Algorithm to calculate the real jordan decomposition of a matrix

125 Views Asked by At

I have recently implemented the QR algorithm to determine the eigenvalues of a real matrix. Then, using the approax descibed here, I've calculated the eigenvectors of this matrix. So, from this algorithms I can diagonalize a real matrix, if it has only real and non-repeated eigenvalues. Hovewer, I'd like to determine a more generic decomposition, such as the Jordan decomposition. How could I do that? Is there any algorithms to do this decomposition in generic real matrices?