EE263 Autumn 2007-08

Stephen Boyd

Lecture 12
Jordan canonical form

Jordan canonical form

generalized modes
Cayley-Hamilton theorem

121

Jordan canonical form

what if A cannot be diagonalized?
any matrix A Rnn can be put in Jordan canonical form by a similarity
transformation, i.e.

T 1AT = J =
where

Ji =

1
i

...
...

J1

...
Jq

Cnini
1
i

is called a Jordan block of size ni with eigenvalue i (so n =

Jordan canonical form

Pq

i=1 ni )

122

 J is upper bidiagonal
J diagonal is the special case of n Jordan blocks of size ni = 1
Jordan form is unique (up to permutations of the blocks)
can have multiple blocks with same eigenvalue

Jordan canonical form

123

note: JCF is a conceptual tool, never used in numerical computations!

X (s) = det(sI A) = (s 1)n1 (s q )nq
hence distinct eigenvalues ni = 1 A diagonalizable
dim N (I A) is the number of Jordan blocks with eigenvalue

more generally,
k

dim N (I A) =

min{k, ni}

i =

so from dim N (I A)k for k = 1, 2, . . . we can determine the sizes of

the Jordan blocks associated with

Jordan canonical form

124

 factor out T and T 1, I A = T (I J)T 1

for, say, a block of size 3:

0 1
0
0 1
iIJi = 0
0
0
0

0 0 1
(iIJi)2 = 0 0 0
0 0 0

(iIJi)3 = 0

for other blocks (say, size 3, for k 2)

(i j )
0
(iIJj )k =
0

Jordan canonical form

k1

k(i j )
(j i)k
0

k2

(k(k 1)/2)(i j )
k(j i)k1
(j i)k

125

Generalized eigenvectors
suppose T 1AT = J = diag(J1, . . . , Jq )
express T as
where Ti Cnni

T = [T1 T2 Tq ]
are the columns of T associated with ith Jordan block Ji

we have ATi = TiJi

let Ti = [vi1 vi2 vini ]
then we have:
Avi1 = ivi1,
i.e., the first column of each Ti is an eigenvector associated with e.v. i
for j = 2, . . . , ni,
Avij = vi j1 + ivij
the vectors vi1, . . . vini are sometimes called generalized eigenvectors
Jordan canonical form

126

Jordan form LDS

consider LDS x = Ax
by change of coordinates x = T x
, can put into form x
= J x

system is decomposed into independent Jordan block systems x

i = Jix
i

1/s

x
ni

1/s

x
ni1

1/s

x
1

Jordan blocks are sometimes called Jordan chains

(block diagram shows why)

Jordan canonical form

127

Resolvent, exponential of Jordan block

resolvent of k k Jordan block with eigenvalue :

(sI J)

(s )

1
s

...
...

1
s

(s )
(s )
(s )1 (s )k+1

..
...

(s )1
2

= (s )1I + (s )2F1 + + (s )k Fk1

where Fi is the matrix with ones on the ith upper diagonal
Jordan canonical form

128

by inverse Laplace transform, exponential is:

tJ

k1

I + tF1 + + (t /(k 1)!)Fk1

k1
1 t t /(k 1)!

1 tk2/(k 2)!
t

= e
..
...

1
= e

Jordan blocks yield:

repeated poles in resolvent
terms of form tpet in etA

Jordan canonical form

129

Generalized modes

consider x = Ax, with

x(0) = a1vi1 + + ani vini = Tia

then x(t) = T eJtx

(0) = TieJita

trajectory stays in span of generalized eigenvectors

coefficients have form p(t)et, where p is polynomial
such solutions are called generalized modes of the system
Jordan canonical form

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with general x(0) we can write

x(t) = etAx(0) = T etJ T 1x(0) =

q
X

TietJi (SiT x(0))

i=1

where

S1T

T 1 = ..
SqT

hence: all solutions of x = Ax are linear combinations of (generalized)

modes

Jordan canonical form

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Cayley-Hamilton theorem
if p(s) = a0 + a1s + + ak sk is a polynomial and A Rnn, we define
p(A) = a0I + a1A + + ak Ak
Cayley-Hamilton theorem: for any A Rnn we have X (A) = 0, where
X (s) = det(sI A)


1 2
we have X (s) = s2 5s 2, so
example: with A =
3 4
X (A) = A2 5A 2I




1 2
7 10
2I
5
=
3 4
15 22
= 0

Jordan canonical form

1212

corollary: for every p Z+, we have

p

A span

n1

I, A, A , . . . , A

(and if A is invertible, also for p Z)

i.e., every power of A can be expressed as linear combination of
I, A, . . . , An1
proof: divide X (s) into sp to get sp = q(s)X (s) + r(s)
r = 0 + 1s + + n1sn1 is remainder polynomial
then
Ap = q(A)X (A) + r(A) = r(A) = 0I + 1A + + n1An1

Jordan canonical form

1213

for p = 1: rewrite C-H theorem

X (A) = An + an1An1 + + a0I = 0
as
I = A (a1/a0)I (a2/a0)A (1/a0)A
(A is invertible a0 6= 0) so

n1

A1 = (a1/a0)I (a2/a0)A (1/a0)An1

i.e., inverse is linear combination of Ak , k = 0, . . . , n 1

Jordan canonical form

1214

Proof of C-H theorem

first assume A is diagonalizable: T 1AT =

X (s) = (s 1) (s n)
since
X (A) = X (T T 1) = T X ()T 1
it suffices to show X () = 0

X () = ( 1I) ( nI)
= diag(0, 2 1, . . . , n 1) diag(1 n, . . . , n1 n, 0)
= 0

Jordan canonical form

1215

now lets do general case: T 1AT = J

X (s) = (s 1)n1 (s q )nq
suffices to show X (Ji) = 0
ni

0 1 0
X (Ji) = (Ji 1I)n1 0 0 1 (Ji q I)nq = 0
...
|
{z
}
(Ji i I)ni

Jordan canonical form

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