Jordan Canonical Form
distler
Administator
20 posts
edited 12 years ago |
As we discussed, not every square matrix can be diagonalized, but every one can be put in Jordan canonical form (1)
where is a block matrix of the form where the Jordan block (of size ) has the form The special case, where all the Jordan blocks are , is the case where is diagonalizable. When is diagonalizable, the matrix has columns, where the column is the eigenvector of , corresponding to the eigenvalue : or, equivalently, Of course, this is a little bit ambiguous, as we can always multiply each by a non-zero constant. That ambiguity drops out of (1). When a Jordan block has size , we need, not one, but vectors to make up the corresponding columns of . The first column is, again, given by the eigenvector The next column is given by a vector, , which satisfies The column after that is given by , which satisfies and so on. Again, each of the is ambiguous by the addition of a multiple of , but this drops out of (1). |