The Jordan Canonical Form


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The Jordan Canonical Form

If is real, symmetric, i.e., or , (where is the conjugate transpose), and the eigenvalues of , , are not necessarily distinct but the associated eigenvectors still form a basis, then is called simple and the diagonal form for exists. If eigenvectors do not form a basis, , then the diagonal form DNE. Instead we have a Jordan canonical form.

Let , , , .

, and is called a Jordan block of dimension . Usually , and . Then

Suppose then so

and are called generalized eigenvectors.

Example .

so is an eigenvalue of multiplicity .

therefore there is only eigenvector

Then

Same method gives

So

Check:



Hongxing Xia
Thu Mar 16 12:44:11 EST 1995