This Question is out of syllabus.

Two square matrices A and B are said to be similar, or conjugate, if there exists an invertible square matrix
P such that A = P-1 BP. This is equivalent to saying that A and B represent the same linear transformation
in different bases, with P providing the change-of-basis matrix that relates them.

If one wants to solve a linear equation but is working in an inconvenient basis, it may help to change the
basis to a more convenient one. Sometimes one can find a convenient basis by inspection, but in general
one often changes the basis to obtain the Jordan canonical form of the desired matrix. For solving linear
equations the Jordan canonical form is ideal, since (1) it has a very simple structure (upper triangular, and
only 1-s just above the diagonal) and (2) it can be computed for any square matrix.

It is important for theoretical reasons to know that one can always find the Jordan canonical form of a
square matrix. It simplifies many abstract proofs to assume a matrix in the proof is in Jordan canonical form.
If you know a little abstract algebra, the Jordan canonical form is also of interest in the sense that it
completely classifies the conjugacy classes of matrices over the complex numbers (and some other fields
as well), and is a special case of a more general phenomenon regarding module homomorphisms.

However, as for more real-world purposes the Jordan canonical form is not ideal. The primary example of
a real-world application would be solving a system of linear equations (for example, one that comes up
when trying to solve a system of linear ODEs), and unfortunately the Jordan canonical form is not well-
suited to this task in practice. The reason is that the Jordan canonical form is very sensitive to perturbations
in the original matrix; that is, if an entry aij in the matrix A is perturbed to aij + , it is very possible for the
Jordan canonical form of the new matrix to be wildly different from the original Jordan canonical form. (That
is, the Jordan canonical form is not numerically stable.)

The numerical instability of the Jordan canonical form makes it bad in real-life applications, where systems
of linear equations arise from real-world data that always has a level of uncertainty. For this reason, in real-
world applications one must abandon the Jordan canonical form for numerically stable algorithms. One
example of such an algorithm is the Schur factorization, which also transforms (using unitary matrices) a
matrix into a conjugate upper triangular matrix, and thus simplifies the solution of linear systems.