Example 1.16: 1.6.2 The Jordan Canonical Form
Example 1.16: 1.6.2 The Jordan Canonical Form
Example 1.16: 1.6.2 The Jordan Canonical Form
Example 1.16
Solution
For the symmetric matrix A considered in Example 1.9 write down the corresponding
T
orthogonal modal matrix K and show that K AM = , where is the spectral matrix.
From Example 1.9 the eigenvalues are 1 = 6, 2 = 3 and 3 = 1, with corresponding
normalized eigenvectors
1 = [1
2 = [0
0]T/5,
1]T,
3 = [2
0]T/5
2 1--5-
K = 2 1--5-
1--5-
1.6.2
0
3
0
0
0 =
1
Example 1.17
Solution
43
1
0
1
2
2
2
2
1
2
we found in Example 1.7 that corresponding to the eigenvalue i = 2 there was only
one linearly independent eigenvector
e1 = [2
1 0]T
and we need to nd a generalized eigenvector to produce a full set. To obtain the generalized eigenvector e*1 , we solve
(A 2I )e*1 = e1
that is, we solve
1
e*
11
= 1
e*
12
e*
13
2
0
At once, we have e*
13 = 1 and e*
11 = 2e*
12, and so
e*
1 = [2
1]T
Thus, by including generalized eigenvectors, we have a full set of eigenvectors for the
matrix A given by
e1 = [2
1 0]T,
e2 = [2
1]T,
e3 = [1
1]T
(1.22)
J2
...
Jp]
where each submatrix Ji (i = 1, 2, . . . , p) is associated with the corresponding eigenvalue i . The submatrix Ji will have i as its leading diagonal elements, with zeros
elsewhere except on the diagonal above the leading diagonal. On this diagonal the
entries will have the value 1 or 0, depending on the number of generalized eigenvectors
44 MATRIX AN AL YSI S
used and how they were generated. To illustrate this, suppose that A is a 7 7 matrix
with eigenvalues 1 = 1, 2 = 2 (occurring twice), 3 = 3 (occurring four times), and
suppose that the number of linearly independent eigenvectors generated in each case is
1 = 1, 1 eigenvector
2 = 2, 1 eigenvector
3 = 3, 2 eigenvectors
with one further generalized eigenvector having been determined for 2 = 2 and two
more for 3 = 3.
Corresponding to 1 = 1, the Jordan block J1 will be just [1], while that corresponding
to 2 = 2 will be
J2 =
2
0
1
2
Corresponding to 3 = 3, the Jordan block J3 can take one of the two forms
J 3,1 = 0
0
or
J 3,2 =
Solution
Obtain the Jordan canonical form of the matrix A of Example 1.17, and show that
M 1AM = J where M is a modal matrix that includes generalized eigenvectors.
For
A =
1
0
1
2
2
2
2
1
2
from Example 1.17 we know that the eigenvalues of A are 1 = 2 (twice) and 3 = 1.
The eigenvector corresponding to 3 = 1 has been determined as e3 = [1 1 1]T in
Example 1.7 and corresponding to 1 = 2 we found one linearly independent eigenvector e1 = [2 1 0]T and a generalized eigenvector e*1 = [2 1 1]T. Thus the modal
matrix including this generalized eigenvector is
2
M = 1
0
2
1
1
1
1
1
45
J =
2
= 1
1
3
2
2
1
1
0
also computes the similarity transformation or modal matrix M that may include
generalized eigenvectors.
Numerical calculation of the Jordan form is very sensitive to round-off errors, etc.
This makes it very difcult to compute the Jordan form reliably and almost any
change in A causes it to be diagonal.
For the matrix A in Example 1.18 the sequence of commands
A=[1 2 2; 0 2 1; -1 2 2];
[M,J]=jordan(A)
returns
-1 -2
2
M=-1 -1
1
1
0 -1
1
J= 0
0
0
2
0
0
1
2
which is equally acceptable to the solution given in Example 1.18. (This can be
checked by evaluating M 1AM.)
Using the Symbolic Math Toolbox in MATLAB the sequence of commands
A=[1 2 2; 0 2 1; -1 2 2];
AS=sym A
[M,J]=jordan(AS)
returns the same output as above. In practice, this sequence of commands is only
really effective when the elements of the matrix A are integers or ratios of small
integers.