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Cayley and William Rowan Hamilton) states that every square matrix over acommutative ring (such
as the real or complex field) satisfies its own characteristic equation.
More precisely,[1][2][3][4] if A is a given nn matrix and In is the nn identity matrix, then
the characteristic polynomial of A is defined as
where "det" is the determinant operation. Since the entries of the matrix are (linear or constant)
polynomials in , the determinant is also an n-th order polynomial in .
The CayleyHamilton theorem states that "substituting" the matrix A for in this polynomial
results in the zero matrix,
p(A) = 0 .
The powers of A, obtained by substitution from powers of , are defined by repeated matrix
multiplication; the constant term of p() gives a multiple of the power A0, which power is
defined as the identity matrix. The theorem allows An to be expressed as a linear
combination of the lower matrix powers of A.
When the ring is a field, the CayleyHamilton theorem is equivalent to the statement that
the minimal polynomial of a square matrix divides its characteristic polynomial.
Contents
[hide]
1 Example
2 Illustration for specific dimensions and practical applications
3 Proving the theorem in general
o 3.1 Preliminaries
3.1.1 Adjugate matrices
o 3.2 A direct algebraic proof
o 3.3 A proof using polynomials with matrix coefficients
o 3.4 A synthesis of the first two proofs
o 3.5 A proof using matrices of endomorphisms
o 3.6 A bogus "proof": p(A) = det(AIn A) = det(A A) = 0
4 Abstraction and generalizations
5 See also
6 References
Example[edit]
As a concrete example, let
.
Its characteristic polynomial is given by
then
states that
which is indeed always the case, evident by working out the entries
of A2.
For a general nn invertible matrix A, i.e., one with nonzero
determinant, A1 can thus be written as an (n 1)-th
order polynomial expression in A: As indicated, the Cayley
Hamilton theorem amounts to the identity
with cn1
= ad bc can be written
as((trA) tr(A2)). (Of course, it is also the
determinant of A, in this case.)
coefficient c0
2
tr(A2)),
Hence,
where the
exponential only need
s be expanded to
order n,
since p() is of
order n, the net
negative powers
of automatically
vanishing by the CH
theorem. (Again, this
requires a ring
containing the rational
numbers.)
The generic
coefficients of the
characteristic
polynomial for
general n are given
(Le Verrier) by
determinants
of mm matrices,
The Cayley
Hamilton theorem
always provides a
relationship
between the
powers
of A (though not
always the
simplest one),
which allows one
to simplify
expressions
involving such
powers, and
evaluate them
without having to
compute the
power An or any
higher powers
of A.
For instance, the
concrete 22
Example above
can be written as
Then, for
example, to
calculate A4,
observe
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