Did I make a mistake in finding the third generalized eigenvector for A?

In summary, for an n x n matrix A, there exists a basis of Cn consisting of generalized eigenvectors of A. For A = [1 1 1; 0 1 0; 0 0 1], the eigenvalue of A is 1 with an algebraic multiplicity of 3 and geometric multiplicity of 2. From Ker(A-uI), a basis of 2 vectors can be pulled out. The third generalized eigenvector can be found in Ker((A-uI)^2). However, the calculation should satisfy (A-I)v2 = v1, rather than (A-I)v2 = 0, as the first eigenvector should be on the right hand
  • #1
Gear300
1,213
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I remember reading a theorem that said that for an n x n matrix A, there exists a basis of Cn consisting of generalized eigenvectors of A.

For A = [1 1 1; 0 1 0; 0 0 1] (the semicolons indicate a new row so that A should be 3 x 3 with a first row consisting of all 1's and a diagonal of 1's). The eigenvalue of A is 1 with an algebraic multiplicity of 3 and geometric multiplicity of 2. So I can pull out a basis of 2 vectors from Ker(A-uI). For the third generalized eigenvector, it should be in Ker((A-uI)3), but that produces 0v = 0, in which v could be any vector in Cn...did I do something wrong here?
 
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  • #2
It's been really long since I did linear algebra, so forgive me if I say anything stupid.

You get two "true" eigenvectors (1, 0, 0) and (0, 1, -1) (or scalar multiples thereof).
Then shouldn't the third generalised eigenvector satisfy
[tex]\left. (A - \lambda I) \right|_{\lambda = 1} \vec v = (1, 0, 0)^\mathrm{T}[/tex],
with the first eigenvector on the right hand side rather than 0?
 
  • #3
this is explained in great detail in the notes for math 4050 in my webpage.

briefly, you factor the characteristic polynomial, find the bases of the kernels of the corresponding powers (T-c)^r.

this is called a jordan basis. it is tedious to do in practice.
 
  • #4
mathwonk said:
this is explained in great detail in the notes for math 4050 in my webpage.

CompuChip said:
You get two "true" eigenvectors (1, 0, 0) and (0, 1, -1) (or scalar multiples thereof).
Then shouldn't the third generalised eigenvector satisfy
[tex]\left. (A - \lambda I) \right|_{\lambda = 1} \vec v = (1, 0, 0)^\mathrm{T}[/tex],
with the first eigenvector on the right hand side rather than 0?

You're right, though I haven't fully read how so yet.
 
  • #5
I was just thinking that this actually makes sense. The whole point that you need generalised eigenvectors here, is that the algebraic multiplicity of the eigenvalue is larger, so if you calculate them in the normal way, you will get a null eigenvector somewhere, which is not allowed.
And if you solve the equation (A - I) v2 = v1, where v1 satisfies (A - I)v1 = 0, then you will indeed get an eigenvector in ker((A - I)²) (which in this case is equal to the whole space since (A - I)² is the zero matrix). So you are right that the generalised eigenvector you are looking for is inside ker((A - I)²), it is just not any vector in it.

But as I said, it's been a long time, so we're both better of reading mathwonk's notes, I think :-)
 
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  • #6
in reference to post #1, you want an exponent of 2 instead of 3, on (A-uI).
 

1. What is the definition of a generalized eigenvector?

A generalized eigenvector is a vector that satisfies the equation (A-λI)^k v = 0, where A is a square matrix, λ is an eigenvalue of A, I is the identity matrix, and k is the smallest positive integer such that the equation is satisfied.

2. How is a generalized eigenvector different from a regular eigenvector?

A regular eigenvector satisfies the equation Av = λv, where A is a square matrix, λ is an eigenvalue of A, and v is the eigenvector. A generalized eigenvector satisfies a more general equation, as described in question 1.

3. What is the significance of generalized eigenvectors in linear algebra?

Generalized eigenvectors are important in finding the Jordan canonical form of a matrix, which is a useful form for studying higher-dimensional linear transformations. They also help in solving differential equations and understanding the behavior of a system over time.

4. Can a matrix have multiple generalized eigenvectors for the same eigenvalue?

Yes, a matrix can have multiple generalized eigenvectors for the same eigenvalue. In fact, the number of generalized eigenvectors for a given eigenvalue is equal to the algebraic multiplicity of that eigenvalue.

5. How are generalized eigenvectors used in applications?

Generalized eigenvectors have various applications in fields such as physics, engineering, and computer science. They are used in systems and control theory, quantum mechanics, and image processing, among others, to study and understand the behavior of complex systems.

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