That's an easy case: if two eigenvector correspond to distinct eigenvalues, then they are independent.
Suppose [itex]Au= \lambda_1 u[/itex] and [itex]Av= \lambda_2 v[/itex] where [itex]\lambda_1\ne\lambda_2[/itex], u and v non-zero. That is, that u and v are eigenvectors of A corresponding to distinct eigenvalues. Let [itex]a_1u+ a_2v= 0[/itex]. Applying A to both sides of the equation, [itex]a_1A(u)+ a_2A(v)= 0[/itex] or [itex]a_1\lambda_1 u+ a_2\lambda_2 v= 0[/itex].
First, if [itex]\lambda_1= 0[/itex], then we have [itex]a_2\lambda_2 v= 0. Further,[itex]\lambd_2[/itex] is non- zero because the eigenvalues are distinct so it follows that [itex]a_2= 0[/itex]. If [itex]\lambda_1\ne 0[/itex], we can divide by it and get <br />
[tex]a_1u+ \frac{\lambda_2}{\lambda_1}a_2 v= 0[/tex][/itex][tex]. Since we also have that [itex]a_1u+ a_2v= 0[/itex], it follows that <br />
[tex]\frac{\lambda_2}{\lambda_1}a_2 v= a_2 v[/tex]<br />
again giving [itex]\lambda_2= 0[/itex].<br />
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If two eigenvectors correspond to the <b>same</b> eigenvalue, they are not necessarily distinct.[/tex]