Report Number: CS-TR-75-478
Institution: Stanford University, Department of Computer Science
Title: Ill-conditioned eigensystems and the computation of the Jordan canonical form.
Author: Golub, Gene H.
Author: Wilkinson, James H.
Date: February 1975
Abstract: The solution of the complete eigenvalue problem for a non-normal matrix A presents severe practical difficulties when A is defective or close to a defective matrix. However in the presence of rounding errors one cannot even determine whether or not a matrix is defective. Several of the more stable methods for computing the Jordan canonical form are discussed together with the alternative approach of computing well-defined bases (usually orthogonal) of the relevant invariant subspaces.