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04B rjalg

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Section 4.10.3 of a linear algebra text (Matthews, per the folder name), apparently with no mention of Phil's own work. It builds the 2n-by-2n real matrix Z from A and a complex eigenvalue a+ib, proves lemmas and a corollary linking null spaces of Z and p(A), and gives a procedure for choosing basis vectors. Example 4.8 works a 4x4 matrix with minimal polynomial (x^2+1)^2, producing P and the real Jordan form.

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4.10.3 A real algorithm for nding the real Jordan form Referring to the last example, if we write Z=A I 4 I4A , then ZX11 Y11 =X12 Y12 ; ZY11 X11 =Y12 X12 ; ZX12 Y12 =0 0 ; ZY12 X12 =0 0 : Then the vectorsX11 Y11 ;Y11 X11 ; ZX11 Y11 ; ZY11 X11 actually form an R{basis forN(Z). This leads to a method for nding the real Jordan canonical form using real matrices. (I am indebted to Dr. B.D. Jones for introducing me to the Zmatrix approach.) More generally, we observe that a collection of equations of the form AXij1=aiXij1biYij1+Xij2 AYij1=biXij1+aiYij1+Yij2 ... AXijeij=aiXijeijbiYijeij AYijeij=biXijeij+aiYijeij can be written concisely in real matrix form, giving rise to an elementary Jordan basis corresponding to an elementary divisor xeijfor the following real matrix: Let Zi=AaiInbiIn biInAaiIn : Then ZiXij1 Yij1 =Xij2 Yij2 ... ZiXijeij Yijeij =0 0 : 100 LEMMA 4.2 IfVis aC{vector space with basis v1;:::;vn, thenVis also anR{vector space with basis v1; iv1;:::;vn; ivn: Hence dimRV= 2 dimCV: DEFINITION 4.8 LetA2Mnn(R)andc=a+ibbe a complex eigenvalue of Awith b6= 0. LetZ2M2n2n(R)be de ned by Z=AaInbIn bInAaIn = (AaIn) InIn (bJ): Also letp=xc. LEMMA 4.3 Let :V2n(R)!Vn(C)be the mapping de ned by X Y =X+iY; X; Y2Vn(R): Then (i)is anR{ isomorphism; (ii)Y X =i(X+iY); (iii)  ZhX Y =ph(A)(X+iY); (iv) ZhY X =iph(A)(X+iY); (v)mapsN(Zh)ontoN(ph(A); COROLLARY 4.4 If pe11(A)(X1+iY1);:::;pe 1(A)(X +iY ) form aC{basis forN(p(A)), then Ze11X1 Y1 ; Ze11Y1 X1 ;:::;Ze 1X Y  ; Ze 1Y X  form anR{basis forN(Z)and conversely. 101 Remark: Consequently the dot diagram for the eigenvalue 0 for the matrix Zhas the same height as that for the eigenvalue cofA, with each row expanded to twice the length. To nd suitable vectors X1; Y1;:::;X ; Y , we employ the usual algo- rithm for nding the Jordan blocks corresponding to the eigenvalue 0 of the matrixZ, with the extra proviso that we always ensure that the basis for Nh;xis chosen to have the form Zh1X1 Y1 ; Zh1Y1 X1 ;:::;Zh1Xr Yr ; Zh1Yr Xr ; wherer= ( nullityZhnullityZh1)=2. This can be ensured by extending a spanning family for N(Zh): X1 Y1 ;:::;" X(Zh) Y(Zh)# to the form X1 Y1 ;Y1 X1 ;:::;" X(Zh) Y(Zh)# ;" Y(Zh) X(Zh)# : EXAMPLE 4.8 A=2 6641 1 0 0 2 0 1 0 2 0 0 1 21113 7752M44(R)hasmA= (x2+1)2. Find a real non{singular matrix Psuch thatP1APis in real Jordan form. Solution: Z=2 666666666641 1 0 0 1 0 0 0 2 0 1 0 0 1 0 0 2 0 0 1 0 0 1 0 2111 0 0 0 1 1 0 0 0 1 1 0 0 01 0 02 0 1 0 0 01 0 2 0 0 1 0 0 0121113 77777777775 102 basis forN(Z2) :2 666666666641 1 1 =2 1=2 21=2 01=2 2 1=2 1 3 =2 23=223=2 1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 13 77777777775 blown{up basis for N(Z2) : 2 6666666666411 1 0 1 =2 0 1 =2 0 2 01=21 0 01=2 0 2 0 1=2 0 11 3=2 0 2 03=2 02 03=21 1 1 0 1 0 1 =2 0 1 =2 02 11=2 0 0 0 1=2 0 2 0 1 =2 1 1 0 3 =2 02 03=2 02 13=23 77777777775 !left{to{right basis for N(Z2) :2 6666666666411 1 0 2 01=21 2 0 1=2 0 2 03=2 0 1 1 0 1 02 11=2 0 2 0 1 =2 02 03=23 77777777775 We then derive a spanning family for N2;x: Zbasis matrix =2 666666666640 0 1=2 0 0 01=21=2 0 0 1=2 1=2 0 01=21=2 0 0 0 1 =2 0 0 1=21=2 0 01=2 1=2 0 0 1=21=23 77777777775!basis forN2;x: 103 2 666666666641=2 0 1=21=2 1=2 1=2 1=21=2 0 1=2 1=21=2 1=2 1=2 1=21=23 77777777775 Consequently we read o that Zh X11 Y11i =h X12 Y12i is a basis for N2;x=N1;x= N(Z). where P= [X11jY11jX12jY12] =2 6641 0 1=2 0 1=2 11=2 1=2 1=2 0 1=21=2 3=2 01=2 1=23 775: Then P1AP=2 6640 1 0 0 1 0 0 0 1 0 0 1 0 11 03 775; which is in real Jordan form. 104