matrix theory
Jordan Normal Form
You should know: eigenvalues and eigenvectors, diagonalization
Overview
The Jordan normal form (JNF) is the 'most diagonal' form that any square matrix over an algebraically closed field can be put into by a change of basis. When a matrix is not diagonalizable — because it has eigenvalues with algebraic multiplicity greater than geometric multiplicity — the JNF reveals its structure through Jordan blocks. Every square complex matrix has a unique Jordan normal form (up to ordering of blocks).
Intuition
Diagonalization works perfectly when there are enough independent eigenvectors. When it fails, Jordan form is the next best thing: it groups eigenvalues together in blocks, each block being a scalar on the diagonal plus 1s just above (superdiagonal). A Jordan block of size k for eigenvalue λ represents a 'repeated' eigenvalue that is defective — it only has one eigenvector but needs a chain of generalized eigenvectors to fill out the space.
Formal Definition
Every matrix A ∈ M_n(C) is similar to a Jordan matrix J = P^{-1} A P where J consists of Jordan blocks:
Block diagonal matrix of Jordan blocks; A = P J P^{-1}.
Notation
| Notation | Meaning |
|---|---|
| Jordan block of size k for eigenvalue λ | |
| Jordan normal form of A | |
| Change-of-basis matrix of generalized eigenvectors |
Properties
Uniqueness
Algebraic multiplicity
Diagonalizable case
Powers of Jordan block
Worked Examples
- 1
Find eigenvalues: characteristic polynomial is (λ-4)^2 = 0, so λ=4 with algebraic multiplicity 2.
- 2
Find geometric multiplicity: dim(ker(A-4I)).
- 3
One Jordan block of size 2 (alg mult=2, geo mult=1).
- 4
A = J here (A is already in Jordan form). Change of basis P = I.
✓ Answer
J = [[4,1],[0,4]] — a single 2×2 Jordan block for λ=4. A is not diagonalizable.
Practice Problems
Without computing P, determine the Jordan normal form of a matrix with characteristic polynomial (λ-1)^2(λ-2) and minimal polynomial (λ-1)^2(λ-2).
How does the Jordan normal form relate to the matrix exponential e^{At}? Give the formula for e^{J_k(λ)t}.
Common Mistakes
Every matrix with repeated eigenvalues is not diagonalizable.
A matrix can have repeated eigenvalues and still be diagonalizable — as long as each repeated eigenvalue has geometric multiplicity equal to its algebraic multiplicity (i.e., enough independent eigenvectors).
Quiz
Summary
- Jordan normal form: A = P J P^{-1} where J is block diagonal with Jordan blocks J_k(λ).
- A Jordan block J_k(λ) has λ on the diagonal and 1s on the superdiagonal.
- Number of blocks for λ = geometric multiplicity; size of largest block = index of λ.
- JNF is unique up to ordering of blocks and exists for all complex square matrices.
- A is diagonalizable iff all Jordan blocks have size 1 (all algebraic = geometric multiplicities).
Mathematics