Ill-conditioned eigensystems and the computation of the Jordan canonical form

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.