MATH319 Slides

37 Eigenvalue terminology

(i) Each eigenvalue λj has algebraic multiplicity nj, where nj is the largest power of (z-λj) that divides the characteristic polynomial of A.

(ii) For each eigenvalue λj, there is an eigenvector vj. Let E⁢(λj)={v:A⁢v=λj⁢v} be the eigenspace. The geometric multiplicity of λj is the dimension of E⁢(λj).

(iii) For each λj, the geometric multiplicity is the number of Jordan blocks that involve λj, so the geometric multiplicity is less than or equal to the algebraic multiplicity.

(iv) When a Jordan block has shape k×k, where k>1, it has both eigenvectors and generalised eigenvectors. A generalised eigenvector is v≠0 such that (λj⁢I-A)m⁢v=0 for some m=1,2,…,k.