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NTNU MATH 110-2 郭庭榕教授 授課內容 Lebesgue Outer Measure I

Linear Algebra ReSupply Date IX.


Jordan-Chevalley Decomposition Theorem.

在這個新的 section 我們將介紹 Jordan-Chevalley Decomposition Theorem,此 theroem 未來


在探討 Lie Algebra 會是一個滿重要的應用,當然離時候還很遙遠。在這裡我們主要是要來探討
Jordan Canonical Form 在理論上的應用,Jordan-Chevalley Decomposition Theorem 告訴我們每
一個 linear transformation 可以被分解成 diagonalizable linear transformation 和 nilpotent linear
transformation 的 sum。在這裡我們正式介紹:

Definition 1. Nilpotent
Let M ∈ Mn (F ) and T ∈ L(V, V ), then we defined the following:

(a) M is said to be nilpotent if there exists k ∈ N such that M k = On .

(b) T is said to be nilpotent if there exists p ∈ N such that T p = T0 .

事實上,這兩個 definition 是 equivlent,在這裡我們寫成一個 theorem。此外我們把上面提到


的 definition 聯想寫成一個 Lemma,讓大家比較方便去記憶和思考。

Theorem 1. [FIS] §7.2 Exercises 11.


Let T ∈ L(V, V ) with dim(V ) < ∞, and let β be an ordered basis for V , then we have T is
nilpotent if and only if [T ]β is nilpotent.

Proof.
We show the sufficient and necessary condition:

(⇒) If T is nilpotent, then there exists p ∈ F such that T p = T0 .


Thus, we get [T ]pβ = [T0 ]pβ = On , and hence [T ]β is nilpotent.

(⇐) If [T ]β is nilpotent, then there exists p ∈ F such that [T ]pβ = On .


Thus, we get T p = On = T0 , and hence T is nilpotent.

Lemma 1. [FIS] §7.2 Exercises 12.


Any square upper triangular matrix with each diagonal entry equal to zero is nilpotent.

Proof.
We show that the following:

(i) Let A ∈ Mn (F ) be upper triangular with Aii = 0 for all i, then we have Aij = 0 for all i ≥ j.
Thus, we have
∑n ∑i ∑n
2
(A )ij = Aik Akj = Aik Akj + Aik Akj
k=1 k=1 k=i+1

for all i ≥ j.

1 | Advanced Calculus Note XXVI. 2022-04-14 JunWei,Zhang Edit


NTNU MATH 110-2 郭庭榕教授 授課內容 Lebesgue Outer Measure I

Proof.
We show that the following:

(ii) Since A is upper triangular matrix with Aii = 0 for all i, then we have Aik = 0 for all ≥ k.
Thus, we have
∑i
Aik Akj = 0
k=1

Hence, we have

n
2
(A )ij = Aik Akj
k=i+1

(iii) By definition and part(i), we have


n
2
(A )ii = Aik Aki
k=i+1

Since k =∈ [i + 1, n], then we have k > i, and hence


n
2
(A )ii = Aik Aki = 0
k=i+1

Thus, we know that A2 is a upper triangular matrix with (A2 )ii = 0 for all i.

(iv) By definition and part(i), we have


n
(A2 )(j−1)j = A(j−1)k Akj
k=j

Since k ≥ j, then we have Akj = 0, and hence


n
2
(A )(j−1)j = A(j−1)k Akj = 0
k=j

Finally, we know that there exists p ∈ N such that (Ap )ij = 0 for all i ≥ j − p + 1 = 0.
i.e. A is nilpotent.

接下來我們回顧一下之前學過的 Jordan canonical form 和 diagonal matrix,在這裡我們可以用


這兩種 matrix 造出一個 upper triangular matrix。進而擁有 nilpotent 的 property。

Theorem 2. [FIS] §7.2 Exercises 18.


Let J be a Jordan canonical form and D = diag(J11 , J22 , ..., Jnn ), then M = J − D is nilpotent
and M D = DM .

2 | Advanced Calculus Note XXVI. 2022-04-14 JunWei,Zhang Edit


NTNU MATH 110-2 郭庭榕教授 授課內容 Lebesgue Outer Measure I

Proof.
We show tha the following:

(i) Since M is a upper triangular matrix with Mii = 0 for all i, then we know that M is
nilpotent by Lemma 1.

(ii) Since J is the Jordan canonical form of T and D = diag(J11 , ..., Jnn ), then we have

M D = (J − D)D = JD − DD = DJ − DD = D(J − D) = DM

接下來,我們來討論一些 Number Theory 的概念,只是在這裡我們把它推廣到 polynomial


上。首先,我們定義一下 polynomial 的 remainder,然後我們再進一去討論 Chinese Remainder
Theorem,因為等等證明 Jordan-Chevalley Decomposition Theorem 時,我們會需要用到這個
theorem(我覺得用這個證明比較簡單)。

Definition 2. Remainder for Polynomial


Let a, b, f ∈ F [t], then we write a(t) ≡ b(t) (mod f (t)) if f (t)|[a(t) − b(t)] for all t ∈ F .

Definition 3. Coprime
Let a, b ∈ F [t], then a(t) is said to be coprime to b(t) if gcd(a(t), b(t)) = 1.
We denoted by (a(t)) + (b(t)) = 1.

Theorem 3. Chinese Remainder Theorem for Polynomial


Let ai , bi ∈ F [t] with (ai (t)) + ((aj (t)) = 1 for all i, j ∈ [1, n] ∩ R with i ̸= j, then there exists a
polynomial c ∈ F [t] with deg(c) < deg(a1 ) + deg(a2 ) + · · · + deg(an ) such that

c(t) ≡ bi (t) (mod ai (t))

for all i = 1, 2 i.e. c ∈ F [t] is the solution of congruent system




 x(t) ≡ b1 (t) (mod a1 (t))



 x(t) ≡ b2 (t) (mod a2 (t))
 ..

 .


 x(t) ≡ b (t) (mod a (t))
n n

3 | Advanced Calculus Note XXVI. 2022-04-14 JunWei,Zhang Edit


NTNU MATH 110-2 郭庭榕教授 授課內容 Lebesgue Outer Measure I

Proof.
We show that the theorem in general:

(i) Let A(t) = ni=1 ai (t), and let Ai (t) = aA(t)i (t)
for all i ∈ [1, n] ∩ N.
Since ai (t) is coprime to aj (t) for all i ̸= j, then we have (Ai (t)) + (ai (t)) = 1 for all i.
Thus, we have Ai (t)x(t) ≡ 1 mod ai (t) has a unique solution.
(why? you can think Euclidean Algorithm.)
We say the solution is gi (t). Hence, we consider that the following:

c(t) := b1 (t)A1 (t)g1 (t) + b2 (t)A2 (t)g2 (t) + · · · + bn (t)An (t)gn (t)

(ii) Since ai (t)|Aj (t) for all i ̸= j, then we have Aj (t) ≡ 0 (mod ai (t)) for all i ̸= j.
Thus, we have
c(t) ≡ bi (t)Ai (t)gi (t) ≡ bi (t) · 1 ≡ bi (t) (mod ai (t))
for all i ∈ [1, n] ∩ N.

在證明 Jordan-Chevalley Decomposition Theorem 之前,我們先來證明一個 Lemma,不然等


下一次證明太多會太複雜 (畢竟 Jordan-Chevalley Decomposition Theorem 本身也是一個研究所考
題)。

Review. Binomial Theorem


Let x, y be two real variable, then we have
n ( )
∑ n
(x + y) =n
xn−m · y m
m=0
m

for all n ∈ N.

Lemma 2.
Let S, N ∈ L(V, V ) be commute with dim(V ) = n, if S is diagonalizable and N is nilpotent, then
there exists p ∈ F [t] such that p(T ) = S with p(0) = 0 for some T ∈ L(V, V ).

Proof.
We show that the following:

(i) We show that p(T ) = S, q(T ) = N for some p, q ∈ C[x] with p(0) = q(0) = 0.
Suppose that S has k distinct eigenvalues, we say λ1 , λ2 , ..., λk , such that ma (λi ) = mg (λi )
for all i. Thus, we have
∏k
chS (t) = (x − λi )mg (λi )
i=1

Since each λi is distinct for all i, then we know that (t−λi )’s is coprime to each others.

4 | Advanced Calculus Note XXVI. 2022-04-14 JunWei,Zhang Edit


NTNU MATH 110-2 郭庭榕教授 授課內容 Lebesgue Outer Measure I

Proof.
We show that the following:

(ii) By chinese remainder theorem for polynomial, there exists p ∈ F [t] such that

p(t) ≡ λi (mod(t − λi )n ) & p(t) ≡ 0 (mod t)

for all i ∈ [1, n] ∩ N. i.e. p(t) is the solution of congruent system




 x(t) ≡ λ1 (mod(t − λ1 )n )



 x(t) ≡ λ2 (mod(t − λ2 )n )
..
 .

 ≡ λn (mod(t − λn )n )

 x(t)
 x(t) ≡ 0 (mod t)

Note that. Since we want to find a p ∈ F [t] such that p(0) = 0, then we need to consider
x ≡ 0 (mod t) in the congruent system.

(iii) Note that. we can decompose V into a direct sum ker((S−λi IdV )).
Let v ∈ ker((S−λi IdV )) be given for all i. Since we have

(T − λi IdV )n |(p(T ) − λi IdV )

by above congruent system, then there exists a g ∈ F [t] such that

p(T )(v) − λi IdV (v) = [g(T ) · (T − λi IdV )n ](v) = [g(S + N ) · (S + N − λi IdV )n ](v)

(iv) Since S and N are commute, then we can expand the RHS by the Binomial theorem to
write n ( )
∑ n
[(S + N − λi IdV ) ](v) =
n
[S − λi IdV ]n−m · N m (v)
m=0
m
But we have S(v) = λi v. Thus, we know that RHS simply becomes N n (v).

(v) Since N is nilpotent, then we know that N n = T0 by definition.


Hence, we know that p(T )(v) − λi IdV (v) = 0V for all v ∈ ker((S−λi IdV )).
Finally, we get p(T ) = λi · IdV for all v ∈ V i.e. p(T ) = S with p(0) = 0.

接 下 來 我 們 將 要 正 式 去 證 明 Jordan-Chevalley Decomposition Theorem, 基 本 上 有 了 這 個


Lemma 之後,這個證明就很好證許多了。這個 theorem 的內容可以說是相當多東西,但是你
想通了,他事實上很 trival。

5 | Advanced Calculus Note XXVI. 2022-04-14 JunWei,Zhang Edit


NTNU MATH 110-2 郭庭榕教授 授課內容 Lebesgue Outer Measure I

Theorem 4. Jordan-Chevalley Decomposition Theorem


Let T ∈ L(V, V ) with dim(V ) = n < ∞ and over C, then there exist two unique S, N ∈ L(V, V )
such that T = S + N , S is diagonalizable, N is nilpotent, SN = N S, and p(T ) = S, q(T ) = N
for some p, q ∈ C[x] with p(0) = q(0) = 0.

Proof.
We show that the following:

(1) We show that the existence of S, N ∈ L(V, V ).


Since T ∈ L(V, V ) over C, then we know that there exists a basis β for V such that [T ]β is
a Jordan canonical form.
Now, we set D := diag(J11 , J22 , ..., Jnn ) such that M = [T ]β − D, then we know that M is
nilpotent and DM = M D by theorem 2.
Thus, we choose S, N ∈ L(V, V ) such that [S]β = D and [N ]β = M with T = S + N , satisfies

(i) S is diagonalizable and N is nilpotent.


(ii) SN is commute i.e. SN = N S.

(2) We show that p(T ) = S, q(T ) = N for some p, q ∈ C[x] with p(0) = q(0) = 0.
By Lemma 2, there exists a p ∈ F [t] such that p(T ) = S with p(0) = 0.
Since T = S + N , then we have T = p(T ) + N , and hence N = T − p(T ).
Thus, we choose q(t) = t − p(t) such that N = q(T ) with q(0) = 0.

(3) We show that the uniqueness of S, N ∈ L(V, V ).


Let T = S ′ + N ′ be some other decomposition, then we have

S + N = S ′ + N ′ i.e. S − S ′ = N ′ − N

Since N, N ′ are nilpotent, then we know that N ′ − N is also nilpotent.


Thus, there exists a k ∈ N such that (N ′ − N )k = T0 .
Hence, we have (S − S ′ )k = T0 implies that S = S ′ . (Since S, S ′ are diagonalizable).
Finally, we get N = N ′ implies that S, N ∈ L(V, V ) are unique.

6 | Advanced Calculus Note XXVI. 2022-04-14 JunWei,Zhang Edit

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