Further Linear Algebra. Chapter IV. Jordan Normal Form.: Andrei Yafaev
Further Linear Algebra. Chapter IV. Jordan Normal Form.: Andrei Yafaev
Further Linear Algebra. Chapter IV. Jordan Normal Form.: Andrei Yafaev
Jordan
normal form.
Andrei Yafaev
1
Another example: V = Mn (k) and T sends M to M t . Consider f (x) =
x − 1. As T 2 = I, we see that f (T ) = 0.
2
Notice that
[f (T )]B = f ([T ]B )
It follows that if T is a linear map, f (T ) = 0 if and only if f (A) = 0
where A is the matrix of T is some (equivalently any) basis.
Another property worth noting is that if f, g ∈ k[x], then
The following (important !) theorem was proved in the first year courses.
We therefore have:
2
λ1 0
Example 0.3 Take A = Then chA (x) = (x − λ1 )(x − λ2 ) and
0 λ2
clearly chA (A)= 0.
1 2
Take A = . Calculate chA (x) and check that chA (A) = 0.
3 4
There are plenty of polynomials f such that f (A) = 0, all the multiples
of chA for example.
What can also happen is that some divisor g of chA is already such that
g(A) = 0. Take the identity In for example. Its characteristic polynomial is
(x − 1)n but in fact g = x − 1 is already such that g(In ) = 0. This leads us
to the notion of minimal polynomial.
3
If f (x) = mT (x) − n(x) then
f (T ) = mT (T ) − n(T ) = 0,
also deg(f ) < deg(mT ) = deg(n). By the remark following the definition of
the minimal polynomial, we see that f = 0 i.e. mT = n. This proves the
uniqueness.
Suppose f ∈ k[X] and f (T ) = 0. By the Division Algorithm for polyno-
mials there exist unique q, r ∈ k[X] with deg(r) < deg(m) and
f = qm + r.
Then
r(T ) = f (T ) − q(T )m(T ) = 0 − q(T ) · 0 = 0.
So r is the zero polynomial (by the remark following the definition.) Hence
f = qm and so m|f .
Conversely if f ∈ k[X] and m|f then f = qm for some q ∈ k[X] and so
f (T ) = q(T )m(T ) = q(T ) · 0 = 0.
4
In fact this method can be speeded up: there are certain factors of the
characteristic polynomial which cannot arise. To explain this we recall the
definition of an eigenvalue
T (v) = λ · v.
(f (T ))(v) = f (λ) · v.
(ii) mT (λ) = 0.
5
Now suppose the characteristic polynomial of T factorises into irreducibles
as r
Y
chT (X) = (X − λi )a1 .
i=1
Vt (λ) = ker((λ · Id − T )t ).
Note that V1 (λ) is the usual eigenspace (i.e. the set of eigenvectors to-
gether with zero).
V1 (λ) ⊆ V2 (λ) ⊆ . . .
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and by definition,
Similarly
0 0 1 1 0
V2 (2) = ker 0
0 0 = Span
0 , 1 .
0 0 0 0 0
0 0 0 1 0 0
V3 (2) = ker 0 0
0 = Span
0 , 1 , 0 .
0 0 0 0 0 1
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Let V be a vector space and U and W be two subspaces. Then (exercise
on Sheet 4), U + W is a subspace of V . If furthermore U ∩ V = {0}, then
we call this subspace the direct sum of U and W and denote it by U ⊕ W .
In this case
dim(U ⊕ W ) = dim U + dim W
then
V = Vb1 (λ1 ) ⊕ · · · ⊕ Vbr (λr ).
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f (g(T )w1 ) = g(f (T )w1 ) = 0
because w2 ∈ ker(f (T )).
Therefore ker(f (α)) + ker(g(α)) ⊆ ker(f g(α)).
We need to prove the eqaulity, here we will use that gcd(f, g) = 1.
Now since gcd(f, g) = 1 there exist a, b ∈ k[x] such that
af + bg = 1.
So
a(T )f (T ) + b(T )g(T ) = 1 (the identity map).
Let v ∈ ker(f g(T )). If
then v = v1 + v2 and
Hence ker f g(T ) = ker f (T ) + ker g(T ). Moreover, if v ∈ ker f (T ) ∩ ker g(T )
then v1 = 0 = v2 so v = 0. Hence
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Theorem 0.16 Let V is a finite dimensional vector space over a field k and
let T : V → V be a linear map with distinct eigenvalues λ1 , . . . , λr ∈ k.
Then T is diagonalizable iff we have (in k[X]):
mT (X) = (X − λ1 ) . . . (X − λr ).
f (T )(v) = f (λ) · v = 0 · v = 0.
Therefore mT = f .
Conversely if mT = f then by the primary decomposition theorem we
have
V = V1 (λ1 ) ⊕ . . . ⊕ V1 (λr ).
Let Bi be a basis for V1 (λi ). Then obviously the elements of Bi are eigen-
vectors and B = B1 ∪ . . . ∪ Br is a basis of V . Therefore T is diagonalisable.
Remark 0.17 Observe that if the characteristic polynomial splits as chT (x) =
(x − λ1 ) · · · (x − λr ) where λi s are distinct eigenvalues, then mT = chT and
the matrix is diagonalisable.
The converse, of course, does not hold.
10
Example 0.19 Let k = R and let
0 −1
A= .
1 0
11
Consider
3 −2
A= .
8 −5
One calculates the characteristic polynomial and finds(x + 1)2 hence λ = −1
1
is the only eigenvalue. The unique eigenvector is v = . Hence V1 (−1) =
2
Span(v). Of course we have (A − λI2 )2 = 0 hence 2
V2 (−1) = C and we
0
complete v to a basis of C2 = V2 (−1), by v2 = for example. We have
1
Av2 = −2v1 − v2 and hence in the basis {v1 , v2 } the matrix of A
−1 −2
0 −1
Example 0.22
2 1 −2
A = 1 2 −2
1 1 −1
We have chA (X) = (X − 1)3 and mA (X) = (X − 1)2 . There is only one
eigenvalue λ = 1, and we have generalized eigenspaces
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Now suppose we have a pre-Jordan basis B1 ∪ . . . ∪ Bb . We call this a
Jordan basis if in addition we have the condition:
(T − λ · Id)Bt ⊂ Bt−1 , t = 2, 3, . . . , b.
• For each basis vector v ∈ Bb−1 , replace one of the vectors in Bb−2 by
(T − λ · Id)(v). When choosing which vector to replace, we just need
to take care that we still have a basis at the end.
• etc.
We have seen that {v1 , v2 } is a pre-Jordan basis, here v2 is the second vector
in the standard basis.
2
Replace v1 by the vector (A + I2 )v2 = . Then {v1 , v2 } still forms a
4
basis of C2 . This is the Jordan basis for A.
We have Av1 = −v1 and Av2 = v1 − v2 (you do not need to calculate, just
use (A + I2 )v2 = v1 ). Hence in the new basis the matrix is
−1 1
0 −1
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Example 0.25 In the example above, we replace one of the vectors in B1 by
1 1
(A − I3 ) 0 = 1 .
0 1
Example 0.27
2 2 2
A = 0 2 2 .
0 0 2
Clearly, the characteristic polynomial is (x−2)3 and it is equal to the minimal
polynomial, 2 is the only eigenvalue.
1
V1 (2) has equations y = z = 0, hence it’s spanned by v1 = 0
0
14
V2 (2) is z = 0 and V3 (2) is R3 . Therefore, the standard basis is a pre-
Jordan basis.
We have
0 0 4
(A − 2I3 )2 = 0 0 0
0 0 0
hence we get
Now,
0 2 2
A − 2I3 = 0 0 2
0 0 0
We have
2
(A − 2I3 )v3 = 2
0
and we replace v2 by this
vector.
4
Now (A − 2I3 )v2 = 0
0
We get:
4 2 0
v1 = 0 , v2 = 2 , v3 = 0
0 0 1
We have
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0.4 Jordan Canonical (or Normal) Form in the one
eigenvalue case
The Jordan canonical form of a linear map T : V → V is essentially the
matrix of T with respect to a Jordan basis. We just need to order the vecors
appropriately. Everything is over a field k, often k will be C.
Suppose for the moment that mT = (x − λ)b , in particular T has only
one eigenvalue λ. Choose a Jordan basis:
B = B1 ∪ . . . ∪ Bb ,
Of course, as (A − λid)b = 0, we have Vb (λ) = V .
We have a chain of subspaces
V1 (λ) ⊂ V2 (λ) ⊂ · · · ⊂ Vb (λ) = V
and the pre-Jordan basis was constructed by starting with a basis of V1 (λ)
and completing it successefully to get a basis of Vb (λ) = V . WE then altered
this basis so that
(T − λid)Bi ⊂ Bi−1
Notice that we can arrange the basis elements in chains : starting with a
vector v ∈ Bb we get a chain
v, (T − λid)v, (T − λid)2 v, . . . , (T − λid)b−1 v
This last vector w = (T − λid)b−1 v is in V1 (λ). Indeed
(T − λid)b v = 0
hence
(T − λid)w = 0
therefore
T w = λw
therefore w ∈ V1 (λ).
We have the following
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Proof. Suppose that X
µi (T − λid)i v = 0
i
Then
µ0 v + (T − λid)w = 0
where w is a lineat combination of (T − λid)k v. Multiplying by (T − λid)b−1 ,
we get
µ0 (T − λid)b−1 v = 0
but, as v ∈
/ Vb−1 (λ), we see that
(T − λid)b−1 v 6= 0
hence µ0 = 0.
Repeating the process inductively, we get that µi = 0 for all i and the
vectors we consider are linearly independent.
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λ 1
λ 1
. .
Jk (λ) =
.. .. .
. . . 1
λ
In this way, we arrange our Jordan basis in chains starting with Bi (for
i = b, b − 1, . . . , 1) and terminating at V1 (λ).
By putting the chains together, we get that in the Jordan basis, the
matrix is of the following form:
λ 1
λ 1
λ 1
λ
λ 1
λ 1
.
λ 1
λ
λ 1
λ
λ
λ
We nad write it as
Lemma 0.29 The number of blocks is the dimension of the eigenspace V1 (λ).
T v1 = λv1
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and
T vi = λvi + vi−1
for 2 ≤ i ≤ k.
Let v ∈ U be an eigenvector : T v = λv. Write v = ki=1 ci vi . Then
P
X X
T v = c1 λv1 + ci (λvi + vi−1 ) = λv + ci vi
i≥2 i≥2
P
It follows that Tv = λv if and only if i≥2 ci vi = 0 which implies that c2 =
· · · = cn = 0 and hence v is in the subspace generated by v1 . Therefore, each
block determines exactly one eigenvector for eigenvalue λ. As eigenvectors
from different blocks are linearly independent : they are members of a basis,
the number of blocks is exactly the dimension of the eigenspace V1 (λ).
SUMMARY :
To summarise what we have seen so far. Suppose T has one eigenvalue
λ, let mT (x) = (x − λid)b be its minimal polynomial. We construct a pre-
Jordan basis by choosing a basis B1 for the eigenspace V1 (λ) and then com-
plete by B2 (a certain number of vectors in V2 (λ)) and then to B3 , . . . , Bb .
Note that Vb (λ) = V . We get a pre-Jordan basis B = B1 ∪ · · · ∪ Bb .
Now we alter the pre-Jordan basis by doing the following. Start with
a vector vb ∈ B, replace one of the vectors in Bb−1 by vb−1 = (T − λid)vb
making sure that this vb−1 is linearly independent of the other vectors in
Bb−1 . Then replace a vector in Bb−2 by vb−2 = (T − λid)vb−1 (again choose a
vector to replace by choosing one such that vb−2 is linearly independent of the
others)... continue until you get to V1 (λ). The last vector will be v1 ∈ V1 (λ)
i.e. v1 is an eigenvector.
We obtain a chain of vectors
Hence in particular
T vk = vk−1 + λvk
The subspace U spanned by this chain is T -stable (because T vk = vk−1 +λvk )
and this chain is linearly independent hence the chain forms a basis of U .
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In restriction to U and with respect to this basis the matrix of T is
λ 1
λ 1
λ 1
λ
λ 1
λ 1
J(b)(λ) =
.
λ 1
λ
λ 1
λ
λ
λ
One constructs such chains with all elements of Bb . Once done, one looks for
elements in Bb−1 which are not in the previously constructed chains
starting at Bb and constructs chains with them. Then with Bb−2 , etc...
In the end, the union of chains will be a Jordan basis and in it the
matrix of T is of the form :
chA = (x − λ)5
and
mA (x) = (x − λ)4
There is always a block of size 4 × 4, hence the Jordan normal form has one
4 × 4 block and one 1 × 1 block.
Suppose chA is the same but mA (x) = (x − λ)3 . Here you need to know
more. There is one 3 × 3 block and then either two 1 × 1 blocks or one 2 × 2
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block. This is determined by the diomension of V1 (λ). If it’s three then the
first possibility, if it’s two then the second.
0 1 0 1
0 1 0 0
A= −1 1 1 1
−1 1 0 2
One calculates that chA (x) = (x − 1)4 . We have
−1 1 0 1
0 0 0 0
A−I = −1 1
0 1
−1 1 0 1
21
To decide which one it is, we see that the rank of A + 2I is 2 hence the
dimension of the kernel is 2. There are therefore 2 blocks and the Jordan
normal form is
−2 1 0 0
0 −2 0 0
0 0 −2 1
0 0 0 −2
22
That will be the first vector of the basis.
For λ = 1.
We have
−2 1 1
A − I = −2 1 1
−1 1 0
We find that V1 (λ) is spanned by
1
v1 = 1
1
Then
1 0 −1
(A − I)2 = 1 0 −1
0 0 0
and V2 (λ) is spanned by
1
v1 = 1
1
and
0
v2 = 1
0
Notice that (A − I)v2 = v1 and therefore this is already a Jordan basis. The
matrix in this basis is
0 0 0
0 1 1
0 0 1
Another example :
5 4 2
A = 4 5 2
2 2 2
One calculates that chA (x) = (x − 1)2 (x − 10). Then 1 and 10 are the
only eigenvalues.
23
One finds
−1 −1
V1 (1) = Span(u1 = 0 , u2 1 )
2 0
The dimension is two, therefore there will be two blocks of size 1 × 1 corre-
sponding to the eigenvalue 1.
For V1 (10), one finds
2
V1 (10) = Span(u3 = 2)
1
In the basis (u1 , u2 , u3 ), the matrix is
1 0 0
0 1 0
0 0 10
4 0 1 2
One finds that the characteristic polynomial is chA (x) = (x − 2)2 (x − 3)2 .
Hence 2 and 3 are eigenvalues and we have
2 0 1 0
2 0 3 0
A − 2I = −1 0 0 0
4 0 1 0
Clearly the dimension of the kernel is 2 and spanned by e2 and e4 .
The eigenspace has dimension two.
So we will have two blocks of size 1 × 1 corresponding to eigenvalue 2.
For the eigenvalue 3:
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1 0 1 0
2 −1 3 0
A − 3I =
−1 0 −1 0
4 0 1 −1
We see that rows one and three are identical, others are linearly inde-
pendent.
It follows that the eigenspace is one-dimensional and spanned by
1
−1
u= −1)
3
We will have one block.
Let us calculate:
0 0 0 0
−3 1 −4 0
(A − 3I)2 = 0 0 0 0
−1 0 2 1
0
4 2
We take the vector v = 1 ) to complete the basis of ker(A − 3I) .
−2
Now, we have (A − 3I)v = u hence we already have a Jordan basis.
The basis (e2 , e4 , u, v) is a Jordan basis and in this basis the matrix
is
2 0 0 0
0 2 0 0
0 0 3 1
0 0 0 3
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