Choose the least such thatThenis nonzero by minimality, andTherefore , so is the required nonzero eigenvector.
We use induction on . SupposeApplying givesBy induction, every for . The eigenvalues are distinct, so for , and the original relation then gives . Thus eigenvectors with distinct eigenvalues are linearly independent.
If , the operator is invertible on . Indeed, there it equalswhose inverse is the finite geometric series
Now use induction on . If , apply . The term vanishes, while every transformed vectoris nonzero by the invertibility just proved and still lies in . The induction hypothesis rules out the resulting relation. Allowing scalar coefficients, and omitting zero terms, gives the same argument. Hence the generalized eigenspaces for distinct eigenvalues form a direct sum, so are linearly independent.
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