Jordan Canonical Form

In linear algebra, a Jordan canonical form (JCF) or a Jordan normal form is an upper triangular matrix of a unique format called a Jordan matrix which illustrates a linear operator on a finite-dimensional vector space. Such a matrix contains each non-zero off-diagonal entry equivalent to 1, immediately above the main diagonal, i.e., on the super diagonal, and identical diagonal entries to the left and below. In this article, you will learn how to write the Jordan canonical form with the help of an example.

Learn: Linear algebra

Jordan Canonical Form Definition

Let A be an n by n square matrix and is similar to a block diagonal matrix

\(\begin{array}{l}J=\begin{bmatrix}j_1 & & \\ & \ddots & \\ & & J_p\\\end{bmatrix}\end{array} \)
, where each block Ji is a square matrix of the form
\(\begin{array}{l}J_i=\begin{bmatrix}\lambda_i & 1 & & \\ & \lambda_i & \ddots & \\ & & \ddots & 1\\ & & & \lambda_i\\\end{bmatrix}\end{array} \)
, so there exists an invertible matrix T such that T-1AT = J and J has non-zero entries only on the diagonal and the super diagonal. Thus, J is called the Jordan canonical form or Jordan normal form of the matrix A. Also, Ji is called the Jordan block of A. Besides, every entry of the Jordan block on the super diagonal will be 1.

Let’s understand the process of writing the Jordan canonical form with the help of examples.

Read more:

Jordan Canonical Form Example 2×2

Consider a matrix

\(\begin{array}{l}A=\begin{bmatrix}0 & 1 \\-1 & -2 \\\end{bmatrix}\end{array} \)
. Find T such that J = T-1AT is a Jordan matrix.

Solution:

Given matrix is:

\(\begin{array}{l}A=\begin{bmatrix}0 & 1 \\-1 & -2 \\\end{bmatrix}\end{array} \)

Let us find the Jordan canonical form J of A.

For A, the characteristic polynomial is given by:

\(\begin{array}{l}ch_A(t)=(-1)^2\begin{vmatrix}-t & 1 \\-1 & -2-t \\\end{vmatrix}\end{array} \)

= -t(-2-t) – (1)(-1)

= 2t + t2 + 1

= (t + 1)2

So, λ1 = -1 is the only eigenvalue and it has algebraic multiplicity m1 = mA1) = 2.

Therefore, the sum of the sizes of the Jordan blocks of J is m1 = 2.

Now,

A + I =

\(\begin{array}{l}\begin{bmatrix}1 & 1 \\-1 & -1 \\\end{bmatrix}\end{array} \)

Here, I is the identity matrix of the same order as A.

This can be written as

\(\begin{array}{l}\begin{bmatrix}1 & 1 \\0 & 0 \\\end{bmatrix}\end{array} \)

Thus, it follows that λ1-eigenspace is EA(-1) = {c(1, -1)t: c ∈ C}, in particular v1 = 1.

So, we got 1 Jordan block.

From the above, we have m1 = 2 and v1 = 1.

Therefore, 1 Jordan block of size 2 with eigenvalue λ1 = -1

Thus,

\(\begin{array}{l}J=\begin{bmatrix}-1 & 1 \\0 & -1 \\\end{bmatrix}\end{array} \)
is the corresponding Jordan canonical form.

Now, we need to find T such that T-1AT = J; (m ≤ 3)

Consider two vectors v1 and v2.

AP = PJ

Write P = (v1|v2), with v1, v2 ∈ C2 and AP = (Av1|Av2),

and

PJ = (−v1|v1 − v2)

we have to choose v1, v2 such that

1) Av1 = −v1

2) Av2 = v1 − v2

3) v1, v2 are linearly independent if and only if P is invertible

Thus, we get;

\(\begin{array}{l}P=\begin{bmatrix}1 & 1 \\-1 & 0 \\\end{bmatrix}\end{array} \)

And

\(\begin{array}{l}P^{-1}=\begin{bmatrix}0 & -1 \\1 & 1 \\\end{bmatrix}\end{array} \)

Similarly, we can find the Jordan canonical form matrix for 3×3 and 4×4 matrices.

Jordan Canonical Form Problems

  1. Find an invertible matrix T such that T−1AT is in Jordan canonical form, where
    \(\begin{array}{l}A=\begin{bmatrix}1 & -2 \\2 & 5 \\\end{bmatrix}\end{array} \)
    .
  2. Find a matrix T such that T-1AT is in Jordan canonical form when
    \(\begin{array}{l}A=\begin{bmatrix}3 & 0 & 0 \\0 & 4 & -1 \\0 & 1 & 2 \\\end{bmatrix}\end{array} \)
    .
  3. For
    \(\begin{array}{l}A=\begin{bmatrix}-2 & 2 & 1 \\-7 & 4 & 2 \\5 & 0 & 0 \\\end{bmatrix}\end{array} \)
    , find Jordan canonical form T-1AT = J.

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