For square matrices over a field,
If is invertible, the products are similar matrices. In general, apply that case to and for all but finitely many , then use polynomial identity in .
Under an orthogonal change of coordinates represented by , the component matrix changes by
Thus is similar to , so its characteristic polynomial, eigenvalues, and their algebraic multiplicities are unchanged.
If is symmetric, the spectral theorem for real symmetric matrices makes it diagonalizable, so algebraic and geometric multiplicities agree. Consequently the dimensions of its eigenspaces are also independent of the coordinate frame.
For the stated tensor, choose a unit eigenvector belonging to the simple eigenvalue . Its perpendicular plane is the eigenspace of , so
Hence
Two square matrices are similar when for some invertible matrix . A Jordan normal form is a block-diagonal matrix whose blocks have one eigenvalue on the diagonal, ones on the superdiagonal, and zeros elsewhere; over an algebraically closed field every matrix is similar to such a form, unique up to reordering its Jordan blocks.
Both displayed matrices have characteristic polynomial
However,
so their eigenspace dimensions are respectively two and one. Thus has Jordan form , whereas has Jordan form . By uniqueness of Jordan normal form,
Given a solution , construct and hence the smooth matrices and . Let solve the linear ordinary differential equation
Because is skew-symmetric,
so is an orthogonal matrix and is invertible. Moreover,
It follows that
Thus the Lax pair flow is an isospectral Lax equation: every is similar to and has the same eigenvalues and characteristic polynomial.
Every symmetric function of these constant eigenvalues is a first integral. In particular, the trace invariants of a Lax equation
are constant because the cyclic property of the trace gives
For example,
is an explicit first integral of equation .