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51

answers:

1

There are 2 eigenvectors corresponding to 1 eigenvalue (with multiplicity 4) for the following example. However, R returns 4 distinct eigenvectors. It looks like pairs of them are approximately the same only differing in machine floating point error (epsilon). Can you please check and confirm?

> B
 [,1] [,2] [,3] [,4]
 [1,]    2    0    0    0
 [2,]    1    2    0    0
 [3,]    0    1    2    0
 [4,]    0    0    1    2
> eigen(B)
$values
[1] 2 2 2 2

$vectors
[,1]          [,2]          [,3]          [,4]
[1,]    0  0.000000e+00  0.000000e+00  8.758115e-47
[2,]    0  0.000000e+00  1.972152e-31 -1.972152e-31
[3,]    0  4.440892e-16 -4.440892e-16  4.440892e-16
[4,]    1 -1.000000e+00  1.000000e+00 -1.000000e+00
+1  A: 

Here is the answer:

http://www.wolframalpha.com/input/?i=eigenvalues+[[2,+0,+0,+0],+[1,+2,+0,+0],+[0,+1,+2,+0],+[0,+0,+1,+2]]

(I cannot make it to a link...)

Update

Think of it this way:

      2    0    0    0
B  =  1    2    0    0
      0    1    2    0
      0    0    1    2.

If we subtract the eigenvalue \lambda = 2 from the main diagonal (as one does computing eigenspaces), we obtain

              0    0    0    0
(B - 2 I)  =  1    0    0    0
              0    1    0    0
              0    0    1    0.

If the coordinates are (x, y, z, w), then, obviously (B - 2 I) X = 0 yields x = 0 (from the second row), y = 0 (from the third row), and z = 0 (from the last row). Hence the space consists of all points (0, 0, 0, w) where w is arbitrary. That is, it is one-dimensional and any vector (0, 0, 0, t) will serve as a basis vector (t nonzero).

Andreas Rejbrand
nice site. but its not correct. Eigenvector cannot be 0.
It is correct, as long as you interpret "eigenvectors" (0, 0, 0, 0) as "does not exist". There is only one eigenspace, corresponding to the eigenvalue \lambda = 2, and this space is one-dimensional, that is, there is only one linearily independent eigenvector, as indicated by your output from R. (Indeed, (0, 0, 0, 1) is parallel to (0, 0, 0, -1).)
Andreas Rejbrand