Linear Algebra
7.415 min read

Computing Eigenvectors

Once you know an eigenvalue λ\lambda, finding the eigenvectors is a null space problem: row reduce AλIA - \lambda I and solve (AλI)x=0(A - \lambda I)\mathbf{x} = \mathbf{0}. The solution set — all vectors satisfying this equation, including 0\mathbf{0} — forms a subspace called the eigenspace EλE_\lambda. Every nonzero vector in EλE_\lambda is an eigenvector for λ\lambda.

To see this concretely, take A=(4123)A = \begin{pmatrix}4 & 1 \\ 2 & 3\end{pmatrix} with eigenvalues λ1=5\lambda_1 = 5, λ2=2\lambda_2 = 2. For λ1=5\lambda_1 = 5: form A5I=(1122)A - 5I = \begin{pmatrix}-1 & 1 \\ 2 & -2\end{pmatrix}. Row reduce to (1100)\begin{pmatrix}1 & -1 \\ 0 & 0\end{pmatrix}, giving x1=x2x_1 = x_2. So any vector of the form t(1,1)tt(1,1)^t is an eigenvector. For λ2=2\lambda_2 = 2: A2I=(2121)A - 2I = \begin{pmatrix}2 & 1 \\ 2 & 1\end{pmatrix} row reduces to (11/200)\begin{pmatrix}1 & 1/2 \\ 0 & 0\end{pmatrix}, giving x1=12x2x_1 = -\frac{1}{2}x_2. Eigenvector: t(1,2)tt(1, -2)^t.

An important property: eigenvectors for different eigenvalues are always linearly independent. You can never express one as a linear combination of the others. This makes sense geometrically — they point along completely different "natural axes" of the transformation.

Formal View

Definition 7.7 — Eigenspace
For an eigenvalue λ\lambda of AA, the eigenspace is
Eλ=Null(AλI)={xRn:Ax=λx}.E_\lambda = \text{Null}(A - \lambda I) = \{\mathbf{x} \in \mathbb{R}^n : A\mathbf{x} = \lambda\mathbf{x}\}.
It is a subspace of Rn\mathbb{R}^n. The eigenvectors for λ\lambda are exactly the nonzero vectors in EλE_\lambda.
Theorem 7.8 — Linear Independence of Eigenvectors
Eigenvectors corresponding to distinct eigenvalues are linearly independent. In particular, if AA has nn distinct eigenvalues, then AA has nn linearly independent eigenvectors.

This is a non-obvious result — it uses the structure of the eigenvalue equation, not geometric intuition. The proof is by induction on the number of distinct eigenvalues.

Why This Matters

Eigenvector computation turns the abstract eigenvalue condition into a concrete linear system that can be solved by row reduction.

  • Principal Component Analysis computes eigenvectors of the covariance matrix to find the directions of maximum data variance
  • Structural modal analysis finds the eigenvectors of the stiffness-mass matrix to determine vibration mode shapes
  • Markov chain stationary distributions are eigenvectors of the transition matrix for eigenvalue 1
  • Image compression via SVD relies on organizing eigenvectors by their eigenvalue magnitude

Quiz

Question 1

For A=(4123)A = \begin{pmatrix}4 & 1 \\ 2 & 3\end{pmatrix} with eigenvalue λ=5\lambda = 5, which vector is an eigenvector?

Question 2

The eigenspace EλE_\lambda equals:

Question 3

If v\mathbf{v} and w\mathbf{w} are both eigenvectors for the same eigenvalue λ\lambda, then v+w\mathbf{v} + \mathbf{w} is also an eigenvector for λ\lambda (assuming v+w0\mathbf{v} + \mathbf{w} \neq \mathbf{0}).

Common Mistakes

  • Not row reducing all the way — leaving AλIA - \lambda I in an unreduced form and misreading the free variables.
  • Picking 0\mathbf{0} as an eigenvector — the null space always contains 0\mathbf{0}, but eigenvectors must be nonzero.
  • Assuming there is only one eigenvector per eigenvalue — the eigenspace can be multi-dimensional if AλIA - \lambda I has more than one free variable.