Monday, 2 February 2015

linear algebra - Proving "almost all matrices over C are diagonalizable".

This is an elementary question, but a little subtle so I hope it is suitable for MO.



Let $T$ be an $n times n$ square matrix over $mathbb{C}$.



The characteristic polynomial $T - lambda I$ splits into linear factors like $T - lambda_iI$, and we have the Jordan canonical form:



$$ J = begin{bmatrix} J_1 \ & J_2 \ & & ddots \ & & & J_n end{bmatrix}$$



where each block $J_i$ corresponds to the eigenvalue $lambda_i$ and is of the form



$$ J_i = begin{bmatrix} lambda_i & 1 \ & lambda_i & ddots \ & & ddots & 1 \ & & & lambda_i end{bmatrix}$$



and each $J_i$ has the property that $J_i - lambda_i I$ is nilpotent, and in fact has kernel strictly smaller than $(J_i - lambda_i I)^2$, which shows that none of these Jordan blocks fix any proper subspace of the subspace which they fix. Thus, Jordan canonical form gives the closest possible to a diagonal matrix. The elements in the superdiagonals of the Jordan blocks are the obstruction to diagonalization.



So far, so good. What I want to prove is the assertion that "Almost all square matrices over $mathbb{C}$ is diagonalizable". The measure on the space of matrices is obvious, since it can be identified with $mathbb{C}^{n^2}$. How to prove, perhaps using the above Jordan canonical form explanation, that almost all matrices are like this?



I am able to reason out the algebra part as above, but is finding difficulty in the analytic part. All I am able to manage is the following. The characteristic equation is of the form



$$(x - lambda_1)(x - lambda_2) cdots (x - lambda_n)$$



and in the space generated by the $lambda_i$'s, the measure of the set in which it can happen that $lambda_i = lambda_j$ when $i neq j$, is $0$: this set is a union of hyperplanes, each of measure $0$.



But here I have cheated, I used only the characteristic equation instead of using the full matrix. How do I prove it rigorously?

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