Generalised Eigenvectors | Correct way to Approach

control theoryeigenvalues-eigenvectorsgeneralized eigenvectorlinear algebramatrices

I have a matrix $$A = \begin{bmatrix}1 & 1 \\ -1 & 3\end{bmatrix}$$ I want to find out the generalised Eigenvectors. The Eigen values corresponding to the characteristic equation is $\lambda = 2$ and the Eigenvector correspondig to the eigenvalue is found to be $\begin{bmatrix}1 \\ 1\end{bmatrix}$.

So how to calculate the generalised Eigen vector for this matrix.


What I did is ,

I took $(A-\lambda\cdot I)^2 \nu = 0$.

then solving the $(A-\lambda I)^2 = \begin{bmatrix}1-\lambda & 1 \\ -1 & 3-\lambda \end{bmatrix}^2 = \begin{bmatrix}\lambda^2-2\lambda & 4 – 2\lambda \\ 2\lambda-4 & \lambda^2 – 6\lambda+8 \end{bmatrix}$

At this point I don't know whether I am doing the things correct . as finding the determinant will take this to $\lambda^4$.

Best Answer

Since $\lambda=2$ has algebraic multiplicity equal to 2, the Jordan form is

$$J = \begin{bmatrix}2 & 1 \\ 0 & 2\end{bmatrix}$$

then by $P=[v_1\,v_2]$

$$P^{-1}AP=J \implies AP=PJ$$

that is

  • $Av_1=2v_1$ (already found)
  • $Av_2=v_1+2v_2 \implies (A-2I)v_2=v_1$
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