The Jordan Normal Form and its Applications

Size: px
Start display at page:

Download "The Jordan Normal Form and its Applications"

Transcription

1 The and its Applications Jeremy IMPACT Brigham Young University

2 A square matrix A is a linear operator on {R, C} n. A is diagonalizable if and only if it has n linearly independent eigenvectors. What happens if A does not have n linearly independent eigenvectors? When does this happen? What general form can we obtain in this case?

3 The The is one decomposition of a matrix, A = P 1 JP where J is the normal form. It has the advantage of corresponding to the eigenspaces and of being as close to diagonal as possible. More specifically, if a matrix is diagonal then its Jordan Normal Form is the diagonalization.

4 Complementary Subspaces Definition Two subspaces U, W of a vector space V are complementary if U W = {0} and for all v V, there exist u U, w W such that v = u + w. In fact, u, w are the unique vectors that satisfy this property. We denote this V = U W.

5 Complementary Subspaces Remark This idea extends to finite collections: V = W 1 W 2 W m. Remark If U, W are subspaces of V with dim U + dim W = dim V and U W = {0} then it can be shown that U W = V.

6 The Index of a Matrix Recall and N(A) N(A 2 ) N(A 3 )... R(A) R(A 2 ) R(A 3 )...

7 The Index of a Matrix Definition The index of a matrix is the smallest nonnegative integer k = Ind(A) such that N(A k ) = N(A k+1 ) =... R(A k ) = R(A k+1 ) =... where A 0 = I. Note that Ind(A) = 0 if A is invertible.

8 The Index of a Matrix Theorem Let A be a square matrix and let k = Ind(A). Then V = N(A k ) R(A k ).

9 The Index of a Matrix Proof. Suppose x N(A k ) R(A k ). Then A k x = 0 and there exists y such that x = A k y. Therefore, A k A k y = A 2k y = 0 so that y N(A 2k ). But N(A 2k ) = N(A k ) so that x = A k y = 0. The rank-nullity theorem implies that so V = N(A k ) R(A k ). dim N(A k ) + dim R(A k ) = n = dim(v )

10 Invariant Subspaces Definition A subspace W V is said to be invariant (with respect to a matrix A) if AW W.

11 Invariant Subspaces Example Notice that for any matrix A, the range R(A) is invariant since for x R(A), Ax R(A) by definition. It follows that R(A k ) is invariant for any k. Also, N(A) is invariant since Ax = 0 N(A). So is N(A k ). Another example is an eigenspae N(A λi ) because any vector satisfies Ax = λx N(A λi ).

12 Decomposing a matrix If V = U W and U and W are A-invariant subspaces then there exists an invertible matrix P such that [ ] A = P 1 AU 0 P. 0 A W In fact, P = [p 1,..., p r, p r+1,... p n ] where {p 1,..., p r } is a basis for U and {p r+1,..., p n } is a basis for W. Furthermore, A U = A U is the restriction of A to the subspace U.

13 Matrix Diagonalization When we diagonalize A, we are simply using complementary invariant spaces. These are the eigenspaces: V = N(A λ 1 I ) N(A λ 2 I ) N(A λ r I ). The matrix that diagonalizes A is P containing bases for the eigenspaces (the columns are eigenvectors) and the blocks A λi are diagonal because on the space N(A λi ), the action of A is simply that of λi.

14 Matrix Diagonalization How do we know that V = n N(A λ i I )? i=1

15 Matrix Diagonalization Example Consider the matrix A = [ ] Since A is upper diagonal, its only eigenvalue is 2. What are the eigenvectors?

16 Matrix Diagonlization Clearly V N(A 2I ) because the dimensions do not match. This matrix cannot be diagonalized because it doesn t have a full set of linearly independent eigenvectors.

17 Generalized Eigenspaces Notice that we had repeated eigenvalues. Remember that if we have n distinct eigenvalues we know there are n linearly independent eigenvectors. This problem only occurs when we have repeated eigenvalues.

18 Generalized Eigenspaces What if we could make N(A 2I ) bigger so that it covered all of V? Let s try N(A 2I ) 2 for example. It is easy to show that V = N(A 2I ) 2. Notice that ([ ] [ ]) ( ) 0 = 1 ( ) 1 0 So we found a vector not in N(A 2I ) such that (A 2I )x N(A 2I ). This is called an generalized eigenvector of second order.

19 Generalized Eigenspaces This can be repeated. In fact, we can show that if λ 1,..., λ r are the distinct eigenvalues of A and k i = Ind(A λ i I ) then V = N(A λ 1 I ) k 1 N(A λ r I ) kr. N(A λ i I ) k i is called the generalized eigenspace of A corresponding to λ i.

20 Diagonalization Revisited If we can t diagonalize a matrix, how do we choose a basis that gets us close? Remember that if x is a generalized eigenvector of order k then (A λi )x is a generalized eigenvector of order k 1. Repeating we may obtain a sequence x 1, x 2,..., x k such that 0 = (A λi )x 1 x 1 = (A λi )x 2. x k 1 = (A λi )x k

21 Diagonalization Revisited What is the action of A on the space spanned by {x 1,..., x k }? Well, we know what A λi looks like relative to this basis: A λi =

22 Diagonlization Revisited So then A must be λ λ A = λ

23 Diagonalization Revisited Of course, {x 1,..., x k } may not span all of N(A λi ) k. So, to get a basis for N(A λi ) k we follows this same idea. Take a basis {x 1,... x d1 } for N(A λi ). Extend this to a basis for N(A λi ) 2 so that {x 1,..., x d1, x d1 +1,..., x d2 } (A λi ){x d1 +1,..., x d2 } = {x 1,..., x d2 d 1 }. Then the portion of P corresponding to N(A λi ) is be [x 1, x d1 +1, x d2 +1,..., x 2, x d1 +2,..., x d1 ].

24 If we choose our basis this way, we can decompose A into the following form: J(λ 1 ) J(λ 2 )... 0 A = J(λ r ) The block J(λ i ) is called a Jordan segment for λ i.

25 A Jordan segment is a matrix of the form J 1 (λ i ) J 2 (λ i )... 0 J(λ i ) = J ri (λ i ) Each J l (λ i ) is called a Jordan block for λ i.

26 A Jordan block for λ i is a matrix λ i λ i J l (λ i ) = λ i

DIAGONALIZATION. In order to see the implications of this definition, let us consider the following example Example 1. Consider the matrix

DIAGONALIZATION. In order to see the implications of this definition, let us consider the following example Example 1. Consider the matrix DIAGONALIZATION Definition We say that a matrix A of size n n is diagonalizable if there is a basis of R n consisting of eigenvectors of A ie if there are n linearly independent vectors v v n such that

More information

Definition (T -invariant subspace) Example. Example

Definition (T -invariant subspace) Example. Example Eigenvalues, Eigenvectors, Similarity, and Diagonalization We now turn our attention to linear transformations of the form T : V V. To better understand the effect of T on the vector space V, we begin

More information

Dimension. Eigenvalue and eigenvector

Dimension. Eigenvalue and eigenvector Dimension. Eigenvalue and eigenvector Math 112, week 9 Goals: Bases, dimension, rank-nullity theorem. Eigenvalue and eigenvector. Suggested Textbook Readings: Sections 4.5, 4.6, 5.1, 5.2 Week 9: Dimension,

More information

Study Guide for Linear Algebra Exam 2

Study Guide for Linear Algebra Exam 2 Study Guide for Linear Algebra Exam 2 Term Vector Space Definition A Vector Space is a nonempty set V of objects, on which are defined two operations, called addition and multiplication by scalars (real

More information

Math 3191 Applied Linear Algebra

Math 3191 Applied Linear Algebra Math 9 Applied Linear Algebra Lecture 9: Diagonalization Stephen Billups University of Colorado at Denver Math 9Applied Linear Algebra p./9 Section. Diagonalization The goal here is to develop a useful

More information

Recall : Eigenvalues and Eigenvectors

Recall : Eigenvalues and Eigenvectors Recall : Eigenvalues and Eigenvectors Let A be an n n matrix. If a nonzero vector x in R n satisfies Ax λx for a scalar λ, then : The scalar λ is called an eigenvalue of A. The vector x is called an eigenvector

More information

Diagonalization of Matrix

Diagonalization of Matrix of Matrix King Saud University August 29, 2018 of Matrix Table of contents 1 2 of Matrix Definition If A M n (R) and λ R. We say that λ is an eigenvalue of the matrix A if there is X R n \ {0} such that

More information

Jordan Canonical Form Homework Solutions

Jordan Canonical Form Homework Solutions Jordan Canonical Form Homework Solutions For each of the following, put the matrix in Jordan canonical form and find the matrix S such that S AS = J. [ ]. A = A λi = λ λ = ( λ) = λ λ = λ =, Since we have

More information

(a) II and III (b) I (c) I and III (d) I and II and III (e) None are true.

(a) II and III (b) I (c) I and III (d) I and II and III (e) None are true. 1 Which of the following statements is always true? I The null space of an m n matrix is a subspace of R m II If the set B = {v 1,, v n } spans a vector space V and dimv = n, then B is a basis for V III

More information

Final Review Written by Victoria Kala SH 6432u Office Hours R 12:30 1:30pm Last Updated 11/30/2015

Final Review Written by Victoria Kala SH 6432u Office Hours R 12:30 1:30pm Last Updated 11/30/2015 Final Review Written by Victoria Kala vtkala@mathucsbedu SH 6432u Office Hours R 12:30 1:30pm Last Updated 11/30/2015 Summary This review contains notes on sections 44 47, 51 53, 61, 62, 65 For your final,

More information

Linear Algebra II Lecture 22

Linear Algebra II Lecture 22 Linear Algebra II Lecture 22 Xi Chen University of Alberta March 4, 24 Outline Characteristic Polynomial, Eigenvalue, Eigenvector and Eigenvalue, Eigenvector and Let T : V V be a linear endomorphism. We

More information

Linear Algebra Practice Problems

Linear Algebra Practice Problems Linear Algebra Practice Problems Math 24 Calculus III Summer 25, Session II. Determine whether the given set is a vector space. If not, give at least one axiom that is not satisfied. Unless otherwise stated,

More information

Chapter 5. Eigenvalues and Eigenvectors

Chapter 5. Eigenvalues and Eigenvectors Chapter 5 Eigenvalues and Eigenvectors Section 5. Eigenvectors and Eigenvalues Motivation: Difference equations A Biology Question How to predict a population of rabbits with given dynamics:. half of the

More information

Eigenvalues and Eigenvectors

Eigenvalues and Eigenvectors Eigenvalues and Eigenvectors week -2 Fall 26 Eigenvalues and eigenvectors The most simple linear transformation from R n to R n may be the transformation of the form: T (x,,, x n ) (λ x, λ 2,, λ n x n

More information

Linear Systems. Class 27. c 2008 Ron Buckmire. TITLE Projection Matrices and Orthogonal Diagonalization CURRENT READING Poole 5.4

Linear Systems. Class 27. c 2008 Ron Buckmire. TITLE Projection Matrices and Orthogonal Diagonalization CURRENT READING Poole 5.4 Linear Systems Math Spring 8 c 8 Ron Buckmire Fowler 9 MWF 9: am - :5 am http://faculty.oxy.edu/ron/math//8/ Class 7 TITLE Projection Matrices and Orthogonal Diagonalization CURRENT READING Poole 5. Summary

More information

Remark By definition, an eigenvector must be a nonzero vector, but eigenvalue could be zero.

Remark By definition, an eigenvector must be a nonzero vector, but eigenvalue could be zero. Sec 6 Eigenvalues and Eigenvectors Definition An eigenvector of an n n matrix A is a nonzero vector x such that A x λ x for some scalar λ A scalar λ is called an eigenvalue of A if there is a nontrivial

More information

Eigenvalues and Eigenvectors

Eigenvalues and Eigenvectors Eigenvalues and Eigenvectors Philippe B. Laval KSU Fall 2015 Philippe B. Laval (KSU) Eigenvalues and Eigenvectors Fall 2015 1 / 14 Introduction We define eigenvalues and eigenvectors. We discuss how to

More information

ALGEBRA QUALIFYING EXAM PROBLEMS LINEAR ALGEBRA

ALGEBRA QUALIFYING EXAM PROBLEMS LINEAR ALGEBRA ALGEBRA QUALIFYING EXAM PROBLEMS LINEAR ALGEBRA Kent State University Department of Mathematical Sciences Compiled and Maintained by Donald L. White Version: August 29, 2017 CONTENTS LINEAR ALGEBRA AND

More information

Math 323 Exam 2 Sample Problems Solution Guide October 31, 2013

Math 323 Exam 2 Sample Problems Solution Guide October 31, 2013 Math Exam Sample Problems Solution Guide October, Note that the following provides a guide to the solutions on the sample problems, but in some cases the complete solution would require more work or justification

More information

MATH 31 - ADDITIONAL PRACTICE PROBLEMS FOR FINAL

MATH 31 - ADDITIONAL PRACTICE PROBLEMS FOR FINAL MATH 3 - ADDITIONAL PRACTICE PROBLEMS FOR FINAL MAIN TOPICS FOR THE FINAL EXAM:. Vectors. Dot product. Cross product. Geometric applications. 2. Row reduction. Null space, column space, row space, left

More information

Linear System Theory

Linear System Theory Linear System Theory Wonhee Kim Lecture 4 Apr. 4, 2018 1 / 40 Recap Vector space, linear space, linear vector space Subspace Linearly independence and dependence Dimension, Basis, Change of Basis 2 / 40

More information

Lecture 15, 16: Diagonalization

Lecture 15, 16: Diagonalization Lecture 15, 16: Diagonalization Motivation: Eigenvalues and Eigenvectors are easy to compute for diagonal matrices. Hence, we would like (if possible) to convert matrix A into a diagonal matrix. Suppose

More information

235 Final exam review questions

235 Final exam review questions 5 Final exam review questions Paul Hacking December 4, 0 () Let A be an n n matrix and T : R n R n, T (x) = Ax the linear transformation with matrix A. What does it mean to say that a vector v R n is an

More information

Math 4A Notes. Written by Victoria Kala Last updated June 11, 2017

Math 4A Notes. Written by Victoria Kala Last updated June 11, 2017 Math 4A Notes Written by Victoria Kala vtkala@math.ucsb.edu Last updated June 11, 2017 Systems of Linear Equations A linear equation is an equation that can be written in the form a 1 x 1 + a 2 x 2 +...

More information

LINEAR ALGEBRA REVIEW

LINEAR ALGEBRA REVIEW LINEAR ALGEBRA REVIEW SPENCER BECKER-KAHN Basic Definitions Domain and Codomain. Let f : X Y be any function. This notation means that X is the domain of f and Y is the codomain of f. This means that for

More information

Remark 1 By definition, an eigenvector must be a nonzero vector, but eigenvalue could be zero.

Remark 1 By definition, an eigenvector must be a nonzero vector, but eigenvalue could be zero. Sec 5 Eigenvectors and Eigenvalues In this chapter, vector means column vector Definition An eigenvector of an n n matrix A is a nonzero vector x such that A x λ x for some scalar λ A scalar λ is called

More information

Chapter 4 & 5: Vector Spaces & Linear Transformations

Chapter 4 & 5: Vector Spaces & Linear Transformations Chapter 4 & 5: Vector Spaces & Linear Transformations Philip Gressman University of Pennsylvania Philip Gressman Math 240 002 2014C: Chapters 4 & 5 1 / 40 Objective The purpose of Chapter 4 is to think

More information

Solutions to Final Exam

Solutions to Final Exam Solutions to Final Exam. Let A be a 3 5 matrix. Let b be a nonzero 5-vector. Assume that the nullity of A is. (a) What is the rank of A? 3 (b) Are the rows of A linearly independent? (c) Are the columns

More information

Summer Session Practice Final Exam

Summer Session Practice Final Exam Math 2F Summer Session 25 Practice Final Exam Time Limit: Hours Name (Print): Teaching Assistant This exam contains pages (including this cover page) and 9 problems. Check to see if any pages are missing.

More information

Math Final December 2006 C. Robinson

Math Final December 2006 C. Robinson Math 285-1 Final December 2006 C. Robinson 2 5 8 5 1 2 0-1 0 1. (21 Points) The matrix A = 1 2 2 3 1 8 3 2 6 has the reduced echelon form U = 0 0 1 2 0 0 0 0 0 1. 2 6 1 0 0 0 0 0 a. Find a basis for the

More information

Chapters 5 & 6: Theory Review: Solutions Math 308 F Spring 2015

Chapters 5 & 6: Theory Review: Solutions Math 308 F Spring 2015 Chapters 5 & 6: Theory Review: Solutions Math 308 F Spring 205. If A is a 3 3 triangular matrix, explain why det(a) is equal to the product of entries on the diagonal. If A is a lower triangular or diagonal

More information

Linear Algebra. Rekha Santhanam. April 3, Johns Hopkins Univ. Rekha Santhanam (Johns Hopkins Univ.) Linear Algebra April 3, / 7

Linear Algebra. Rekha Santhanam. April 3, Johns Hopkins Univ. Rekha Santhanam (Johns Hopkins Univ.) Linear Algebra April 3, / 7 Linear Algebra Rekha Santhanam Johns Hopkins Univ. April 3, 2009 Rekha Santhanam (Johns Hopkins Univ.) Linear Algebra April 3, 2009 1 / 7 Dynamical Systems Denote owl and wood rat populations at time k

More information

Chapter 5 Eigenvalues and Eigenvectors

Chapter 5 Eigenvalues and Eigenvectors Chapter 5 Eigenvalues and Eigenvectors Outline 5.1 Eigenvalues and Eigenvectors 5.2 Diagonalization 5.3 Complex Vector Spaces 2 5.1 Eigenvalues and Eigenvectors Eigenvalue and Eigenvector If A is a n n

More information

DM554 Linear and Integer Programming. Lecture 9. Diagonalization. Marco Chiarandini

DM554 Linear and Integer Programming. Lecture 9. Diagonalization. Marco Chiarandini DM554 Linear and Integer Programming Lecture 9 Marco Chiarandini Department of Mathematics & Computer Science University of Southern Denmark Outline 1. More on 2. 3. 2 Resume Linear transformations and

More information

Math 314H Solutions to Homework # 3

Math 314H Solutions to Homework # 3 Math 34H Solutions to Homework # 3 Complete the exercises from the second maple assignment which can be downloaded from my linear algebra course web page Attach printouts of your work on this problem to

More information

Jordan Normal Form and Singular Decomposition

Jordan Normal Form and Singular Decomposition University of Debrecen Diagonalization and eigenvalues Diagonalization We have seen that if A is an n n square matrix, then A is diagonalizable if and only if for all λ eigenvalues of A we have dim(u λ

More information

Eigenvalues and Eigenvectors 7.2 Diagonalization

Eigenvalues and Eigenvectors 7.2 Diagonalization Eigenvalues and Eigenvectors 7.2 Diagonalization November 8 Goals Suppose A is square matrix of order n. Provide necessary and sufficient condition when there is an invertible matrix P such that P 1 AP

More information

A proof of the Jordan normal form theorem

A proof of the Jordan normal form theorem A proof of the Jordan normal form theorem Jordan normal form theorem states that any matrix is similar to a blockdiagonal matrix with Jordan blocks on the diagonal. To prove it, we first reformulate it

More information

Homework 6 Solutions. Solution. Note {e t, te t, t 2 e t, e 2t } is linearly independent. If β = {e t, te t, t 2 e t, e 2t }, then

Homework 6 Solutions. Solution. Note {e t, te t, t 2 e t, e 2t } is linearly independent. If β = {e t, te t, t 2 e t, e 2t }, then Homework 6 Solutions 1 Let V be the real vector space spanned by the functions e t, te t, t 2 e t, e 2t Find a Jordan canonical basis and a Jordan canonical form of T on V dened by T (f) = f Solution Note

More information

TMA Calculus 3. Lecture 21, April 3. Toke Meier Carlsen Norwegian University of Science and Technology Spring 2013

TMA Calculus 3. Lecture 21, April 3. Toke Meier Carlsen Norwegian University of Science and Technology Spring 2013 TMA4115 - Calculus 3 Lecture 21, April 3 Toke Meier Carlsen Norwegian University of Science and Technology Spring 2013 www.ntnu.no TMA4115 - Calculus 3, Lecture 21 Review of last week s lecture Last week

More information

First of all, the notion of linearity does not depend on which coordinates are used. Recall that a map T : R n R m is linear if

First of all, the notion of linearity does not depend on which coordinates are used. Recall that a map T : R n R m is linear if 5 Matrices in Different Coordinates In this section we discuss finding matrices of linear maps in different coordinates Earlier in the class was the matrix that multiplied by x to give ( x) in standard

More information

Final A. Problem Points Score Total 100. Math115A Nadja Hempel 03/23/2017

Final A. Problem Points Score Total 100. Math115A Nadja Hempel 03/23/2017 Final A Math115A Nadja Hempel 03/23/2017 nadja@math.ucla.edu Name: UID: Problem Points Score 1 10 2 20 3 5 4 5 5 9 6 5 7 7 8 13 9 16 10 10 Total 100 1 2 Exercise 1. (10pt) Let T : V V be a linear transformation.

More information

Warm-up. True or false? Baby proof. 2. The system of normal equations for A x = y has solutions iff A x = y has solutions

Warm-up. True or false? Baby proof. 2. The system of normal equations for A x = y has solutions iff A x = y has solutions Warm-up True or false? 1. proj u proj v u = u 2. The system of normal equations for A x = y has solutions iff A x = y has solutions 3. The normal equations are always consistent Baby proof 1. Let A be

More information

Linear Algebra Final Exam Solutions, December 13, 2008

Linear Algebra Final Exam Solutions, December 13, 2008 Linear Algebra Final Exam Solutions, December 13, 2008 Write clearly, with complete sentences, explaining your work. You will be graded on clarity, style, and brevity. If you add false statements to a

More information

1 Last time: least-squares problems

1 Last time: least-squares problems MATH Linear algebra (Fall 07) Lecture Last time: least-squares problems Definition. If A is an m n matrix and b R m, then a least-squares solution to the linear system Ax = b is a vector x R n such that

More information

MATH 20F: LINEAR ALGEBRA LECTURE B00 (T. KEMP)

MATH 20F: LINEAR ALGEBRA LECTURE B00 (T. KEMP) MATH 20F: LINEAR ALGEBRA LECTURE B00 (T KEMP) Definition 01 If T (x) = Ax is a linear transformation from R n to R m then Nul (T ) = {x R n : T (x) = 0} = Nul (A) Ran (T ) = {Ax R m : x R n } = {b R m

More information

Eigenvalues and Eigenvectors A =

Eigenvalues and Eigenvectors A = Eigenvalues and Eigenvectors Definition 0 Let A R n n be an n n real matrix A number λ R is a real eigenvalue of A if there exists a nonzero vector v R n such that A v = λ v The vector v is called an eigenvector

More information

Homework Set 5 Solutions

Homework Set 5 Solutions MATH 672-010 Vector Spaces Prof. D. A. Edwards Due: Oct. 7, 2014 Homework Set 5 Solutions 1. Let S, T L(V, V finite-dimensional. (a (5 points Prove that ST and T S have the same eigenvalues. Solution.

More information

MATH 221, Spring Homework 10 Solutions

MATH 221, Spring Homework 10 Solutions MATH 22, Spring 28 - Homework Solutions Due Tuesday, May Section 52 Page 279, Problem 2: 4 λ A λi = and the characteristic polynomial is det(a λi) = ( 4 λ)( λ) ( )(6) = λ 6 λ 2 +λ+2 The solutions to the

More information

Homework sheet 4: EIGENVALUES AND EIGENVECTORS. DIAGONALIZATION (with solutions) Year ? Why or why not? 6 9

Homework sheet 4: EIGENVALUES AND EIGENVECTORS. DIAGONALIZATION (with solutions) Year ? Why or why not? 6 9 Bachelor in Statistics and Business Universidad Carlos III de Madrid Mathematical Methods II María Barbero Liñán Homework sheet 4: EIGENVALUES AND EIGENVECTORS DIAGONALIZATION (with solutions) Year - Is

More information

PRACTICE FINAL EXAM. why. If they are dependent, exhibit a linear dependence relation among them.

PRACTICE FINAL EXAM. why. If they are dependent, exhibit a linear dependence relation among them. Prof A Suciu MTH U37 LINEAR ALGEBRA Spring 2005 PRACTICE FINAL EXAM Are the following vectors independent or dependent? If they are independent, say why If they are dependent, exhibit a linear dependence

More information

A Review of Linear Algebra

A Review of Linear Algebra A Review of Linear Algebra Mohammad Emtiyaz Khan CS,UBC A Review of Linear Algebra p.1/13 Basics Column vector x R n, Row vector x T, Matrix A R m n. Matrix Multiplication, (m n)(n k) m k, AB BA. Transpose

More information

Lecture 11: Diagonalization

Lecture 11: Diagonalization Lecture 11: Elif Tan Ankara University Elif Tan (Ankara University) Lecture 11 1 / 11 Definition The n n matrix A is diagonalizableif there exits nonsingular matrix P d 1 0 0. such that P 1 AP = D, where

More information

Eigenvalues and Eigenvectors

Eigenvalues and Eigenvectors Eigenvalues and Eigenvectors Definition 0 Let A R n n be an n n real matrix A number λ R is a real eigenvalue of A if there exists a nonzero vector v R n such that A v = λ v The vector v is called an eigenvector

More information

Eigenvalues, Eigenvectors, and an Intro to PCA

Eigenvalues, Eigenvectors, and an Intro to PCA Eigenvalues, Eigenvectors, and an Intro to PCA Eigenvalues, Eigenvectors, and an Intro to PCA Changing Basis We ve talked so far about re-writing our data using a new set of variables, or a new basis.

More information

Control Systems. Linear Algebra topics. L. Lanari

Control Systems. Linear Algebra topics. L. Lanari Control Systems Linear Algebra topics L Lanari outline basic facts about matrices eigenvalues - eigenvectors - characteristic polynomial - algebraic multiplicity eigenvalues invariance under similarity

More information

Topic 1: Matrix diagonalization

Topic 1: Matrix diagonalization Topic : Matrix diagonalization Review of Matrices and Determinants Definition A matrix is a rectangular array of real numbers a a a m a A = a a m a n a n a nm The matrix is said to be of order n m if it

More information

Announcements Monday, November 26

Announcements Monday, November 26 Announcements Monday, November 26 Please fill out your CIOS survey! WeBWorK 6.6, 7.1, 7.2 are due on Wednesday. No quiz on Friday! But this is the only recitation on chapter 7. My office is Skiles 244

More information

Lecture Notes: Eigenvalues and Eigenvectors. 1 Definitions. 2 Finding All Eigenvalues

Lecture Notes: Eigenvalues and Eigenvectors. 1 Definitions. 2 Finding All Eigenvalues Lecture Notes: Eigenvalues and Eigenvectors Yufei Tao Department of Computer Science and Engineering Chinese University of Hong Kong taoyf@cse.cuhk.edu.hk 1 Definitions Let A be an n n matrix. If there

More information

6 Inner Product Spaces

6 Inner Product Spaces Lectures 16,17,18 6 Inner Product Spaces 6.1 Basic Definition Parallelogram law, the ability to measure angle between two vectors and in particular, the concept of perpendicularity make the euclidean space

More information

Diagonalization. MATH 322, Linear Algebra I. J. Robert Buchanan. Spring Department of Mathematics

Diagonalization. MATH 322, Linear Algebra I. J. Robert Buchanan. Spring Department of Mathematics Diagonalization MATH 322, Linear Algebra I J. Robert Buchanan Department of Mathematics Spring 2015 Motivation Today we consider two fundamental questions: Given an n n matrix A, does there exist a basis

More information

MATH SOLUTIONS TO PRACTICE MIDTERM LECTURE 1, SUMMER Given vector spaces V and W, V W is the vector space given by

MATH SOLUTIONS TO PRACTICE MIDTERM LECTURE 1, SUMMER Given vector spaces V and W, V W is the vector space given by MATH 110 - SOLUTIONS TO PRACTICE MIDTERM LECTURE 1, SUMMER 2009 GSI: SANTIAGO CAÑEZ 1. Given vector spaces V and W, V W is the vector space given by V W = {(v, w) v V and w W }, with addition and scalar

More information

Final Exam, Linear Algebra, Fall, 2003, W. Stephen Wilson

Final Exam, Linear Algebra, Fall, 2003, W. Stephen Wilson Final Exam, Linear Algebra, Fall, 2003, W. Stephen Wilson Name: TA Name and section: NO CALCULATORS, SHOW ALL WORK, NO OTHER PAPERS ON DESK. There is very little actual work to be done on this exam if

More information

Definition: An n x n matrix, "A", is said to be diagonalizable if there exists a nonsingular matrix "X" and a diagonal matrix "D" such that X 1 A X

Definition: An n x n matrix, A, is said to be diagonalizable if there exists a nonsingular matrix X and a diagonal matrix D such that X 1 A X DIGONLIZTION Definition: n n x n matrix, "", is said to be diagonalizable if there exists a nonsingular matrix "X" and a diagonal matrix "D" such that X X D. Theorem: n n x n matrix, "", is diagonalizable

More information

MA 265 FINAL EXAM Fall 2012

MA 265 FINAL EXAM Fall 2012 MA 265 FINAL EXAM Fall 22 NAME: INSTRUCTOR S NAME:. There are a total of 25 problems. You should show work on the exam sheet, and pencil in the correct answer on the scantron. 2. No books, notes, or calculators

More information

Notes on the matrix exponential

Notes on the matrix exponential Notes on the matrix exponential Erik Wahlén erik.wahlen@math.lu.se February 14, 212 1 Introduction The purpose of these notes is to describe how one can compute the matrix exponential e A when A is not

More information

(a) If A is a 3 by 4 matrix, what does this tell us about its nullspace? Solution: dim N(A) 1, since rank(a) 3. Ax =

(a) If A is a 3 by 4 matrix, what does this tell us about its nullspace? Solution: dim N(A) 1, since rank(a) 3. Ax = . (5 points) (a) If A is a 3 by 4 matrix, what does this tell us about its nullspace? dim N(A), since rank(a) 3. (b) If we also know that Ax = has no solution, what do we know about the rank of A? C(A)

More information

Ir O D = D = ( ) Section 2.6 Example 1. (Bottom of page 119) dim(v ) = dim(l(v, W )) = dim(v ) dim(f ) = dim(v )

Ir O D = D = ( ) Section 2.6 Example 1. (Bottom of page 119) dim(v ) = dim(l(v, W )) = dim(v ) dim(f ) = dim(v ) Section 3.2 Theorem 3.6. Let A be an m n matrix of rank r. Then r m, r n, and, by means of a finite number of elementary row and column operations, A can be transformed into the matrix ( ) Ir O D = 1 O

More information

Announcements Wednesday, November 01

Announcements Wednesday, November 01 Announcements Wednesday, November 01 WeBWorK 3.1, 3.2 are due today at 11:59pm. The quiz on Friday covers 3.1, 3.2. My office is Skiles 244. Rabinoffice hours are Monday, 1 3pm and Tuesday, 9 11am. Section

More information

LINEAR ALGEBRA BOOT CAMP WEEK 2: LINEAR OPERATORS

LINEAR ALGEBRA BOOT CAMP WEEK 2: LINEAR OPERATORS LINEAR ALGEBRA BOOT CAMP WEEK 2: LINEAR OPERATORS Unless otherwise stated, all vector spaces in this worksheet are finite dimensional and the scalar field F has characteristic zero. The following are facts

More information

1 Invariant subspaces

1 Invariant subspaces MATH 2040 Linear Algebra II Lecture Notes by Martin Li Lecture 8 Eigenvalues, eigenvectors and invariant subspaces 1 In previous lectures we have studied linear maps T : V W from a vector space V to another

More information

Lecture Summaries for Linear Algebra M51A

Lecture Summaries for Linear Algebra M51A These lecture summaries may also be viewed online by clicking the L icon at the top right of any lecture screen. Lecture Summaries for Linear Algebra M51A refers to the section in the textbook. Lecture

More information

LECTURE VII: THE JORDAN CANONICAL FORM MAT FALL 2006 PRINCETON UNIVERSITY. [See also Appendix B in the book]

LECTURE VII: THE JORDAN CANONICAL FORM MAT FALL 2006 PRINCETON UNIVERSITY. [See also Appendix B in the book] LECTURE VII: THE JORDAN CANONICAL FORM MAT 204 - FALL 2006 PRINCETON UNIVERSITY ALFONSO SORRENTINO [See also Appendix B in the book] 1 Introduction In Lecture IV we have introduced the concept of eigenvalue

More information

LINEAR ALGEBRA 1, 2012-I PARTIAL EXAM 3 SOLUTIONS TO PRACTICE PROBLEMS

LINEAR ALGEBRA 1, 2012-I PARTIAL EXAM 3 SOLUTIONS TO PRACTICE PROBLEMS LINEAR ALGEBRA, -I PARTIAL EXAM SOLUTIONS TO PRACTICE PROBLEMS Problem (a) For each of the two matrices below, (i) determine whether it is diagonalizable, (ii) determine whether it is orthogonally diagonalizable,

More information

MATH JORDAN FORM

MATH JORDAN FORM MATH 53 JORDAN FORM Let A,, A k be square matrices of size n,, n k, respectively with entries in a field F We define the matrix A A k of size n = n + + n k as the block matrix A 0 0 0 0 A 0 0 0 0 A k It

More information

Linear algebra II Tutorial solutions #1 A = x 1

Linear algebra II Tutorial solutions #1 A = x 1 Linear algebra II Tutorial solutions #. Find the eigenvalues and the eigenvectors of the matrix [ ] 5 2 A =. 4 3 Since tra = 8 and deta = 5 8 = 7, the characteristic polynomial is f(λ) = λ 2 (tra)λ+deta

More information

(VI.D) Generalized Eigenspaces

(VI.D) Generalized Eigenspaces (VI.D) Generalized Eigenspaces Let T : C n C n be a f ixed linear transformation. For this section and the next, all vector spaces are assumed to be over C ; in particular, we will often write V for C

More information

MATH 240 Spring, Chapter 1: Linear Equations and Matrices

MATH 240 Spring, Chapter 1: Linear Equations and Matrices MATH 240 Spring, 2006 Chapter Summaries for Kolman / Hill, Elementary Linear Algebra, 8th Ed. Sections 1.1 1.6, 2.1 2.2, 3.2 3.8, 4.3 4.5, 5.1 5.3, 5.5, 6.1 6.5, 7.1 7.2, 7.4 DEFINITIONS Chapter 1: Linear

More information

I. Multiple Choice Questions (Answer any eight)

I. Multiple Choice Questions (Answer any eight) Name of the student : Roll No : CS65: Linear Algebra and Random Processes Exam - Course Instructor : Prashanth L.A. Date : Sep-24, 27 Duration : 5 minutes INSTRUCTIONS: The test will be evaluated ONLY

More information

Final Exam Practice Problems Answers Math 24 Winter 2012

Final Exam Practice Problems Answers Math 24 Winter 2012 Final Exam Practice Problems Answers Math 4 Winter 0 () The Jordan product of two n n matrices is defined as A B = (AB + BA), where the products inside the parentheses are standard matrix product. Is the

More information

Eigenvalues and Eigenvectors 7.1 Eigenvalues and Eigenvecto

Eigenvalues and Eigenvectors 7.1 Eigenvalues and Eigenvecto 7.1 November 6 7.1 Eigenvalues and Eigenvecto Goals Suppose A is square matrix of order n. Eigenvalues of A will be defined. Eigenvectors of A, corresponding to each eigenvalue, will be defined. Eigenspaces

More information

80 min. 65 points in total. The raw score will be normalized according to the course policy to count into the final score.

80 min. 65 points in total. The raw score will be normalized according to the course policy to count into the final score. This is a closed book, closed notes exam You need to justify every one of your answers unless you are asked not to do so Completely correct answers given without justification will receive little credit

More information

homogeneous 71 hyperplane 10 hyperplane 34 hyperplane 69 identity map 171 identity map 186 identity map 206 identity matrix 110 identity matrix 45

homogeneous 71 hyperplane 10 hyperplane 34 hyperplane 69 identity map 171 identity map 186 identity map 206 identity matrix 110 identity matrix 45 address 12 adjoint matrix 118 alternating 112 alternating 203 angle 159 angle 33 angle 60 area 120 associative 180 augmented matrix 11 axes 5 Axiom of Choice 153 basis 178 basis 210 basis 74 basis test

More information

Topic 2 Quiz 2. choice C implies B and B implies C. correct-choice C implies B, but B does not imply C

Topic 2 Quiz 2. choice C implies B and B implies C. correct-choice C implies B, but B does not imply C Topic 1 Quiz 1 text A reduced row-echelon form of a 3 by 4 matrix can have how many leading one s? choice must have 3 choice may have 1, 2, or 3 correct-choice may have 0, 1, 2, or 3 choice may have 0,

More information

Announcements Monday, October 29

Announcements Monday, October 29 Announcements Monday, October 29 WeBWorK on determinents due on Wednesday at :59pm. The quiz on Friday covers 5., 5.2, 5.3. My office is Skiles 244 and Rabinoffice hours are: Mondays, 2 pm; Wednesdays,

More information

MATH 304 Linear Algebra Lecture 33: Bases of eigenvectors. Diagonalization.

MATH 304 Linear Algebra Lecture 33: Bases of eigenvectors. Diagonalization. MATH 304 Linear Algebra Lecture 33: Bases of eigenvectors. Diagonalization. Eigenvalues and eigenvectors of an operator Definition. Let V be a vector space and L : V V be a linear operator. A number λ

More information

Jordan Normal Form. Chapter Minimal Polynomials

Jordan Normal Form. Chapter Minimal Polynomials Chapter 8 Jordan Normal Form 81 Minimal Polynomials Recall p A (x) =det(xi A) is called the characteristic polynomial of the matrix A Theorem 811 Let A M n Then there exists a unique monic polynomial q

More information

Generalized Eigenvectors and Jordan Form

Generalized Eigenvectors and Jordan Form Generalized Eigenvectors and Jordan Form We have seen that an n n matrix A is diagonalizable precisely when the dimensions of its eigenspaces sum to n. So if A is not diagonalizable, there is at least

More information

Linear Algebra Practice Problems

Linear Algebra Practice Problems Linear Algebra Practice Problems Page of 7 Linear Algebra Practice Problems These problems cover Chapters 4, 5, 6, and 7 of Elementary Linear Algebra, 6th ed, by Ron Larson and David Falvo (ISBN-3 = 978--68-78376-2,

More information

Generalized eigenvector - Wikipedia, the free encyclopedia

Generalized eigenvector - Wikipedia, the free encyclopedia 1 of 30 18/03/2013 20:00 Generalized eigenvector From Wikipedia, the free encyclopedia In linear algebra, for a matrix A, there may not always exist a full set of linearly independent eigenvectors that

More information

Test 3, Linear Algebra

Test 3, Linear Algebra Test 3, Linear Algebra Dr. Adam Graham-Squire, Fall 2017 Name: I pledge that I have neither given nor received any unauthorized assistance on this exam. (signature) DIRECTIONS 1. Don t panic. 2. Show all

More information

1. Linear systems of equations. Chapters 7-8: Linear Algebra. Solution(s) of a linear system of equations (continued)

1. Linear systems of equations. Chapters 7-8: Linear Algebra. Solution(s) of a linear system of equations (continued) 1 A linear system of equations of the form Sections 75, 78 & 81 a 11 x 1 + a 12 x 2 + + a 1n x n = b 1 a 21 x 1 + a 22 x 2 + + a 2n x n = b 2 a m1 x 1 + a m2 x 2 + + a mn x n = b m can be written in matrix

More information

Bare-bones outline of eigenvalue theory and the Jordan canonical form

Bare-bones outline of eigenvalue theory and the Jordan canonical form Bare-bones outline of eigenvalue theory and the Jordan canonical form April 3, 2007 N.B.: You should also consult the text/class notes for worked examples. Let F be a field, let V be a finite-dimensional

More information

5.) For each of the given sets of vectors, determine whether or not the set spans R 3. Give reasons for your answers.

5.) For each of the given sets of vectors, determine whether or not the set spans R 3. Give reasons for your answers. Linear Algebra - Test File - Spring Test # For problems - consider the following system of equations. x + y - z = x + y + 4z = x + y + 6z =.) Solve the system without using your calculator..) Find the

More information

Eigenvalues, Eigenvectors, and an Intro to PCA

Eigenvalues, Eigenvectors, and an Intro to PCA Eigenvalues, Eigenvectors, and an Intro to PCA Eigenvalues, Eigenvectors, and an Intro to PCA Changing Basis We ve talked so far about re-writing our data using a new set of variables, or a new basis.

More information

3.3 Eigenvalues and Eigenvectors

3.3 Eigenvalues and Eigenvectors .. EIGENVALUES AND EIGENVECTORS 27. Eigenvalues and Eigenvectors In this section, we assume A is an n n matrix and x is an n vector... Definitions In general, the product Ax results is another n vector

More information

Midterm 2 Solutions, MATH 54, Linear Algebra and Differential Equations, Fall 2014

Midterm 2 Solutions, MATH 54, Linear Algebra and Differential Equations, Fall 2014 Name (Last, First): Student ID: Circle your section: 2 Shin 8am 7 Evans 22 Lim pm 35 Etcheverry 22 Cho 8am 75 Evans 23 Tanzer 2pm 35 Evans 23 Shin 9am 5 Latimer 24 Moody 2pm 8 Evans 24 Cho 9am 254 Sutardja

More information

Definitions for Quizzes

Definitions for Quizzes Definitions for Quizzes Italicized text (or something close to it) will be given to you. Plain text is (an example of) what you should write as a definition. [Bracketed text will not be given, nor does

More information

Jordan normal form notes (version date: 11/21/07)

Jordan normal form notes (version date: 11/21/07) Jordan normal form notes (version date: /2/7) If A has an eigenbasis {u,, u n }, ie a basis made up of eigenvectors, so that Au j = λ j u j, then A is diagonal with respect to that basis To see this, let

More information

Topics in linear algebra

Topics in linear algebra Chapter 6 Topics in linear algebra 6.1 Change of basis I want to remind you of one of the basic ideas in linear algebra: change of basis. Let F be a field, V and W be finite dimensional vector spaces over

More information