Eigenvectors and Values
Recall
For , an eigenvalue of , an eigenvector associated to if and only if is not injective, surjective, or invertible.
Theorem 1
Eigenvectors corresponding to distinct eigenvalues are linearly independent.
Proof
Suppose the above is not true for the sake of contradiction. Then there exists some smallest such that the list of eigenvectors corresponding to distinct eigenvalues is linearly dependent. Note that since eigenvectors are non-zero. Thus, (none zero) such that
Thus, we have found a smallest linearly independent list, a contradiction to the minimality of .
Corollary
If is finite-dimensional, then any operator on has at most distinct eigenvalues.
Operators
Operators are interesting because we can raise them to powers. If , then makes sense, and is also an operator on .
Notation: Suppose , and ,then,
- .
- .
- If is invertible, then .
Properties:
- .
If and given by , then .
Example 1
Let be the differentiation operator . Then . If , then .
Definition 1
If , then and is defined by .
Proposition 1
, so this is commutative.
We saw earlier, , are invariant subspaces under .
Proposition 2
If and , then and are invariant under .
Example 2
Let be the backshift operator. What are the eigenvectors of ? an eigenvector if and .
Note
. So anything of the form is an eigenvector associated to . Also, is an eigenvalue for everything else.
Example 3
Let be the differentiation operator. What are the eigenvalues? If is an eigenvalue, then,
Thus, for some . No nonzero satisfies this, so is the only eigenvalue.
Example 4
Let be . What are the eigenvalues and vectors?
(vectors) works for (values).