This supplement is optional; its inclusion does not establish any current course or examination requirement. Let be finite-dimensional over a field in which the characteristic polynomial of splits. In particular this holds over .
Definition
Generalized eigenvectors and chains
A nonzero is a generalized eigenvector for if for some positive integer . The generalized eigenspace is , where . A chain has and satisfies and for . In this order its matrix is a Jordan block with on the diagonal and ones immediately above it.
Theorem
Jordan form and nullity counts
If splits over , there is a basis made of Jordan chains, so is similar to a block diagonal matrix of Jordan blocks. The block sizes for each eigenvalue are uniquely determined up to order. Put and . Then is the number of -blocks of size at least ; the number of size exactly is .
Proof
Complete existence proof and block counts
The zero-dimensional case has the empty chain basis. In the remaining case take . Choose an ordered basis and write , so . We first establish the polynomial relation and the direct-sum decomposition without assuming Jordan form.
Throughout, is a nonzero finite-dimensional vector space over a field , and . No algebraic closure is assumed unless stated.
For , define , with . Because powers of the same operator commute, and evaluation is a ring homomorphism . This does not permit replacing variables by arbitrary noncommuting matrices in every matrix-coefficient identity.
Theorem. .
Proof. Let with . The adjugate identity over the commutative polynomial ring gives
Set . Comparing coefficients yields for . Multiply the th identity on the left by and sum. The terms telescope:
This is . It uses coefficient identities and associativity only, not an unexplained substitution into a matrix polynomial with potentially noncommuting coefficients. ∎
Since Cayley–Hamilton supplies a nonzero annihilating polynomial, choose the monic one of least degree and call it . Polynomial division proves
Indeed, write with . If , then , and minimality forces . Uniqueness follows from the same argument. In particular . A constant nonzero polynomial cannot annihilate a nonzero space, so has positive degree.
Two-factor decomposition. Suppose are relatively prime and . Then
Proof. Polynomial Euclid gives . For any ,
The first term lies in and the second in , because polynomial operators commute and . If lies in both kernels, the same identity gives . ∎
Applying this repeatedly to the factorization
into distinct monic irreducibles gives the primary decomposition
Each summand is invariant. Over a field where splits into linear factors, these are generalized eigenspaces. Over , an irreducible quadratic may remain and must not be relabelled as a real eigenspace. The real rotation matrix with illustrates this obstruction.
Since and splits over , write . The displayed primary decomposition gives . Each summand is invariant and the restriction of to it is nilpotent. We now prove the required chain-basis theorem by induction on the image subspace.
An operator is nilpotent if for some positive integer . Its least such exponent, on a nonzero space, is its nilpotency index.
Theorem. A nilpotent operator on a finite-dimensional space has a basis consisting of chains.
Proof by induction on . The zero space has the empty basis. Let and set . Nilpotency implies is a proper subspace: if were surjective then every power would be surjective, contradicting a zero power on nonzero . The restriction of to is nilpotent, so by induction choose its chain basis
The case has no such chains, so . The top vectors form a basis of modulo : in a chain basis, is spanned by all entries except each chain's top.
Every top vector lies in , so choose with . Then the extended chains are jointly independent. Indeed, if with , apply to get . Their quotient-basis property makes every , after which independence of the basis of makes .
Let be the span of the extended chains. We have , , and , so rank–nullity on gives . Choose a basis of extending a basis of this intersection, and append its extra vectors to the extended chains as chains of length one. They are independent of by the definition of a complement inside . The total number of vectors is
by rank–nullity for on . Thus they form the required full chain basis. ∎
This proof also shows why arbitrarily choosing bases of successive kernels is insufficient: chain tops must be liftable and compatible. A chain construction is more than knowing the kernel dimensions.
Apply this theorem on every primary summand and add back to each nilpotent restriction. Combining the chain bases of the direct summands proves Jordan existence on all of . This is an image-induction existence proof; the later kernel-filtration chapter proves the distinct construction using compatible quotient representatives.
For uniqueness and counts, a -block of length contributes to . On a block for , put and let be its nilpotent part. The finite identity
is verified by multiplying: all interior powers cancel and the remaining term is zero. Such a block contributes no kernel. Thus , where is the number of -blocks of size . Taking one difference gives ; taking a second gives . These intrinsic nullities determine all block sizes, proving uniqueness up to order.
Worked example
A length-three chain
Let . Then , , , so the standard basis is one chain and . Its kernel dimensions for powers are : the increments show one block of size at least each of .
Choosing a method and avoiding mistakes
First factor the characteristic polynomial over the stated field. Diagonalization is preferable when eigenspaces already span; otherwise, nullity increments determine block sizes and chain equations construct a basis. A real matrix whose characteristic polynomial does not split over has no real Jordan form of this split type. A generalized eigenvector need not itself be an eigenvector, and its chain order controls whether the ones appear above or below the diagonal.
Exercises
- For find its Jordan form and a chain.
- A nilpotent operator on a five-dimensional space has , , . Determine its Jordan block sizes.
- Prove that an operator is diagonalizable over exactly when all its Jordan blocks have size one, assuming its characteristic polynomial splits.
Full solutions
- already. With standard basis , and , giving a chain.
- The increments are and then , since the third kernel is all of the space. There are two blocks of size at least one and two, one of size at least three, and none of size at least four. Thus the sizes are and .
- If every block has size one, the Jordan matrix is diagonal. Conversely, a diagonal matrix has a Jordan decomposition into size-one blocks, so uniqueness of the block sizes rules out larger blocks. The equivalence depends on working over a field where the required eigenvalues lie.
Connection
The diagonalizable case is the special case with no nontrivial chains. Orthogonal diagonalization is more restrictive still: the basis must also be orthonormal.