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Linear Methods of AI

Triangularization and Jordan Normal Form

Matrix Triangularization

Even though matrix AA cannot be diagonalized, the following theorem still holds.

For matrix AKn×nA \in \mathbb{K}^{n \times n}, if the characteristic polynomial of AA can be factored into linear factors, then AA is similar to an upper triangular matrix RKn×nR \in \mathbb{K}^{n \times n}. The entries on the diagonal of this upper triangular matrix are all the eigenvalues of AA.

This similarity relationship is expressed as:

R=S1ASR = S^{-1} \cdot A \cdot S

where SKn×nS \in \mathbb{K}^{n \times n} is an invertible matrix.

This upper triangular form can be described more precisely through the Jordan Normal Form.

Jordan Normal Form

Let AKn×nA \in \mathbb{K}^{n \times n} with characteristic polynomial:

χA(t)=(λ1t)r1(λkt)rk\chi_A(t) = (\lambda_1 - t)^{r_1} \cdot \ldots \cdot (\lambda_k - t)^{r_k}

with distinct eigenvalues λ1,,λkK\lambda_1, \ldots, \lambda_k \in \mathbb{K}. Then there exists an invertible matrix SKn×nS \in \mathbb{K}^{n \times n} such that:

S1AS=(λ1Ir1+N100λkIrk+Nk)S^{-1} \cdot A \cdot S = \begin{pmatrix} \lambda_1 \cdot I_{r_1} + N_1 & & 0 \\ & \ddots & \\ 0 & & \lambda_k \cdot I_{r_k} + N_k \end{pmatrix}

This form shows how a matrix can be organized into simpler blocks, where each block is associated with one particular eigenvalue.

Jordan Block Structure

For each i=1,,ki = 1, \ldots, k, the Jordan block λiIri+Ni\lambda_i \cdot I_{r_i} + N_i has a very distinctive structure. Imagine it like an almost perfect staircase, where each step has the same value (namely the eigenvalue λi\lambda_i), but there are "connectors" in the form of the number 1 at certain positions that make this structure unique.

λiIri+Ni=(λi11λi0λi11λi00λi)Kri×ri\lambda_i \cdot I_{r_i} + N_i = \begin{pmatrix} \lambda_i & 1 & & & \\ & \ddots & \ddots & & \\ & & \ddots & 1 & \\ & & & \lambda_i & 0 \\ & & & & \lambda_i & 1 \\ & & & & & \ddots & \ddots \\ & & & & & & \ddots & 1 \\ & & & & & & & \lambda_i & 0 \\ & & & & & & & & \ddots & \ddots \\ & & & & & & & & & \ddots & 0 \\ & & & & & & & & & & \lambda_i \end{pmatrix} \in \mathbb{K}^{r_i \times r_i}

In this structure, the eigenvalue λi\lambda_i dominates the main diagonal, while the number 1 appears at certain positions above the diagonal (called the superdiagonal). The positions of 0 and 1 on the superdiagonal determine how the Jordan block is divided into smaller sub-blocks. This structure provides complete information about how the linear transformation operates on the vector space associated with that eigenvalue.