Why is the algebraic multiplicity the dimension of the kernel of $(A-\lambda I)^q$, where $\ker(A-\lambda I)^q=\ker(A-\lambda I)^{q+1}$

characteristic polynomialjordan-normal-formlinear algebra

$\DeclareMathOperator{\Ker}{Ker}\DeclareMathOperator{\id}{Id}$I know the proof of the existence of Jordan normal form. A large part of it rests on the following:

$$\exists q\in\Bbb{N}:\forall r\in\Bbb{N},\,\Ker(A-\lambda\id)^q=\Ker(A-\lambda\id)^{q+r}$$

From my notes on how to manually compute the Jordan form, and from comments by other users of this site, I gather that the algebraic multiplicity of $\lambda$ is precisely $\dim\Ker(A-\lambda\id)^q$, which implies that if the geometric multiplicity equals algebraic multiplicity, the Jordan blocks associated with $\lambda$ are only of size $1$.

I just can't see how the algebraic multiplicity of $\lambda$ appears here, in this way. The characteristic polynomial of $A$ will have a $(x-\lambda)^m$ factor in it, if $m$ is the multiplicity, and I completely fail to see why this implies the following:

$$m=\dim\Ker(A-\lambda\id)^q=\dim\Ker(A-\lambda\id)^{q+1}=\dim\Ker(A-\lambda\id)^{q+2}=\cdots$$

Best Answer

$\DeclareMathOperator{\Ker}{Ker}\DeclareMathOperator{\id}{Id}$The Jordan normal form theorem states:

Let $A:V\to V$ be a linear operator. Then $V=\bigoplus_{i=1}^nV_i$. Each $V_i$ is an invariant subspace of $A$, and admits a (Jordan) basis $e_1^{(i)},e_2^{(i)},\cdots,e_{n_i}^{(i)}$ such that $(A-\lambda_i\id)e_1^{(i)}=0,(A-\lambda_i\id)e_2^{(i)}=e_1,\cdots,(A-\lambda_i\id)e_{n_i}^{(i)}=e_{n_i-1}^{(i)}$.

A slightly hard to piece together (see this question and this question of mine for clarifications) but comprehensive proof of this is given here.

We know that the characteristic polynomial of a linear operator $A$, which I will denote $\chi_A$, is invariant under change of basis. This is seen easily:

Suppose $A=MJM^{-1}$. Then $A$ is similar to $J$, and $M$ is a change of basis matrix. $$\begin{align}\chi_A(x)=\det(A-x\id)&=\det(MJM^{-1}-x\id)=\det(MJM^{-1}-(x\id)(MM^{-1}))\\&=\det(MJM^{-1}-M(x\id)M^{-1})=\det(M(J-x\id)M^{-1})\\&=\det(M)\cdot\det(M^{-1})\cdot\det(J-x\id)\\&=1\cdot\det(J-x\id)\\&=\chi_J(x)\end{align}$$ And thus the characteristic polynomials are equal.

Let $q_i:\forall r\in\Bbb{N},\,\Ker(A-\lambda_i\id)^{q_i}=\Ker(A-\lambda_i\id)^{q_i+r}$. Let $B_i=A-\lambda_i\id$. The proof I linked shows that: $$V=\bigoplus_{i=1}^k\Ker(B_i^{q_i})$$ For all the $k$ distinct eigenvalues of $A$. On inspection of the basis vectors of the Jordan basis, one has that there are $\dim\Ker(B_i^{q_i})$ such vectors in the Jordan bases associated with $\lambda_i$ - recall that an eigenvalue can have more than one Jordan block/basis associated with it.

Consider now $\chi_A=\chi_J$ where $J$ is the Jordan Normal Form of $A$. Consider its matrix: it has all the eigenvalues of $A$ on its diagonal, repeated a certain number of times ($\dim\Ker(B_i^{q_i})$ times) and it is triangular. The determinant of a triangular matrix is the product of the diagonal elements, so we easily get that $\chi_A(x)=\chi_J(x)=\prod_{i=1}^k(x-\lambda_i)^{n_i}$ where $n_i=\dim\Ker(B_i^{q_i})$ is the number of times an eigenvalue is repeated on the diagonal in the Jordan form. This means that $n_i=m_i$, where $m_i$ is the algebraic multiplicity of $\lambda_i$.

Therefore the statement in my question is proved.