Jordan form step by step general algorithm
So I am trying to compile a summary of the procedure one should follow to find the Jordan basis and the Jordan form of a matrix, and I am on the lookout for free resources online where the algorithm to be followed is clearly explained in an amenable way.
I have found some interesting youtube videos but what I am on the lookout for is a written thing.
Alternatively, if you are so kind as to flesh out the procedure I would be happy to accept that as an answer.
Solution 1:
Find all the eigenvalues of $T$.
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For each eigenvalue $\lambda$:
Let $N = T-\lambda I$.
Compute $N^2, N^3, \dots, N^n$.
Find the generalized eigenspace $G=G(\lambda,T)$ of solutions $u$ to $N^n u = 0$.
Find a temporary basis for $G$.
Let $U_0 = G$, $U_n = \{0\}$ and $B_n = \emptyset$.
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For $k=n-1,\dots,1,0$:
Find $U_k = $range$ (N_{|_G})^k$ by applying $N^k$ to the temporary basis of $G$.
From the previous step we have a Jordan basis $B_{k+1}$ to $T_{|_{U_{k+1}}}$ given by $N^{d_1}v_1,\dots,N^2 v_1, N v_1, v_1, \dots, N^{d_m}v_m,\dots,N^2 v_m, N v_m, v_m$, with the property that $N^{d_j+1} v_j = 0$ for all $j$.
For $j=1,\dots,m$, find one $u_j$ such that $N u_j = v_j$.
Let $\tilde B_k = N^{d_1}v_1,\dots,N^2 v_1, N v_1, v_1, u_1 \dots, N^{d_m}v_m,\dots,N^2 v_m, N v_m, v_m, u_m$. Then $\tilde B_k$ is a Jordan basis for $T$ restricted to its span.
Find $A_k$ such that $\tilde B_k \cup A_k$ is a basis for $U_k$.
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For each $w\in A_k$:
Find $x \in {\sf span} \tilde B_k$ such that $Nx = Nw$.
Let $u=w-x$, so $Nu=0$.
Let $\tilde A_k$ be the set of vectors obtained above.
Let $B_k = \tilde B_k \cup A_k$. Then $B_k$ is a Jordan basis for $T_{|_{U_k}}$.
In the end, $B_0$ is a Jordan basis for $T_{|_G}$.
Recollecting all Jordan bases for each $T_{|_{G(\lambda,T)}}$ produces a Jordan basis for $T$.
I found this method myself by digging into the proof in Axler's Done Right book. I hope it is correct.