1

I must make the following matrix upper triangular:

\begin{bmatrix} 2 & 1 & 0 & 0 \\ 0 & 2 & 0 & 1 \\ 1 & 0 & 2 & 0 \\ 0 & 0 & 0 & 2 \end{bmatrix}

To do this, I'm calculating the Jordan Normal form outlined here.

There is only one eigenvalue, 2. So I must find three generalized eigenvectors (ugh).

To find the first one, I try to solve $(A-λI)v_2=v_1$, where $v_1$ is the first eigenvector: \begin{bmatrix} 0 \\ 0 \\ 1 \\ 0 \end{bmatrix}

So the equation is the following ($v_{21},v_{22},v_{23},v_{24}$ are the four components of $v_2$)

$$\begin{bmatrix} 0 & 1 & 0 & 0 \\ 0 & 0 & 0 & 1 \\ 1 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 \end{bmatrix} \begin{bmatrix} v_{21} \\ v_{22} \\ v_{23} \\ v_{24} \end{bmatrix}= \begin{bmatrix} 0 \\ 0 \\ 1 \\ 0 \end{bmatrix}$$

My problem is that there is a column of all zeros in the first matrix, which means that there are infinite solutions for $v_{33}$? I'm not sure what I'm doing wrong here but any help would be appreciated!

Anthony
  • 671

1 Answers1

2

HINT

Since there is only an eigenvalue the Jordan canonical form is:

$$\begin{bmatrix} 2 & 1 & 0 & 0 \\ 0 & 2 & 1 & 0 \\ 0 & 0 & 2 & 1 \\ 0 & 0 & 0 & 2 \end{bmatrix}$$

Since $J$ is obtained by $A$ from a similarity transfomation: $$P^{-1}AP=J$$

to find the generalized eigenvectors you need to solve the following system:

$$AP=PJ$$

More in detail, let ($v_i$ are the generalized eigenvectors, columns of P):

$$P=[v_1,v_2,v_3,v_4]$$

then P has to satisfy the following systems:

$$\begin{cases}Av_1=2v_1 \\ Av_2=v_1+2v_2 \\ Av_3=v_2+2v_3 \\ Av_4=v_3+2v_4\end{cases}$$

You have already solved the first now you can find $v_2$ from the second system of equation and so on.

For example the second system $(A-2I)v_2=v_1$ is:

$$\begin{bmatrix} 0 & 1 & 0 & 0 \\ 0 & 0 & 0 & 1 \\ 1 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 \end{bmatrix} v_2= \begin{bmatrix} 0 \\ 0 \\ 1 \\ 0 \end{bmatrix}$$

thus

$$ v_2= \begin{bmatrix} 1 \\ 0 \\ 0 \\ 0 \end{bmatrix}$$

Finally you should obtain:

$$P=\begin{bmatrix} 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 1 & 0 & 0 & 0 \\ 0 & 0 & 0 & 1 \end{bmatrix}$$

user
  • 154,566
  • Hi, I've seen the Jordan canonical form a bit around, but how is it derived? It seems fairly simplistic to make given just the singular eigenvector (seeing as how you didn't need to do computations, unless I'm mistaken).

    And for the generalized eigenvectors, how would one solve for P then? Wouldn't P be a 4x4 matrix there? That seems like a lot of systems of equations (which I'm fine with doing, but want to make sure before I undertake that challenge)

    – Anthony Dec 08 '17 at 21:30
  • J-form is determined once you have the eigenvalues, take a look here https://en.wikipedia.org/wiki/Jordan_normal_form. Regarding the solution of the system, I'll add something to the aswer. – user Dec 08 '17 at 21:38
  • Question about this: I've been continuing this problem today and while it all makes sense, I find myself running into the same problem as yesterday: For example, the second equation simplifies to (A-2I)v2=v1, which is the equation I had originally had a problem solving. Am i missing something? Thanks! – Anthony Dec 09 '17 at 16:57
  • Pretty sure it's because doing (A-2I) results in a row of zeros – Anthony Dec 09 '17 at 17:14
  • It'a trivial calculation, I'll add in the aswer some more detail. – user Dec 09 '17 at 17:38
  • Wow I feel dumb after seeing that. Makes perfect sense. Thanks again! – Anthony Dec 09 '17 at 18:39
  • In this particular case it was very simple, not alway it is the case! Bye – user Dec 09 '17 at 18:52