Jordan Normal Form - Complex Matrices

Complex Matrices

In general, a square complex matrix A is similar to a block diagonal matrix

J = begin{bmatrix}
J_1 & ; & ; \
; & ddots & ; \
; & ; & J_pend{bmatrix}

where each block Ji is a square matrix of the form

J_i =
lambda_i & 1 & ; & ; \
; & lambda_i & ddots & ; \
; & ; & ddots & 1 \
; & ; & ; & lambda_i

So there exists an invertible matrix P such that P-1AP = J is such that the only non-zero entries of J are on the diagonal and the superdiagonal. J is called the Jordan normal form of A. Each Ji is called a Jordan block of A. In a given Jordan block, every entry on the super-diagonal is 1.

Assuming this result, we can deduce the following properties:

  • Counting multiplicity, the eigenvalues of J, therefore A, are the diagonal entries.
  • Given an eigenvalue λi, its geometric multiplicity is the dimension of Ker(A − λi I), and it is the number of Jordan blocks corresponding to λi.
  • The sum of the sizes of all Jordan blocks corresponding to an eigenvalue λi is its algebraic multiplicity.
  • A is diagonalizable if and only if, for every eigenvalue λ of A, its geometric and algebraic multiplicities coincide.
  • The Jordan block corresponding to λ is of the form λ I + N, where N is a nilpotent matrix defined as Nij = δi,j−1 (where δ is the Kronecker delta). The nilpotency of N can be exploited when calculating f(A) where f is a complex analytic function. For example, in principle the Jordan form could give a closed-form expression for the exponential exp(A).

Read more about this topic:  Jordan Normal Form

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