homogeneous system.


HOW we derive the recipe (from scratch)

We want nonzero v\mathbf v with Av=λvA\mathbf v = \lambda \mathbf v.

Step 1 — Move everything to one side. Avλv=0.A\mathbf v - \lambda \mathbf v = \mathbf 0. Why? To collect v\mathbf v and turn this into a single matrix times v\mathbf v.

Step 2 — Factor out v\mathbf v. We can't write (Aλ)v(A-\lambda)\mathbf v because AA is a matrix and λ\lambda is a scalar — they live in different worlds. Insert the identity: λv=λIv\lambda \mathbf v = \lambda I \mathbf v. (AλI)v=0.(A - \lambda I)\mathbf v = \mathbf 0. Why? Now AλIA-\lambda I is a genuine matrix, so this is a clean homogeneous system.

Step 3 — Demand a nonzero solution. A homogeneous system Mv=0M\mathbf v = \mathbf 0 has a nonzero solution iff MM is not invertible, i.e. det(AλI)=0.\boxed{\det(A - \lambda I) = 0.} Why? If AλIA-\lambda I were invertible, the only solution would be v=0\mathbf v = \mathbf 0 — useless. So singularity is exactly the condition for eigenvectors to exist. This equation in λ\lambda is the characteristic equation.

Step 4 — For each eigenvalue λ\lambda, solve (AλI)v=0(A-\lambda I)\mathbf v = \mathbf 0. The solution set (the null space) is the eigenspace. A basis of it = a set of independent eigenvectors.


Figure — Finding eigenspaces

WORKED EXAMPLE 1 — a clean 2×22\times2

A=(2112).A = \begin{pmatrix} 2 & 1 \\ 1 & 2 \end{pmatrix}.

Characteristic equation. det(2λ112λ)=(2λ)21=0.\det\begin{pmatrix}2-\lambda & 1 \\ 1 & 2-\lambda\end{pmatrix} = (2-\lambda)^2 - 1 = 0. Why this step? Eigenvectors exist only where the matrix is singular, so we set the determinant to 00.

Expand: (2λ)2=12λ=±1λ=1, 3.(2-\lambda)^2 = 1 \Rightarrow 2-\lambda = \pm 1 \Rightarrow \lambda = 1,\ 3.

Eigenspace for λ=3\lambda = 3. Form A3I=(1111)A - 3I = \begin{pmatrix} -1 & 1 \\ 1 & -1\end{pmatrix}. Row reduce → (1100)\begin{pmatrix} 1 & -1 \\ 0 & 0\end{pmatrix}, giving v1=v2v_1 = v_2. Why? Free variable v2=tv_2 = tv=t(11)\mathbf v = t\binom{1}{1}. E3=span{(11)}.E_3 = \operatorname{span}\left\{\begin{pmatrix}1\\1\end{pmatrix}\right\}.

Eigenspace for λ=1\lambda = 1. AI=(1111)A - I = \begin{pmatrix} 1 & 1 \\ 1 & 1\end{pmatrix}v1=v2v_1 = -v_2. E1=span{(11)}.E_1 = \operatorname{span}\left\{\begin{pmatrix}1\\-1\end{pmatrix}\right\}.

Check: A(11)=(33)=3(11)A\binom{1}{1} = \binom{3}{3} = 3\binom{1}{1} ✓.


WORKED EXAMPLE 2 — a repeated eigenvalue with a 2D eigenspace

A=(5005).A = \begin{pmatrix} 5 & 0 \\ 0 & 5\end{pmatrix}. det(AλI)=(5λ)2=0λ=5\det(A-\lambda I) = (5-\lambda)^2 = 0 \Rightarrow \lambda = 5 (algebraic multiplicity 2).

A5I=(0000)A - 5I = \begin{pmatrix}0&0\\0&0\end{pmatrix}. Every vector satisfies (A5I)v=0(A-5I)\mathbf v=\mathbf 0, so E5=span{(10),(01)}=R2.E_5 = \operatorname{span}\left\{\begin{pmatrix}1\\0\end{pmatrix},\begin{pmatrix}0\\1\end{pmatrix}\right\} = \mathbb R^2. Why this matters: the eigenspace dimension (geometric multiplicity) here is 22 — equal to the repeat count.


WORKED EXAMPLE 3 — repeat eigenvalue but a "deficient" eigenspace

A=(5105).A = \begin{pmatrix} 5 & 1 \\ 0 & 5\end{pmatrix}. Again det(AλI)=(5λ)2\det(A-\lambda I) = (5-\lambda)^2, so λ=5\lambda = 5 (multiplicity 2).

A5I=(0100)A-5I = \begin{pmatrix}0&1\\0&0\end{pmatrix} → equation v2=0v_2 = 0, v1v_1 free. E5=span{(10)},dimE5=1.E_5 = \operatorname{span}\left\{\begin{pmatrix}1\\0\end{pmatrix}\right\}, \quad \dim E_5 = 1. Why this is the lesson: algebraic multiplicity 22 but geometric multiplicity 11. Geometric ≤ algebraic always, and when it's strictly less the matrix is not diagonalizable.

Recall Forecast then verify

Before reading Example 3, predict: "λ=5\lambda=5 repeats twice, so the eigenspace must be all of R2\mathbb R^2, right?" Verify: No! Example 3 shows it can be just a line. The off-diagonal 11 ruins the second direction. The repeat count is only an upper bound on the eigenspace dimension.


Common mistakes


Recall Feynman: explain to a 12-year-old

Imagine a trampoline that, when you push, stretches everything outward but also twists it. Most arrows you draw on it get twisted to point somewhere new. But a few special arrows just get longer or shorter without turning at all — like the spokes of a wheel that only grow. Those magic non-turning arrows are eigenvectors, and how much they grow is the eigenvalue. If two arrows pointing different ways are both magic for the same growth amount, then the whole flat region between them is magic too — that whole region is the eigenspace. To find it you ask, "for what stretch amount does the machine flatten some arrows to nothing when you subtract that stretch out?" — and you solve that flattening equation.


Active recall

What equation defines the eigenspace of λ\lambda?
(AλI)v=0(A-\lambda I)\mathbf v = \mathbf 0, i.e. Eλ=Null(AλI)E_\lambda = \operatorname{Null}(A-\lambda I).
Why must det(AλI)=0\det(A-\lambda I)=0 for an eigenvalue?
A nonzero solution to a homogeneous system exists iff the matrix is singular, i.e. determinant zero.
Why is an eigenspace always a subspace?
It is a null space, and every null space is a subspace.
Can λ=0\lambda=0 be an eigenvalue?
Yes; it means AA is singular and E0=Null(A)E_0=\operatorname{Null}(A). Only the vector must be nonzero.
Formula for the dimension of an eigenspace?
dimEλ=nrank(AλI)\dim E_\lambda = n - \operatorname{rank}(A-\lambda I) (the geometric multiplicity).
What is the relation between geometric and algebraic multiplicity?
11 \le geometric \le algebraic; matrix is diagonalizable iff they're equal for every λ\lambda.
Is 0\mathbf 0 an eigenvector?
No, but it belongs to every eigenspace.
For A=(2112)A=\big(\begin{smallmatrix}2&1\\1&2\end{smallmatrix}\big), what are the eigenvalues?
λ=1\lambda=1 and λ=3\lambda=3.

Connections

  • Characteristic polynomial — produces the eigenvalues you feed in here.
  • Null space and solving homogeneous systems — the engine of step 4.
  • Diagonalization — possible exactly when eigenspaces' dimensions sum to nn.
  • Determinants — the singularity test in step 3.
  • Rank-Nullity theorem — gives dimEλ=nrank(AλI)\dim E_\lambda = n - \operatorname{rank}(A-\lambda I).
  • Symmetric matrices and spectral theorem — guarantees full, orthogonal eigenspaces.

Concept Map

stretches special vectors

by factor

move to one side, insert I

nonzero solution needs singular

solve for

solution set

equals

null space always

row-reduce and find

Matrix A n x n

Eigenvector v nonzero

Eigenvalue lambda

Av equals lambda v

A minus lambda I times v equals 0

Characteristic equation det equals 0

Null space of A minus lambda I

Eigenspace E lambda

Is a subspace

Basis vectors span E lambda

Hinglish (regional understanding)

Intuition Hinglish mein samjho

Dekho, eigenspace dhundhna basically ek simple kahani hai. Matrix AA kisi vector ko leke usko ghuma deta hai aur stretch bhi karta hai. Lekin kuch khaas vectors aise hote hain jo sirf lambe-chhote hote hain, mudte nahi — unhe eigenvector kehte hain, aur jitna stretch hota hai woh number eigenvalue λ\lambda hai. Ek hi λ\lambda ke saare aise vectors milke jo space banate hain, usko eigenspace EλE_\lambda bolte hain.

Recipe yaad rakho: pehle AλIA - \lambda I banao (yaani diagonal se λ\lambda minus karo), phir det(AλI)=0\det(A-\lambda I)=0 solve karke λ\lambda nikalo. Yeh determinant zero kyun? Kyunki agar matrix invertible hoti to sirf zero vector hi solution hota, jo bekaar hai. Singular hone par hi nonzero eigenvector milta hai. Har λ\lambda ke liye phir (AλI)v=0(A-\lambda I)\mathbf v = \mathbf 0 ko row-reduce karke solve karo — uska null space hi eigenspace hai.

Do important traps. Ek: λ=0\lambda = 0 bilkul valid eigenvalue ho sakta hai (matlab AA singular hai), bas vector zero nahi hona chahiye. Do: agar koi eigenvalue do baar repeat karta hai, zaroori nahi ki eigenspace 2-dimensional ho — Example 3 dekho, wahan repeat 2 hai par space sirf ek line hai. Isliye dimension hamesha nrank(AλI)n - \text{rank}(A-\lambda I) se calculate karo, andaze se nahi.

Yeh topic kyun important hai? Kyunki eigenspaces se hi diagonalization, stability, PCA, quantum mechanics sab kaam karte hain. Jab tum kisi system ko uske "natural directions" me todhte ho, life bahut aasaan ho jaati hai — bas stretching reh jaati hai, rotation gayab. Mnemonic: Singular Solves Spaces.

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Connections