Numerical Analysis
If the matrix A has multiple eigenvalues, or is close to a matrix with multiple eigenvalues, then its Jordan normal form is very sensitive to perturbations. Consider for instance the matrix
If ε = 0, then the Jordan normal form is simply
However, for ε ≠ 0, the Jordan normal form is
This ill conditioning makes it very hard to develop a robust numerical algorithm for the Jordan normal form, as the result depends critically on whether two eigenvalues are deemed to be equal. For this reason, the Jordan normal form is usually avoided in numerical analysis; the stable Schur decomposition is often a better alternative.
Read more about this topic: Jordan Normal Form
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