Mathematics.

matrix theory

Jordan Normal Form

Linear Algebra60 minDifficulty7 out of 10

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

Definition

Every matrix A ∈ M_n(C) is similar to a Jordan matrix J = P^{-1} A P where J consists of Jordan blocks:

Jk(λ)=(λ1λ11λ)Mk(C)J_k(\lambda) = \begin{pmatrix}\lambda & 1 & & \\ & \lambda & 1 & \\ & & \ddots & 1 \\ & & & \lambda\end{pmatrix} \in M_k(\mathbb{C})
Jordan block of size k for eigenvalue λ
J=(Jk1(λ1)Jkr(λr))J = \begin{pmatrix} J_{k_1}(\lambda_1) & & \\ & \ddots & \\ & & J_{k_r}(\lambda_r)\end{pmatrix}

Block diagonal matrix of Jordan blocks; A = P J P^{-1}.

Jordan normal form
Number of Jordan blocks for λ=dim(ker(AλI))=geometric multiplicity\text{Number of Jordan blocks for } \lambda = \dim(\ker(A-\lambda I)) = \text{geometric multiplicity}
Block count

Notation

NotationMeaning
Jk(λ)J_k(\lambda)Jordan block of size k for eigenvalue λ
JJJordan normal form of A
PPChange-of-basis matrix of generalized eigenvectors

Properties

Uniqueness

The JNF is unique up to ordering of blocks.\text{The JNF is unique up to ordering of blocks.}

Algebraic multiplicity

Size of the largest Jordan block for λ=index (nilpotency of AλI restricted to generalized eigenspace).\text{Size of the largest Jordan block for } \lambda = \text{index (nilpotency of } A-\lambda I \text{ restricted to generalized eigenspace).}

Diagonalizable case

A is diagonalizable iff all Jordan blocks are 1×1, iff algebraic = geometric multiplicity for every eigenvalue.A \text{ is diagonalizable iff all Jordan blocks are 1×1, iff algebraic = geometric multiplicity for every eigenvalue.}

Powers of Jordan block

Jk(λ)n=j=0k1(nj)λnjE1,j+1 (binomial-coefficient structure).J_k(\lambda)^n = \sum_{j=0}^{k-1} \binom{n}{j}\lambda^{n-j} E_{1,j+1} \text{ (binomial-coefficient structure).}

Worked Examples

  1. 1

    Find eigenvalues: characteristic polynomial is (λ-4)^2 = 0, so λ=4 with algebraic multiplicity 2.

  2. 2

    Find geometric multiplicity: dim(ker(A-4I)).

    A4I=(0100),ker(A4I)=span{(1,0)},geometric multiplicity=1A - 4I = \begin{pmatrix}0&1\\0&0\end{pmatrix}, \quad \ker(A-4I) = \operatorname{span}\{(1,0)\}, \quad \text{geometric multiplicity} = 1
  3. 3

    One Jordan block of size 2 (alg mult=2, geo mult=1).

    J=J2(4)=(4104)J = J_2(4) = \begin{pmatrix}4&1\\0&4\end{pmatrix}
  4. 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

Mediumfree response

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).

Mediumfree response

How does the Jordan normal form relate to the matrix exponential e^{At}? Give the formula for e^{J_k(λ)t}.

Common Mistakes

Common Mistake

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

A Jordan block J_k(λ) has 1s on its:
The number of Jordan blocks for eigenvalue λ equals:
A matrix is diagonalizable if and only if:

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).

References