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2 Generalized Eigenvectors
In the previous section we looked at the case where each eigenvalue of a square matrix A
has as many linearly independent eigenvectors as its multiplicity. In that case we could
diagonalize A and use this to compute its powers as in chapter six. Now we turn to
situations where some eigenvalues do not have as many linearly independent
eigenvectors as their multiplicities. In such cases we shall consider what are called
generalized eigenvectors. These turn out to be a substitute for regular eigenvectors. In
particular, they can be used to express A as A = TJT-1 where J, called the Jordan canonical
form of A, is "almost" diagonal. This is a generalization of diagonalization and can be
used to compute the powers in a fashion similar to chapter six. Let's look at an example.
Example 1. Let A = . We find the eigenvalues.
0 =
= (1 - )(3 - ) + 1 = 2 - 4 + 4 = ( - 2)2
10.2 - 1
- 2I)2 =
= = 0. So the equation (A - 2I)2v = 0 is 0v = 0. Every vector v = satisfies
this equation, so every non-zero vector v is a generalized eigenvector of A. The ones that
do not lie on the line through v1 = are of degree two.
Now we look at how the generalized eigenvectors can be used to create a substitute for
the diagonalization of the matrix. For simplicity we consider a 22 matrix A with a
single eigenvalue that has only one linearly independent eigenvector v1 as in Example
1. It turns out that A must have a generalized eigenvector v of degree two. So (A - I)v is
a regular eigenvector. So (A - I)v = cv1. Let v2 = v/c. Then (A - I)v2 = v1 or
Av2 = v1 + v2. Let
T = matrix whose columns are v1 and v2
J =
Since Av1 = v1 and Av2 = v1 + v2 the matrix AT has columns equal to v1 and v1 + v2.
Consider TJ. Recall that the kth column of TJ is a linear combination of the columns of T
using the entries in the kth column of J as coeffients. So TJ has columns equal to v1 and
v1 + v2. So AT = TJ or
(1)
A = TJT-1 = T T-1
J = is called the Jordan canonical form of A and we shall call formula (1) the
Jordanization of A. It turns out to be a convenient substitute for the diagonalization of A
when it comes to computing An and other computations with A.
Example 3. Let A = . Find the Jordanization (1) of A.
In Example 1 we saw that = 2 was the only eigenvalue and the only eigenvectors are
multiples of v1 = . We need to find v = such that (A - I)v2 = v1 = . Since A - 2I = so
= . Both equations are x + y = 1 or y = 1 + x so v = = = + x where x can be any
number. Let's take x = 0 so v2 = . Then (1) becomes
=
-1
Now let's consider how to compute the powers of a matrix A using its Jordanization (1).
As in chapter six one has
An = TJnT-1 = T
n
T-1
10.2 - 2
and in general
So
An = T T-1
Example 4. Let A = . Find An and use it to solve the difference equations
xn+1 =
xn +
yn
x0 = 4
xn+1 = - xn + 3yn
y0 = 5
-1
-1
, so
= 2n
= 2n
The difference equations can be written as
=
The solution is
=
= 2n
= 2n
So
xn = (4 + n/2) 2n
yn = (5 + n/2) 2n
10.2 - 3
(b)
(c)
(d)
(e)
10.2 - 4