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generalized eigenspace
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(Definition)
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Let $V$ be a vector space (over a field $k$ , and $T$ a linear operator on $V$ and $\lambda$ an eigenvalue of $T$ The set $E_{\lambda}$ of all generalized eigenvectors of $T$ corresponding to $\lambda$ together with the zero vector $0$ is called the generalized eigenspace of $T$ corresponding to $\lambda$ In short, the generalized eigenspace of $T$ corresponding to $\lambda$ is the set $$E_{\lambda}:=\lbrace v\in V\mid (T-\lambda I)^i(v)=0\textrm{ for some positive integer }i\rbrace.$$
Here are some properties of $E_{\lambda}$
- $W_{\lambda}\subseteq E_{\lambda}$ where $W_{\lambda}$ is the eigenspace of $T$ corresponding to $\lambda$
- $E_{\lambda}$ is a subspace of $V$ and $E_{\lambda}$ is $T$ invariant.
- If $V$ is finite dimensional, then $\dim(E_{\lambda})$ is the algebraic multiplicity of $\lambda$
- $E_{\lambda_1}\cap E_{\lambda_2}=0$ iff $\lambda_1\ne \lambda_2$ More generally, $E_A\cap E_B=0$ iff $A$ and $B$ are disjoint sets of eigenvalues of $T$ and $E_A$ (or $E_B$ is defined as the sum of all $E_{\lambda}$ where $\lambda\in A$ (or $B$ .
- If $V$ is finite dimensional and $T$ is a linear operator on $V$ such that its characteristic polynomial $p_T$ splits (over $k$ , then $$V=\bigoplus_{\lambda\in S} E_{\lambda},$$ where $S$ is the set of all eigenvalues of $T$
- Assume that $T$ and $V$ have the same properties as in (5). By the Jordan canonical form theorem, there exists an ordered basis $\beta$ of $V$ such that $[T]_{\beta}$ is a Jordan canonical form. Furthermore, if we set $\beta_i=\beta \cap E_{\lambda_i}$ then $[T|_{E_{\lambda_i}}]_{\beta_i}$ the matrix representation of $T|_{E_{\lambda}}$ the restriction of $T$ to $E_{\lambda_i}$ is a Jordan canonical form. In other words, $$[T]_{\beta}=\begin{pmatrix} J_{1} & O & \cdots & O\\ O & J_{2} & \cdots & O\\ \vdots & \vdots & \ddots & \vdots \\ O & O & \cdots & J_{n} \end{pmatrix}$$ where each $J_i=[T|_{E_{\lambda_i}}]_{\beta_i}$ is a Jordan canonical form, and $O$ is a zero matrix.
- Conversely, for each $E_{\lambda_i}$ there exists an ordered basis $\beta_i$ for $E_{\lambda_i}$ such that $J_i:=[T|_{E_{\lambda_i}}]_{\beta_i}$ is a Jordan canonical form. As a result, $\beta:=\bigcup_{i=1}^n \beta_i$ with linear order extending each $\beta_i$ such that $v_i<v_j$ for $v_i\in \beta_i$ and $v_j\in \beta_j$ for $i<j$ is an ordered basis for $V$ such that $[T]_{\beta}$ is a Jordan canonical form, being the direct sum of matrices $J_i$
- Each $J_i$ above can be further decomposed into Jordan blocks, and it turns out that the number of Jordan blocks in each $J_i$ is the dimension of $W_{\lambda_i}$ the eigenspace of $T$ corresponding to $\lambda_i$
More to come...
- 1
- Friedberg, Insell, Spence. Linear Algebra. Prentice-Hall Inc., 1997.
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"generalized eigenspace" is owned by CWoo.
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Cross-references: dimension, number, Jordan blocks, direct sum of matrices, linear order, conversely, zero matrix, restriction, matrix representation, ordered basis, Jordan canonical form theorem, characteristic polynomial, sum, eigenvalues, disjoint, iff, algebraic multiplicity, finite dimensional, subspace, eigenspace, properties, zero vector, generalized eigenvectors, eigenvalue, linear operator, field, vector space
There are 2 references to this entry.
This is version 5 of generalized eigenspace, born on 2007-07-10, modified 2007-11-04.
Object id is 9761, canonical name is GeneralizedEigenspace.
Accessed 3246 times total.
Classification:
| AMS MSC: | 15A18 (Linear and multilinear algebra; matrix theory :: Eigenvalues, singular values, and eigenvectors) |
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Pending Errata and Addenda
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