For a non-diagonalizable $n \times n$ matrix, how to prove that $\exists (A_m)$ is diagonalizable matrix such that $A_m$ converges to $A$. Here we define norm on $M(n, \Bbb C)$ s.t $||X||=(\sum _{i=1}^\infty\sum_{j=1}^\infty|x_{ij}|^2)^{1/2}$ and $A_m$ converges to $A$ iff $||A_m - A|| \to 0$ as $m\to \infty$
I was thinking to use Jordon Canonical form but can't get it as the calculation are getting twisted. If someone has some detailed proof please help.
The set of all diagonalizable matrices is dense in the space of all $n\times n$ matrices; you'll find a proof here. This is enough to prove what you want.