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Analysis of Jordan Form of a Matrix


It is not sufficient to find the eigenvalues of the matrix to obtain the Jordan form of this matrix.

Example 5.2.1. Let us find the Jordan matrices J of the matrices
displaymath8465

It is easy to find out that the spectres of tex2html_wrap_inline8495 and I are the same, tex2html_wrap_inline8499 Let us find the eigenvectors corresponding to tex2html_wrap_inline8501:
displaymath8466

displaymath8467

displaymath8468

displaymath8469
We see that the matrices tex2html_wrap_inline8503 and tex2html_wrap_inline8505 have only one independent eigenvector and only one Jordan block corresponding to the eigenvalue tex2html_wrap_inline8501, and thus the matrices tex2html_wrap_inline8503 and tex2html_wrap_inline8505 have the same Jordan matrix
displaymath8470
The matrix I has two linearly independent eigenvectors and, consequently, two Jordan blocks, and the corresponding Jordan matrix coincides with the matrix I.

Problem 5.2.1. Verify that the matrix
displaymath8471
it corresponds the one-block Jordan matrix

displaymath8472

Example 5.2.2. Let us consider the Jordan matrix
 equation3256
Let us find the eigenvectors corresponding to the eigenvalue tex2html_wrap_inline8517 of multiplicity 2:
displaymath8473
Therefore, to the eigenvalue tex2html_wrap_inline8517 it corresponds one linearly independent eigenvector tex2html_wrap_inline7205 and one Jordan block
displaymath8474
Let us find the eigenvectors corresponding to the eigenvalue tex2html_wrap_inline8523 of multiplicity 3:
displaymath8475
Hence to the eigenvalue tex2html_wrap_inline8523 it corresponds two linearly independent eigenvectors tex2html_wrap_inline8527 and tex2html_wrap_inline8529 and two Jordan blocks
displaymath8476
and
displaymath8477
The question arises, what conditions mest setisfy the tex2html_wrap_inline8531 matrix A to have for the corresponding Jordan matrix the J given by (5)? How to find the regular matrix X such that
 equation3289
The first condition is tex2html_wrap_inline8539 but it is not sufficient. The eigenvalues of the matrix A must be also considered. We express the relation (6) in the form AX=XJ or
displaymath8478
Having multiplied the matrices, we get the formulas
 equation3307
and
 equation3319
From the formulas (7) and (8) it follows that similarly to the matrix J the matrix A must have three eigenvectors tex2html_wrap_inline8549 and tex2html_wrap_inline8551 In addition, the matrix A must have two generalized eigenvectors or two first order flag vectors tex2html_wrap_inline8555 and tex2html_wrap_inline8557 It is said that the vector tex2html_wrap_inline8555 belongs to the chain that begins with the vector tex2html_wrap_inline8561 and is defined by the formula (7). This chain determines the Jordan block J1. Two first formula of (8) define the second chain consisting of the vectors tex2html_wrap_inline8565 and tex2html_wrap_inline8567, and this chain, in its turn, defines the Jordan block J2. The last of the formulas (8) defines the third chain consisting of the vector tex2html_wrap_inline8571, and this chain, in its turn, defines the Jordan block J3.

Proposition 5.2.1. The fixation of the Jordan form of the matrix tex2html_wrap_inline8415 reduces to the finding of chains. Every chain starts on the eigenvector of the matrix A and for every value of the index i=1:n
 equation3348
The vectors tex2html_wrap_inline8581 are the column vectors of the matrix X, and every chain determines one Jordan block.


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