MATH319 Slides

37 Eigenvalue terminology

(i) Each eigenvalue λj has algebraic multiplicity nj, where nj is the largest power of (z-λj) that divides the characteristic polynomial of A.

(ii) For each eigenvalue λj, there is an eigenvector vj. Let E(λj)={v:Av=λjv} be the eigenspace. The geometric multiplicity of λj is the dimension of E(λj).

(iii) For each λj, the geometric multiplicity is the number of Jordan blocks that involve λj, so the geometric multiplicity is less than or equal to the algebraic multiplicity.

(iv) When a Jordan block has shape k×k, where k>1, it has both eigenvectors and generalised eigenvectors. A generalised eigenvector is v0 such that (λjI-A)mv=0 for some m=1,2,,k.