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Unit 21: The Jordan Form




          Now                                                                                   Notes

                                                     0 0 0
                                                     a
                                           I
                                      (A  2 )(A I )  3 0 0
                                                    ac  0 0
          and thus A is similar to a diagonal matrix if and only if a = 0.


                 Example 3: Let

                                               2 0 0 0
                                               1 2 0 0
                                           A
                                               0 0 2 0
                                               0 0 a  2

                                              4
          The characteristic polynomial for A is (x – 2) . Since A is the direct sum of two 2 × 2 matrices, it
                                                   2
          is clear that the minimal polynomial for A is (x – 2) . Now if a = 0 or if a = 1, then the matrix A is
          in  Jordan form. Notice that the two  matrices we obtain for  a = 0 and  a  = 1 have the same
          characteristic polynomial and the same minimal polynomial, but are not similar. They are not
          similar because for the first matrix the solution space of (A – 2I) has dimension 3, while for the
          second matrix it has dimension 2.

                 Example 4:  Linear  differential  equations with  constant  coefficients  provide a nice
          illustration of the Jordan form. Let a ,..., a  be complex numbers and let V be the space of all n
                                       0   n–1
          times differentiable functions  f on an interval  of the real line  which  satisfy the  differential
          equation
                                   n
                                  d f     d n  1  f  df
                                        a        a    a f   0
                                  dx n  n 1  dx n  1  1  dx  0
          Let D be the differentiation operator. Then V is invariant under D, because V is the null space of
          p(D), where
                                               ...
                                             n
                                         p = x  +   + a x + a
                                                   1   0
          What is the Jordan form for the differentiation operator on V?
          Let c ,..., c  be the distinct complex roots of p:
              1   k
                                               r ...    r
                                              1 f
                                       p = (x – c ) 1    (x – c ) k
                                                       k
                                      r
          Let V  be the null space of (D – c I) i , that is, the set of solutions to the differential equation
               i                    i
                                                 r
                                           (D – c I) i f = 0
                                                i
          Then the primary decomposition theorem tells us that
                                          V = V   ...  V
                                              1       k
          Let N  be the restriction of D – c I to V . The Jordan  form for the operator  D (on  V) is then
               i                     i     i
          determined by the rational forms for the nilpotent operators N ,..., N  on the spaces V ,..., V .
                                                             1   k             1    k
          So, what we must know (for various values of c) is the rational form for the operator N = (D – cI)
          on the space V , which consists of the solutions of the equation
                      c
                                                 r
                                           (D – cI) f = 0




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