Quote:
Originally Posted by furyshade
does anyone have a good resource for understanding how to calculate the Jordan Canonical Form of a matrix? my professor explained it really poorly and the book only has it in an appendix. I can't seem to find a good resource online that gives an intuitive explanation of how to generally calculate these
Horn and Johnson, Matrix Analysis. Sec 3.1 gives the relevant derivations and the theory, Sec 3.2 gives the practical details about implementation.
Basically, the multiplicity of $\lambda$ as a root of the minimal polynomial tells you the size of the largest Jordan block associated to $\lambda$, and the dimension of the eigenspace of each eigenvector tells you the number of blocks associated to it.
For small matrices, this is typically sufficient. This is insufficient, though, when you get to things like a 7x7 matrix M whose minimal polynomial is (x-2)^3, and the eigenspace associated with \lambda = 2 is 3 dimensional. Could be a (3,3,1) Jordan structure or a (3,2,2).
Assume M is actually just a matrix of Jordan blocks (and convince yourself that everything I write from here on out holds if not, since we can write M = PJP^(-1), where J is a matrix of Jordan blocks). Notice that (from the minimal poly), (M-2I)^3 = 0, and (M-2I)^2 is nonzero. This says that the max Jordan block is of size 3 (why? Think about what cubing does to the 3x3 Jordan block with 0 on the diagonal. To the 4x4? To the 2x2?). Ah, so how can we count the number of Jordan blocks of size 3? Let's kill all the smaller ones! Convince yourself that rk((M-2I)^2) = rk ((J-2I)^2) = # of size 3 Jordan blocks. And rk(J-2I) = # Jordan blocks of size > 1.
Of course, if M has more than one eigenvalue, you use the same logic. Suppose the eigenvalues of M are 2 and 5, that the characteristic polynomial is (x-2)^4 (x-5)^10, and that the minimal polynomial is (x-2)^2 (x-5)^4. What info [which ranks of which matrices] would you need to compute the Jordan block structure of M?
HTH,
-BW
PS - Thanks for the review.
PPS - I'm sure Dummit and Foote does this in painful detail also. I used that book in grad school. But H&J is on my desk atm and is both friendly and practical.