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Showing posts with label Diagonalization. Show all posts
Showing posts with label Diagonalization. Show all posts

Thursday, August 14, 2008

Linear Dynamical Systems Lecture 13-generalized eigenvectors, diagonalization, and Jordan canonical form

Thursday, August 14, 2008
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Jordan normal form (often called Jordan canonical form) shows that a given square matrix M over a field K containing the eigenvalues of M can be transformed into a certain normal form by changing the basis. This normal form is almost diagonal in the sense that its only non-zero entries lie on the diagonal and the superdiagonal. This is made more precise in the Jordan-Chevalley decomposition. One can compare this result with the spectral theorem for normal matrices, which is a special case of the Jordan normal form.



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Linear Dynamical Systems Lecture12-Matrix exponentials,Eigenvectors,and Diagonalization and their uses in LDS

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Matrix exponential is a matrix function on square matrices analogous to the ordinary exponential function. Abstractly, the matrix exponential gives the connection between a matrix Lie algebra and the corresponding Lie group.In linear algebra, a square matrix A is called diagonalizable if it is similar to a diagonal matrix, i.e. if there exists an invertible matrix P such that P −1AP is a diagonal matrix. If V is a finite-dimensional vector space, then a linear map T : V → V is called diagonalizable if there exists a basis of V with respect to which T is represented by a diagonal matrix. Diagonalization is the process of finding a corresponding diagonal matrix for a diagonalizable matrix or linear map.




Diagonalizable matrices and maps are of interest because diagonal matrices are especially easy to handle: their eigenvalues and eigenvectors are known and one can raise a diagonal matrix to a power by simply raising the diagonal entries to that same power.

The Jordan-Chevalley decomposition expresses an operator as the sum of its diagonal part and its nilpotent part.

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