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That's obviously not true. Take a particle on the [itex]x[/itex] axis in a finite potential. Then the generalized momentum eigenfuncrions are
[tex]u_p(x)=\exp(ipx).[/tex]
This is also a generalized eigenfunction of [itex]p^2[/itex], but so is also [itex]u_{-p}[/itex] and thus also any linear combination,
[tex]a u_{p}(x)+b u_{-p}(x).[/tex]
The latter is not an eigenfunction of [itex]p[/itex] but of [itex]p^2[/itex].
[tex]u_p(x)=\exp(ipx).[/tex]
This is also a generalized eigenfunction of [itex]p^2[/itex], but so is also [itex]u_{-p}[/itex] and thus also any linear combination,
[tex]a u_{p}(x)+b u_{-p}(x).[/tex]
The latter is not an eigenfunction of [itex]p[/itex] but of [itex]p^2[/itex].