行列のジョルダン標準形の数値計算法

抄録

The Jordan canonical form of a matrix plays an important role in control system theory. But the numerically stable computation method has not been established. In this paper, we propose a numerical algorithm for the computation of Jordan canonical form of matrix. The transformation matrix consists of principal vectors obtained by the intersection of the kernel of the eigen-vector spaces. And we define the numerical Jordan canonical form of matrix and propose a more stable numerical method. The numerical example shows that the proposed method is more reliable than the well-known commercially available software.