Jordan Canonical Form of a Nilpotent Matrix Math 422 Schur's Triangularization Theorem Tells Us That Every Matrix a Is Unitari
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Regular Linear Systems on Cp1 and Their Monodromy Groups V.P
Astérisque V. P. KOSTOV Regular linear systems onCP1 and their monodromy groups Astérisque, tome 222 (1994), p. 259-283 <http://www.numdam.org/item?id=AST_1994__222__259_0> © Société mathématique de France, 1994, tous droits réservés. L’accès aux archives de la collection « Astérisque » (http://smf4.emath.fr/ Publications/Asterisque/) implique l’accord avec les conditions générales d’uti- lisation (http://www.numdam.org/conditions). Toute utilisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impression de ce fichier doit contenir la présente mention de copyright. Article numérisé dans le cadre du programme Numérisation de documents anciens mathématiques http://www.numdam.org/ REGULAR LINEAR SYSTEMS ON CP1 AND THEIR MONODROMY GROUPS V.P. KOSTOV 1. INTRODUCTION 1.1 A meromorphic linear system of differential equations on CP1 can be pre sented in the form X = A(t)X (1) where A{t) is a meromorphic on CP1 n x n matrix function, " • " = d/dt. Denote its poles ai,... ,ap+i, p > 1. We consider the dependent variable X to be also n x n-matrix. Definition. System (1) is called fuchsian if all the poles of the matrix- function A(t) axe of first order. Definition. System (1) is called regular at the pole a,j if in its neighbour hood the solutions of the system are of moderate growth rate, i.e. IW-a^l^Odt-a^), Ni E R, j = 1,...., p + 1 Here || • || denotes an arbitrary norm in gl(n, C) and we consider a restriction of the solution to a sector with vertex at ctj and of a sufficiently small radius, i.e. -
The Rational and Jordan Forms Linear Algebra Notes
The Rational and Jordan Forms Linear Algebra Notes Satya Mandal November 5, 2005 1 Cyclic Subspaces In a given context, a "cyclic thing" is an one generated "thing". For example, a cyclic groups is a one generated group. Likewise, a module M over a ring R is said to be a cyclic module if M is one generated or M = Rm for some m 2 M: We do not use the expression "cyclic vector spaces" because one generated vector spaces are zero or one dimensional vector spaces. 1.1 (De¯nition and Facts) Suppose V is a vector space over a ¯eld F; with ¯nite dim V = n: Fix a linear operator T 2 L(V; V ): 1. Write R = F[T ] = ff(T ) : f(X) 2 F[X]g L(V; V )g: Then R = F[T ]g is a commutative ring. (We did considered this ring in last chapter in the proof of Caley-Hamilton Theorem.) 2. Now V acquires R¡module structure with scalar multiplication as fol- lows: Define f(T )v = f(T )(v) 2 V 8 f(T ) 2 F[T ]; v 2 V: 3. For an element v 2 V de¯ne Z(v; T ) = F[T ]v = ff(T )v : f(T ) 2 Rg: 1 Note that Z(v; T ) is the cyclic R¡submodule generated by v: (I like the notation F[T ]v, the textbook uses the notation Z(v; T ).) We say, Z(v; T ) is the T ¡cyclic subspace generated by v: 4. If V = Z(v; T ) = F[T ]v; we say that that V is a T ¡cyclic space, and v is called the T ¡cyclic generator of V: (Here, I di®er a little from the textbook.) 5. -
MAT247 Algebra II Assignment 5 Solutions
MAT247 Algebra II Assignment 5 Solutions 1. Find the Jordan canonical form and a Jordan basis for the map or matrix given in each part below. (a) Let V be the real vector space spanned by the polynomials xiyj (in two variables) with i + j ≤ 3. Let T : V V be the map Dx + Dy, where Dx and Dy respectively denote 2 differentiation with respect to x and y. (Thus, Dx(xy) = y and Dy(xy ) = 2xy.) 0 1 1 1 1 1 ! B0 1 2 1 C (b) A = B C over Q @0 0 1 -1A 0 0 0 2 Solution: (a) The operator T is nilpotent so its characterictic polynomial splits and its only eigenvalue is zero and K0 = V. We have Im(T) = spanf1; x; y; x2; xy; y2g; Im(T 2) = spanf1; x; yg Im(T 3) = spanf1g T 4 = 0: Thus the longest cycle for eigenvalue zero has length 4. Moreover, since the number of cycles of length at least r is given by dim(Im(T r-1)) - dim(Im(T r)), the number of cycles of lengths at least 4, 3, 2, 1 is respectively 1, 2, 3, and 4. Thus the number of cycles of lengths 4,3,2,1 is respectively 1,1,1,1. Denoting the r × r Jordan block with λ on the diagonal by Jλ,r, the Jordan canonical form is thus 0 1 J0;4 B J0;3 C J = B C : @ J0;2 A J0;1 We now proceed to find a corresponding Jordan basis, i.e. -
Diagonalizing a Matrix
Diagonalizing a Matrix Definition 1. We say that two square matrices A and B are similar provided there exists an invertible matrix P so that . 2. We say a matrix A is diagonalizable if it is similar to a diagonal matrix. Example 1. The matrices and are similar matrices since . We conclude that is diagonalizable. 2. The matrices and are similar matrices since . After we have developed some additional theory, we will be able to conclude that the matrices and are not diagonalizable. Theorem Suppose A, B and C are square matrices. (1) A is similar to A. (2) If A is similar to B, then B is similar to A. (3) If A is similar to B and if B is similar to C, then A is similar to C. Proof of (3) Since A is similar to B, there exists an invertible matrix P so that . Also, since B is similar to C, there exists an invertible matrix R so that . Now, and so A is similar to C. Thus, “A is similar to B” is an equivalence relation. Theorem If A is similar to B, then A and B have the same eigenvalues. Proof Since A is similar to B, there exists an invertible matrix P so that . Now, Since A and B have the same characteristic equation, they have the same eigenvalues. > Example Find the eigenvalues for . Solution Since is similar to the diagonal matrix , they have the same eigenvalues. Because the eigenvalues of an upper (or lower) triangular matrix are the entries on the main diagonal, we see that the eigenvalues for , and, hence, are . -
MATH 2370, Practice Problems
MATH 2370, Practice Problems Kiumars Kaveh Problem: Prove that an n × n complex matrix A is diagonalizable if and only if there is a basis consisting of eigenvectors of A. Problem: Let A : V ! W be a one-to-one linear map between two finite dimensional vector spaces V and W . Show that the dual map A0 : W 0 ! V 0 is surjective. Problem: Determine if the curve 2 2 2 f(x; y) 2 R j x + y + xy = 10g is an ellipse or hyperbola or union of two lines. Problem: Show that if a nilpotent matrix is diagonalizable then it is the zero matrix. Problem: Let P be a permutation matrix. Show that P is diagonalizable. Show that if λ is an eigenvalue of P then for some integer m > 0 we have λm = 1 (i.e. λ is an m-th root of unity). Hint: Note that P m = I for some integer m > 0. Problem: Show that if λ is an eigenvector of an orthogonal matrix A then jλj = 1. n Problem: Take a vector v 2 R and let H be the hyperplane orthogonal n n to v. Let R : R ! R be the reflection with respect to a hyperplane H. Prove that R is a diagonalizable linear map. Problem: Prove that if λ1; λ2 are distinct eigenvalues of a complex matrix A then the intersection of the generalized eigenspaces Eλ1 and Eλ2 is zero (this is part of the Spectral Theorem). 1 Problem: Let H = (hij) be a 2 × 2 Hermitian matrix. Use the Min- imax Principle to show that if λ1 ≤ λ2 are the eigenvalues of H then λ1 ≤ h11 ≤ λ2. -
Triangular Factorization
Chapter 1 Triangular Factorization This chapter deals with the factorization of arbitrary matrices into products of triangular matrices. Since the solution of a linear n n system can be easily obtained once the matrix is factored into the product× of triangular matrices, we will concentrate on the factorization of square matrices. Specifically, we will show that an arbitrary n n matrix A has the factorization P A = LU where P is an n n permutation matrix,× L is an n n unit lower triangular matrix, and U is an n ×n upper triangular matrix. In connection× with this factorization we will discuss pivoting,× i.e., row interchange, strategies. We will also explore circumstances for which A may be factored in the forms A = LU or A = LLT . Our results for a square system will be given for a matrix with real elements but can easily be generalized for complex matrices. The corresponding results for a general m n matrix will be accumulated in Section 1.4. In the general case an arbitrary m× n matrix A has the factorization P A = LU where P is an m m permutation× matrix, L is an m m unit lower triangular matrix, and U is an×m n matrix having row echelon structure.× × 1.1 Permutation matrices and Gauss transformations We begin by defining permutation matrices and examining the effect of premulti- plying or postmultiplying a given matrix by such matrices. We then define Gauss transformations and show how they can be used to introduce zeros into a vector. Definition 1.1 An m m permutation matrix is a matrix whose columns con- sist of a rearrangement of× the m unit vectors e(j), j = 1,...,m, in RI m, i.e., a rearrangement of the columns (or rows) of the m m identity matrix. -
3.3 Diagonalization
3.3 Diagonalization −4 1 1 1 Let A = 0 1. Then 0 1 and 0 1 are eigenvectors of A, with corresponding @ 4 −4 A @ 2 A @ −2 A eigenvalues −2 and −6 respectively (check). This means −4 1 1 1 −4 1 1 1 0 1 0 1 = −2 0 1 ; 0 1 0 1 = −6 0 1 : @ 4 −4 A @ 2 A @ 2 A @ 4 −4 A @ −2 A @ −2 A Thus −4 1 1 1 1 1 −2 −6 0 1 0 1 = 0−2 0 1 − 6 0 11 = 0 1 @ 4 −4 A @ 2 −2 A @ @ −2 A @ −2 AA @ −4 12 A We have −4 1 1 1 1 1 −2 0 0 1 0 1 = 0 1 0 1 @ 4 −4 A @ 2 −2 A @ 2 −2 A @ 0 −6 A 1 1 (Think about this). Thus AE = ED where E = 0 1 has the eigenvectors of A as @ 2 −2 A −2 0 columns and D = 0 1 is the diagonal matrix having the eigenvalues of A on the @ 0 −6 A main diagonal, in the order in which their corresponding eigenvectors appear as columns of E. Definition 3.3.1 A n × n matrix is A diagonal if all of its non-zero entries are located on its main diagonal, i.e. if Aij = 0 whenever i =6 j. Diagonal matrices are particularly easy to handle computationally. If A and B are diagonal n × n matrices then the product AB is obtained from A and B by simply multiplying entries in corresponding positions along the diagonal, and AB = BA. -
Jordan Decomposition for Differential Operators Samuel Weatherhog Bsc Hons I, BE Hons IIA
Jordan Decomposition for Differential Operators Samuel Weatherhog BSc Hons I, BE Hons IIA A thesis submitted for the degree of Master of Philosophy at The University of Queensland in 2017 School of Mathematics and Physics i Abstract One of the most well-known theorems of linear algebra states that every linear operator on a complex vector space has a Jordan decomposition. There are now numerous ways to prove this theorem, how- ever a standard method of proof relies on the existence of an eigenvector. Given a finite-dimensional, complex vector space V , every linear operator T : V ! V has an eigenvector (i.e. a v 2 V such that (T − λI)v = 0 for some λ 2 C). If we are lucky, V may have a basis consisting of eigenvectors of T , in which case, T is diagonalisable. Unfortunately this is not always the case. However, by relaxing the condition (T − λI)v = 0 to the weaker condition (T − λI)nv = 0 for some n 2 N, we can always obtain a basis of generalised eigenvectors. In fact, there is a canonical decomposition of V into generalised eigenspaces and this is essentially the Jordan decomposition. The topic of this thesis is an analogous theorem for differential operators. The existence of a Jordan decomposition in this setting was first proved by Turrittin following work of Hukuhara in the one- dimensional case. Subsequently, Levelt proved uniqueness and provided a more conceptual proof of the original result. As a corollary, Levelt showed that every differential operator has an eigenvector. He also noted that this was a strange chain of logic: in the linear setting, the existence of an eigen- vector is a much easier result and is in fact used to obtain the Jordan decomposition. -
R'kj.Oti-1). (3) the Object of the Present Article Is to Make This Estimate Effective
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 259, Number 2, June 1980 EFFECTIVE p-ADIC BOUNDS FOR SOLUTIONS OF HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS BY B. DWORK AND P. ROBBA Dedicated to K. Iwasawa Abstract. We consider a finite set of power series in one variable with coefficients in a field of characteristic zero having a chosen nonarchimedean valuation. We study the growth of these series near the boundary of their common "open" disk of convergence. Our results are definitive when the wronskian is bounded. The main application involves local solutions of ordinary linear differential equations with analytic coefficients. The effective determination of the common radius of conver- gence remains open (and is not treated here). Let K be an algebraically closed field of characteristic zero complete under a nonarchimedean valuation with residue class field of characteristic p. Let D = d/dx L = D"+Cn_lD'-l+ ■ ■■ +C0 (1) be a linear differential operator with coefficients meromorphic in some neighbor- hood of the origin. Let u = a0 + a,jc + . (2) be a power series solution of L which converges in an open (/>-adic) disk of radius r. Our object is to describe the asymptotic behavior of \a,\rs as s —*oo. In a series of articles we have shown that subject to certain restrictions we may conclude that r'KJ.Oti-1). (3) The object of the present article is to make this estimate effective. At the same time we greatly simplify, and generalize, our best previous results [12] for the noneffective form. Our previous work was based on the notion of a generic disk together with a condition for reducibility of differential operators with unbounded solutions [4, Theorem 4]. -
(VI.E) Jordan Normal Form
(VI.E) Jordan Normal Form Set V = Cn and let T : V ! V be any linear transformation, with distinct eigenvalues s1,..., sm. In the last lecture we showed that V decomposes into stable eigenspaces for T : s s V = W1 ⊕ · · · ⊕ Wm = ker (T − s1I) ⊕ · · · ⊕ ker (T − smI). Let B = fB1,..., Bmg be a basis for V subordinate to this direct sum and set B = [T j ] , so that k Wk Bk [T]B = diagfB1,..., Bmg. Each Bk has only sk as eigenvalue. In the event that A = [T]eˆ is s diagonalizable, or equivalently ker (T − skI) = ker(T − skI) for all k , B is an eigenbasis and [T]B is a diagonal matrix diagf s1,..., s1 ;...; sm,..., sm g. | {z } | {z } d1=dim W1 dm=dim Wm Otherwise we must perform further surgery on the Bk ’s separately, in order to transform the blocks Bk (and so the entire matrix for T ) into the “simplest possible” form. The attentive reader will have noticed above that I have written T − skI in place of skI − T . This is a strategic move: when deal- ing with characteristic polynomials it is far more convenient to write det(lI − A) to produce a monic polynomial. On the other hand, as you’ll see now, it is better to work on the individual Wk with the nilpotent transformation T j − s I =: N . Wk k k Decomposition of the Stable Eigenspaces (Take 1). Let’s briefly omit subscripts and consider T : W ! W with one eigenvalue s , dim W = d , B a basis for W and [T]B = B. -
Diagonalizable Matrix - Wikipedia, the Free Encyclopedia
Diagonalizable matrix - Wikipedia, the free encyclopedia http://en.wikipedia.org/wiki/Matrix_diagonalization Diagonalizable matrix From Wikipedia, the free encyclopedia (Redirected from Matrix diagonalization) 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.[1] A square matrix which is not diagonalizable is called defective. 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. Geometrically, a diagonalizable matrix is an inhomogeneous dilation (or anisotropic scaling) — it scales the space, as does a homogeneous dilation, but by a different factor in each direction, determined by the scale factors on each axis (diagonal entries). Contents 1 Characterisation 2 Diagonalization 3 Simultaneous diagonalization 4 Examples 4.1 Diagonalizable matrices 4.2 Matrices that are not diagonalizable 4.3 How to diagonalize a matrix 4.3.1 Alternative Method 5 An application 5.1 Particular application 6 Quantum mechanical application 7 See also 8 Notes 9 References 10 External links Characterisation The fundamental fact about diagonalizable maps and matrices is expressed by the following: An n-by-n matrix A over the field F is diagonalizable if and only if the sum of the dimensions of its eigenspaces is equal to n, which is the case if and only if there exists a basis of Fn consisting of eigenvectors of A. -
EIGENVALUES and EIGENVECTORS 1. Diagonalizable Linear Transformations and Matrices Recall, a Matrix, D, Is Diagonal If It Is
EIGENVALUES AND EIGENVECTORS 1. Diagonalizable linear transformations and matrices Recall, a matrix, D, is diagonal if it is square and the only non-zero entries are on the diagonal. This is equivalent to D~ei = λi~ei where here ~ei are the standard n n vector and the λi are the diagonal entries. A linear transformation, T : R ! R , is n diagonalizable if there is a basis B of R so that [T ]B is diagonal. This means [T ] is n×n similar to the diagonal matrix [T ]B. Similarly, a matrix A 2 R is diagonalizable if it is similar to some diagonal matrix D. To diagonalize a linear transformation is to find a basis B so that [T ]B is diagonal. To diagonalize a square matrix is to find an invertible S so that S−1AS = D is diagonal. Fix a matrix A 2 Rn×n We say a vector ~v 2 Rn is an eigenvector if (1) ~v 6= 0. (2) A~v = λ~v for some scalar λ 2 R. The scalar λ is the eigenvalue associated to ~v or just an eigenvalue of A. Geo- metrically, A~v is parallel to ~v and the eigenvalue, λ. counts the stretching factor. Another way to think about this is that the line L := span(~v) is left invariant by multiplication by A. n An eigenbasis of A is a basis, B = (~v1; : : : ;~vn) of R so that each ~vi is an eigenvector of A. Theorem 1.1. The matrix A is diagonalizable if and only if there is an eigenbasis of A.