The process of decomposing a square matrix A into this form:
A=PJP−1
Here:
- J is the Jordan form of A
- P is an invertible matrix where the columns are generalized eigenvectors of A
Generalizes diagonalization when matrix is not diagonalizable. Every square matrix A is Jordan-decomposable.
Jordan Block
Denoted by B(λ,m). An upper triangular matrix Bm×m is a Jordan block iff:
- All m diagonal elements are the same eigenvalue (λ) and
- All super-diagonal elements are 1
B(λ,m)=λ⋮001⋮000⋮00⋯⋱⋯⋯0⋮λ00⋮1λ
J from the decomposition.
J=diag(B(λ1,m1),B(λ2,m2),…,B(λk,mk))
Here:
- λi is an eigenvalue of A for i=1,2,…,m
- mi is the algebraic multiplicity of λi
Matrix of Generalized Vectors
P from the decomposition.