MathLabs
TheoremProved

Eigenvectors of distinct eigenvalues are independent

Statement

If λ1,…,λk\lambda_1, \dots, \lambda_k are pairwise distinct eigenvalues of AA with eigenvectors v1,…,vk\mathbf{v}_1, \dots, \mathbf{v}_k, then {v1,…,vk}\{\mathbf{v}_1, \dots, \mathbf{v}_k\} is a linearly independent set.

Why is it true?

Each eigenvector marks out its own private invariant direction with its own private scaling factor; if one such direction could be built out of the others, applying AA would have to scale it by every one of those different factors at once, which is impossible unless the vector is zero.

Proof sketch

We argue by induction on kk. For k=1k = 1 the claim is trivial: a single nonzero vector is automatically linearly independent.

Assume the result holds for k−1k - 1 distinct eigenvalues, and suppose toward contradiction that v1,…,vk\mathbf{v}_1, \dots, \mathbf{v}_k are linearly dependent. Then there is a relation c1v1+⋯+ckvk=0c_1 \mathbf{v}_1 + \cdots + c_k \mathbf{v}_k = \mathbf{0} with not all cic_i zero.

Apply AA to both sides: since Avi=λiviA\mathbf{v}_i = \lambda_i \mathbf{v}_i, this gives c1λ1v1+⋯+ckλkvk=0c_1 \lambda_1 \mathbf{v}_1 + \cdots + c_k \lambda_k \mathbf{v}_k = \mathbf{0}. Now multiply the original relation by λk\lambda_k and subtract it from this new equation; the terms with vk\mathbf{v}_k cancel exactly, leaving c1(λ1−λk)v1+⋯+ck−1(λk−1−λk)vk−1=0c_1(\lambda_1 - \lambda_k)\mathbf{v}_1 + \cdots + c_{k-1}(\lambda_{k-1} - \lambda_k)\mathbf{v}_{k-1} = \mathbf{0}.

By the induction hypothesis, v1,…,vk−1\mathbf{v}_1, \dots, \mathbf{v}_{k-1} are linearly independent, so every coefficient in this last relation must vanish: ci(λi−λk)=0c_i(\lambda_i - \lambda_k) = 0 for i<ki < k. Since the eigenvalues are pairwise distinct, λi−λk≠0\lambda_i - \lambda_k \neq 0, forcing ci=0c_i = 0 for all i<ki < k.

Substituting back into the original relation leaves ckvk=0c_k \mathbf{v}_k = \mathbf{0}; since vk≠0\mathbf{v}_k \neq \mathbf{0} by definition of eigenvector, ck=0c_k = 0 as well. Every coefficient is zero, contradicting our assumption that not all cic_i vanish. Hence no such dependence relation exists, and the eigenvectors are linearly independent.

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. Gilbert Strang (2016). Introduction to Linear Algebra
  2. Sheldon Axler (2015). Linear Algebra Done Right