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Generalized eigenvector : ウィキペディア英語版
Generalized eigenvector

In linear algebra, a generalized eigenvector of an ''n'' × ''n'' matrix A is a vector which satisfies certain criteria which are more relaxed than those for an (ordinary) eigenvector.
Let V be an ''n''-dimensional vector space; let \phi be a linear map in , the set of all linear maps from V into itself; and let A be the matrix representation of \phi with respect to some ordered basis.
There may not always exist a full set of ''n'' linearly independent eigenvectors of A that form a complete basis for V. That is, the matrix A may not be diagonalizable. This happens when the algebraic multiplicity of at least one eigenvalue \lambda_i is greater than its geometric multiplicity (the nullity of the matrix (A-\lambda_i I), or the dimension of its nullspace). In this case, \lambda_i is called a defective eigenvalue and A is called a defective matrix.
A generalized eigenvector x_i corresponding to \lambda_i, together with the matrix (A-\lambda_i I) generate a Jordan chain of linearly independent generalized eigenvectors which form a basis for an invariant subspace of V.
Using generalized eigenvectors, a set of linearly independent eigenvectors of A can be extended, if necessary, to a complete basis for V. This basis can be used to determine an "almost diagonal matrix" J in Jordan normal form, similar to A, which is useful in computing certain matrix functions of A. The matrix J is also useful in solving the system of linear differential equations \bold x' = A \bold x, where A need not be diagonalizable.
== Overview and definition ==
There are several equivalent ways to define an ordinary eigenvector. For our purposes, an eigenvector \bold u associated with an eigenvalue \lambda of an n × n matrix A is a nonzero vector for which (A - \lambda I) \bold u = \bold 0, where I is the n × n identity matrix and \bold 0 is the zero vector of length n. That is, \bold u is in the kernel of the transformation (A - \lambda I). If A has n linearly independent eigenvectors, then A is similar to a diagonal matrix D. That is, there exists an invertible matrix M such that A is diagonalizable through the similarity transformation D = M^AM. The matrix D is called a spectral matrix for A. The matrix M is called a modal matrix for A. Diagonalizable matrices are of particular interest since matrix functions of them can be computed easily.
On the other hand, if A does not have n linearly independent eigenvectors associated with it, then A is not diagonalizable.
Definition: A vector \bold x_m is a generalized eigenvector of rank ''m'' of the matrix A and corresponding to the eigenvalue \lambda if
:(A - \lambda I)^m \bold x_m = \bold 0
but
:(A - \lambda I)^ \bold x_m \ne \bold 0.
Clearly, a generalized eigenvector of rank 1 is an ordinary eigenvector. Every n × n matrix A has n linearly independent generalized eigenvectors associated with it and can be shown to be similar to an "almost diagonal" matrix J in Jordan normal form. That is, there exists an invertible matrix M such that J = M^AM. The matrix M in this case is called a generalized modal matrix for A. If \lambda is an eigenvalue of algebraic multiplicity \mu, then A will have \mu linearly independent generalized eigenvectors corresponding to \lambda. These results, in turn, provide a straightforward method for computing certain matrix functions of A.
The set spanned by all generalized eigenvectors for a given \lambda , forms the generalized eigenspace for \lambda .

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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