I calculated the three eigenvalues from a matrix and now I want to calculate the associated eigenvectors.
Initial matrix is: $ \begin{bmatrix} 1+\sigma^2 & a & b\\ a & 1+\sigma^2 & a \\ b & a & 1+\sigma^2 \end{bmatrix} $
the Eigenvalues I found are $1+\sigma^2-b, 1+\sigma^2-\dfrac{1}{2}(b + \sqrt{b^2 + 8a^2}), 1+\sigma^2-\dfrac{1}{2}(b - \sqrt{b^2 + 8a^2})$
Let's say $K = \dfrac{1}{2}(b + \sqrt{b^2 - 8a^2})$; the second eigenvalue gives a matrix like this:
$ \begin{bmatrix} K & a & b\\ a & K & a \\ b & a & K \end{bmatrix} \begin{bmatrix} x \\ y \\ z \end{bmatrix} = \begin{bmatrix} 0 \\ 0 \\ 0 \end{bmatrix} $
but the solution is $\begin{bmatrix}x, y, z\end{bmatrix}^T$ = $\begin{bmatrix}0, 0, 0\end{bmatrix}^T$
Wasn't an Eigenvector not null by definition, was it?
EDIT
if $K = \dfrac{1}{2}(b + \sqrt{8a^2 + b^2})$
$ \begin{bmatrix} -K & a & b\\ a & -K & a \\ b & a & -K \end{bmatrix} $
gives as solutions: $x = z(\dfrac{K^2-a^2}{K + a^2})$
$y = z(\dfrac{K^2(K^2-a^2)-2a^2(K^2-a^2)}{K(K + a^2)})$
$z (b - \dfrac{K^4 - 3K^2a^2 + 2a^4}{K(K + a^2)}) = 0$
Careful here: the first eigenvalue is correct but the other two are: $$1+\sigma^2 \color{red}+\frac{1}{2}\left(b \color{blue}{\pm} \sqrt{b^2 + 8a^2}\right)$$
And this also means that in:
you need $K = \frac{1}{2}\left(\color{red}{-}b + \sqrt{b^2 \color{red}{+} 8a^2}\right)$, the other one being $K = \frac{1}{2}\left(\color{red}{-}b \color{red}{-} \sqrt{b^2 \color{red}{+} 8a^2}\right)$.
To verify, that should lead to these and these results respectively.