A Jordan Block is defined to be a square matrix of the form:
for some scalar l.
For example, choosing l = , click to display a Jordan block below.
Note: For simplicity, lambda can only be chosen to be an integer, otherwise it will not be displayed.
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A Jordan Matrix is a matrix that has Jordan Blocks on its diagonal and the rest of the entries equal to 0:
where the colored regions are the Jordan Blocks of the matrix. Furthermore, note that the values in each Jordan block need not to be all equal.
Any square matrix M is similar to a Jordan matrix J, which is called the Jordan Canonical Form of M. For M, There exists an invertible Q such that:
M = Q · J ·
As we can observe, J is upper triangular and almost diagonal, from this we know that M and J have the same:
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Eigenvalues with the same multiplicities
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Eigenspace dimension for each eigenvalue
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As such, the calculations for these common features are simplified by working with the Jordan Canonical Form of M instead of M.