A generalized eigenvector for an matrix
is a nonzero vector
for which
for some positive integer and scalar
. Here,
denotes the
identity matrix.
The smallest such
is known as the generalized eigenvector order of the generalized
eigenvector. In this case,
is necessarily an eigenvalue
of
to which
is associated, and the vector space span of all
generalized eigenvectors associated to
is known as the generalized
eigenspace for
.
As the name suggests, generalized eigenvectors are generalizations of eigenvectors of the usual kind; more precisely, an eigenvector
is a generalized eigenvector corresponding to .
Generalized eigenvectors are of particular importance for matrices
which fail to be diagonalizable.
Over an algebraically closed field
such as
,
this occurs iff at least one eigenvalue
has geometric multiplicity smaller than
its algebraic multiplicity, thereby implying
that the collection of linearly independent eigenvectors of
is "too small" to be a vector
basis. Generalized eigenvectors can then be used to "enlarge" the set of linearly independent eigenvectors of such a matrix
in order to form a vector basis.