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Eigenvalues and Eigenvectors · Tutorial 502 of 1000

Repeated Eigenvalues And Eigenspace Dimensions

Compare repeated eigenvalues by finding their algebraic multiplicities from the characteristic polynomial and their geometric multiplicities from the corresponding eigenspaces.

Intermediate 10 min read

What You'll Learn

  • Distinguish algebraic multiplicity from geometric multiplicity.
  • Find the eigenspace by solving the associated homogeneous system.
  • Calculate geometric multiplicity as the dimension of the null space.
  • Compare matrices with the same repeated root but different eigenspace dimensions.
  • Verify eigenvectors directly in the defining equation.
  • Recognize why a repeated root alone does not tell you the eigenspace dimension.

One Repeated Root, Different Eigenspaces

A repeated root of a characteristic polynomial tells us how often an eigenvalue occurs as a root, but it does not by itself say how many independent directions of eigenvectors belong to that eigenvalue. For instance, two matrices can both have characteristic polynomial \((2-t)^2\), yet one can have a one-dimensional eigenspace and the other a two-dimensional eigenspace. To distinguish these situations, we compare algebraic multiplicity with geometric multiplicity.

Throughout, matrices and vectors are over \(\mathbb{R}\). For an \(n\times n\) matrix \(\mathbf{A}\), the characteristic polynomial is \(p_{\mathbf{A}}(t)=\det(\mathbf{A}-t\mathbf{I}_n)\). An eigenvalue \(\lambda\) is a scalar for which there is a nonzero vector \(\mathbf{v}\) satisfying \(\mathbf{A}\mathbf{v}=\lambda\mathbf{v}\). The eigenspace for \(\lambda\) consists of all such vectors together with the zero vector.

Definition: The algebraic multiplicity \(\operatorname{am}(\lambda)\) is the number of times \(\lambda\) occurs as a root of \(p_{\mathbf{A}}(t)\). The geometric multiplicity \(\operatorname{gm}(\lambda)\) is the dimension of the eigenspace \(E_{\lambda}=\{\mathbf{v}\in\mathbb{R}^n:\mathbf{A}\mathbf{v}=\lambda\mathbf{v}\}\).

These are different measurements. Algebraic multiplicity is read from a polynomial; geometric multiplicity is found by solving a vector equation and measuring the dimension of its solution space. In particular, geometric multiplicity is not the number of eigenvectors: every nonzero scalar multiple of an eigenvector is another eigenvector, so an eigenspace of positive dimension contains infinitely many eigenvectors.

From the Eigenvector Equation to a Dimension

Rearranging \(\mathbf{A}\mathbf{v}=\lambda\mathbf{v}\) gives \((\mathbf{A}-\lambda\mathbf{I}_n)\mathbf{v}=\mathbf{0}\). Thus an eigenspace is a null space, and its dimension can be found by solving a homogeneous system. The rank of a matrix is the number of pivot columns in its reduced row echelon form; the nullity is the dimension of its null space.

Theorem: If \(\lambda\) is an eigenvalue of \(\mathbf{A}\in\mathbb{R}^{n\times n}\), then \(E_{\lambda}=\operatorname{Nul}(\mathbf{A}-\lambda\mathbf{I}_n)\), and \(\operatorname{gm}(\lambda)=n-\operatorname{rank}(\mathbf{A}-\lambda\mathbf{I}_n)\).

Proof. A vector \(\mathbf{v}\) belongs to \(E_{\lambda}\) exactly when \(\mathbf{A}\mathbf{v}=\lambda\mathbf{v}\). Subtracting \(\lambda\mathbf{v}\) from both sides shows this is equivalent to \((\mathbf{A}-\lambda\mathbf{I}_n)\mathbf{v}=\mathbf{0}\). Therefore the set of vectors in \(E_{\lambda}\) is exactly the null space of \(\mathbf{A}-\lambda\mathbf{I}_n\). By the Rank-Nullity Theorem, the dimension of the null space of an \(n\)-column matrix is \(n\) minus its rank. Since geometric multiplicity is the dimension of \(E_{\lambda}\), the stated formula follows. \(\square\)

This gives a practical procedure: first find the repeated root and its algebraic multiplicity from \(p_{\mathbf{A}}(t)\); then substitute that eigenvalue into \(\mathbf{A}-\lambda\mathbf{I}_n\), solve the resulting homogeneous system, and count the free variables. The count of free variables is the geometric multiplicity.

Same Algebraic Multiplicity, Smaller Eigenspace

Worked Example: A Repeated Root with a One-Dimensional Eigenspace

Let \(\mathbf{A}=\begin{bmatrix}2&1\\0&2\end{bmatrix}\). Find the algebraic and geometric multiplicities of its repeated eigenvalue.

Using the characteristic-polynomial convention \(p_{\mathbf{A}}(t)=\det(\mathbf{A}-t\mathbf{I}_2)\), we obtain

$$ p_{\mathbf{A}}(t) =\det\begin{bmatrix}2-t&1\\0&2-t\end{bmatrix} =(2-t)(2-t) =(2-t)^2. $$

Thus \(\lambda=2\) has algebraic multiplicity \(2\). To find its eigenspace, subtract \(2\mathbf{I}_2\) from \(\mathbf{A}\):

$$ \mathbf{A}-2\mathbf{I}_2 =\begin{bmatrix}0&1\\0&0\end{bmatrix}. $$

Writing \(\mathbf{v}=(x_1,x_2)^{\top}\), the homogeneous system is \(x_2=0\). Hence \(x_1\) is free and every vector in the eigenspace has the form

$$ \mathbf{v}=\begin{bmatrix}x_1\\0\end{bmatrix} =x_1\begin{bmatrix}1\\0\end{bmatrix}, \qquad E_2=\operatorname{span}\left\{\begin{bmatrix}1\\0\end{bmatrix}\right\}. $$

There is one free variable, so \(\operatorname{gm}(2)=1\), while \(\operatorname{am}(2)=2\).

Check: For \(\mathbf{v}=(1,0)^{\top}\), \(\mathbf{A}\mathbf{v}=(2,0)^{\top}=2\mathbf{v}\). This nonzero vector is indeed an eigenvector for \(\lambda=2\).

The calculation shows why the repeated root does not settle the dimension question. The off-diagonal entry in this matrix imposes the condition \(x_2=0\), leaving only one free direction in the eigenspace.

Same Algebraic Multiplicity, Larger Eigenspace

Worked Example: A Repeated Root with a Two-Dimensional Eigenspace

Now let \(\mathbf{B}=\begin{bmatrix}2&0\\0&2\end{bmatrix}\). Find the multiplicities of \(\lambda=2\) and compare them with those for \(\mathbf{A}\).

The characteristic polynomial is

$$ p_{\mathbf{B}}(t) =\det\begin{bmatrix}2-t&0\\0&2-t\end{bmatrix} =(2-t)(2-t) =(2-t)^2. $$

So \(\operatorname{am}(2)=2\), just as for \(\mathbf{A}\). But now

$$ \mathbf{B}-2\mathbf{I}_2 =\begin{bmatrix}0&0\\0&0\end{bmatrix}. $$

The system \((\mathbf{B}-2\mathbf{I}_2)\mathbf{v}=\mathbf{0}\) imposes no restrictions on \(x_1\) or \(x_2\). Both are free, so

$$ E_2=\left\{\begin{bmatrix}x_1\\x_2\end{bmatrix}:x_1,x_2\in\mathbb{R}\right\} =\mathbb{R}^2, \qquad \operatorname{gm}(2)=2. $$

Check: For any \(\mathbf{v}=(x_1,x_2)^{\top}\), \(\mathbf{B}\mathbf{v}=(2x_1,2x_2)^{\top}=2\mathbf{v}\). Every vector in \(\mathbb{R}^2\) satisfies the eigenvector equation, and every nonzero vector is an eigenvector.

The two matrices have the same characteristic polynomial and the same algebraic multiplicity for \(2\), but their geometric multiplicities differ. For \(\mathbf{A}\), only one coordinate is free; for \(\mathbf{B}\), both coordinates are free.

Theorem: For a scalar matrix \(\mathbf{A}=\lambda\mathbf{I}_n\), the characteristic polynomial is \((\lambda-t)^n\), and its eigenspace for \(\lambda\) is all of \(\mathbb{R}^n\). Thus \(\operatorname{am}(\lambda)=\operatorname{gm}(\lambda)=n\).

Proof. Subtracting \(t\mathbf{I}_n\) gives \(\mathbf{A}-t\mathbf{I}_n=(\lambda-t)\mathbf{I}_n\), a diagonal matrix with \(n\) diagonal entries equal to \(\lambda-t\). Its determinant is therefore \((\lambda-t)^n\), so the algebraic multiplicity of \(\lambda\) is \(n\). Also, \(\mathbf{A}\mathbf{v}=\lambda\mathbf{v}\) for every \(\mathbf{v}\in\mathbb{R}^n\), so \(E_{\lambda}=\mathbb{R}^n\) and its dimension is \(n\). \(\square\)

A Three-Dimensional Example

Worked Example: Algebraic Multiplicity Three and Geometric Multiplicity Two

Consider \(\mathbf{C}=\begin{bmatrix}0&0&0\\0&0&1\\0&0&0\end{bmatrix}\). Find the algebraic and geometric multiplicities of its repeated eigenvalue.

The matrix is upper triangular, so its characteristic polynomial is the product of the diagonal entries of \(\mathbf{C}-t\mathbf{I}_3\):

$$ p_{\mathbf{C}}(t) =\det\begin{bmatrix}-t&0&0\\0&-t&1\\0&0&-t\end{bmatrix} =(-t)(-t)(-t) =-t^3. $$

The only root is \(\lambda=0\), with algebraic multiplicity \(3\). For the eigenspace, solve \(\mathbf{C}\mathbf{v}=\mathbf{0}\). The matrix equation is

$$ \begin{bmatrix}0&0&0\\0&0&1\\0&0&0\end{bmatrix} \begin{bmatrix}x_1\\x_2\\x_3\end{bmatrix} = \begin{bmatrix}0\\x_3\\0\end{bmatrix} = \begin{bmatrix}0\\0\\0\end{bmatrix}. $$

Thus \(x_3=0\), while \(x_1\) and \(x_2\) are free. Therefore

$$ E_0 =\left\{\begin{bmatrix}x_1\\x_2\\0\end{bmatrix}:x_1,x_2\in\mathbb{R}\right\} =\operatorname{span}\left\{ \begin{bmatrix}1\\0\\0\end{bmatrix}, \begin{bmatrix}0\\1\\0\end{bmatrix} \right\}, \qquad \operatorname{gm}(0)=2. $$

Check: Multiplying \(\mathbf{C}\) by either displayed spanning vector gives \(\mathbf{0}\), so both are in \(E_0\). They are independent because a linear combination \((a,b,0)^{\top}=\mathbf{0}\) forces \(a=b=0\); hence they form a basis of this two-dimensional eigenspace.

Here a root of multiplicity \(3\) corresponds to an eigenspace of dimension \(2\). Together with the earlier examples, this illustrates three distinct outcomes: algebraic multiplicity \(2\) with geometric multiplicity \(1\), algebraic multiplicity \(2\) with geometric multiplicity \(2\), and algebraic multiplicity \(3\) with geometric multiplicity \(2\). The computations of the two multiplicities answer different questions, so both are needed to describe a repeated eigenvalue.

Common Mistake: Equating the Two Multiplicities

A tempting but incorrect calculation is: “The characteristic polynomial is \((2-t)^2\), so the eigenspace has dimension \(2\).” This infers geometric multiplicity directly from algebraic multiplicity, without solving the eigenvector equation. For \(\mathbf{A}=\begin{bmatrix}2&1\\0&2\end{bmatrix}\), that claim would give \(\operatorname{gm}(2)=2\), but the actual system is

$$ \begin{bmatrix}0&1\\0&0\end{bmatrix} \begin{bmatrix}x_1\\x_2\end{bmatrix} =\begin{bmatrix}0\\0\end{bmatrix}, \qquad x_2=0. $$

There is only one free variable, so the correction is \(\operatorname{gm}(2)=1\), whereas \(\operatorname{am}(2)=2\). The reliable approach is to compute the characteristic polynomial and then independently solve \((\mathbf{A}-\lambda\mathbf{I}_n)\mathbf{v}=\mathbf{0}\). The earlier result that geometric multiplicity cannot exceed algebraic multiplicity gives a useful check, but it does not replace the eigenspace calculation.

The comparison matters because repeated roots can conceal different amounts of independent eigenvector information. The characteristic polynomial records root multiplicity; the null space records the available eigenvector directions. Keeping these calculations separate prevents a repeated root from being mistaken for a guarantee of multiple independent eigenvectors.

Check Your Understanding

For each matrix, find the indicated algebraic and geometric multiplicities. Show the eigenspace calculation, not only the characteristic polynomial.

  1. For \(\begin{bmatrix}3&1\\0&3\end{bmatrix}\), find \(\operatorname{am}(3)\) and \(\operatorname{gm}(3)\).
  2. For \(\begin{bmatrix}4&0&0\\0&4&0\\0&0&1\end{bmatrix}\), find the algebraic and geometric multiplicities of \(4\).
  3. For \(\begin{bmatrix}0&0&0\\0&0&1\\0&0&0\end{bmatrix}\), explain why the eigenspace for \(0\) has dimension \(2\), although the root has multiplicity \(3\).
  4. State the null-space formula for the geometric multiplicity of an eigenvalue of an \(n\times n\) matrix.
  5. Give the characteristic polynomial and eigenspace dimension for \(\mathbf{A}=5\mathbf{I}_4\).

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