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Jordan Canonical Form

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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)B=SJS 1B = S J S^{-1}

where J is a block matrix of the form

J=(J 1 J 2 J 3 J n)J=\begin{pmatrix} J_1&&&&\\ &J_2&&&\\ &&J_3&&\\ &&&\ddots&\\ &&&&J_n \end{pmatrix}

where the k th Jordan block (of size l k×l k) has the form

J k=λ k 1 λ k 1 λ k 1 λ kJ_k =\begin{matrix} \lambda_k&1&&&\\ &\lambda_k&1&&\\ &&\ddots&\ddots&\\ &&&\lambda_k&1&\\ &&&&\lambda_k \end{matrix}

The special case, where all the Jordan blocks are 1×1, is the case where B is diagonalizable. When B is diagonalizable, the matrix S has n columns, where the k th column is the eigenvector of B, corresponding to the eigenvalue λ k:

Bv k=λ kv kB v_k = \lambda_k v_k

or, equivalently,

(Bλ k𝟙)v k=0(B-\lambda_k\mathbb{1}) v_k=0

Of course, this is a little bit ambiguous, as we can always multiply each v k by a non-zero constant. That ambiguity drops out of (1).

When a Jordan block has size l k>1, we need, not one, but l k vectors to make up the corresponding columns of S. The first column is, again, given by the eigenvector

(Bλ k𝟙)v k=0(B-\lambda_k\mathbb{1}) v_k=0

The next column is given by a vector, w k,2, which satisfies

(Bλ k𝟙)w k,2=v k(B-\lambda_k\mathbb{1})w_{k,2} = v_k

The column after that is given by w k,3, which satisfies

(Bλ k𝟙)w k,3=w k,2(B-\lambda_k\mathbb{1})w_{k,3} = w_{k,2}

and so on. Again, each of the w k,i is ambiguous by the addition of a multiple of v k, but this drops out of (1).

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