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→Numerical method: matrix diagonalization: add a blurb justifing an earlier statement, and a bit of discussion of nondiagonalizable matrices |
m →Numerical method: matrix diagonalization: fix bug. Previous edit was big. |
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The algorithm illustrated above does not work for non-diagonalizable matrices, for example for the matrix
:<math>\begin{bmatrix}1 & 1\\ 0 & 1\end{bmatrix}.</math>
For such matrices one needs to find its [[Jordan decomposition]] and, rather than computing the logarithm of a diagonal matrix as above, one would
:<math>\begin{bmatrix}0 & 1\\ 0 & 0\end{bmatrix}.</math>
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