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Fundamental

Cayley-Hamilton Theorem

Every square matrix satisfies its own characteristic polynomial—one of the most elegant and useful results in linear algebra.

The Big Idea: If χA(λ)=det(λIA)\chi_A(\lambda) = \det(\lambda I - A) is the characteristic polynomial, then substituting the matrix AA for λ\lambda gives χA(A)=0\chi_A(A) = 0 (the zero matrix).

Learning Objectives
  • State and understand the Cayley-Hamilton theorem
  • Understand the proof using adjugate matrix approach
  • Use Cayley-Hamilton to compute matrix inverses
  • Express matrix powers as lower-degree polynomials
  • Connect Cayley-Hamilton to the minimal polynomial
  • Apply to solve matrix equations
  • Understand the theoretical significance of the theorem
  • Compute matrix functions using Cayley-Hamilton
Prerequisites
  • Characteristic polynomial and its properties (LA-6.2)
  • Matrix polynomials and evaluation
  • Determinants and adjugate matrices (LA-5)
  • Matrix multiplication and powers
  • Eigenvalues and diagonalization concepts

1. The Cayley-Hamilton Theorem

Definition 6.10: Matrix Polynomial

A matrix polynomial is an expression p(A)=cnAn+cn1An1++c1A+c0Ip(A) = c_n A^n + c_{n-1}A^{n-1} + \cdots + c_1 A + c_0 I where cic_i are scalars. Note: the constant term is c0Ic_0 I, not just c0c_0.

Theorem 6.10: Cayley-Hamilton Theorem

Let AMn(F)A \in M_n(F) be an n×nn \times n matrix over a field FF. If χA(λ)=det(λIA)\chi_A(\lambda) = \det(\lambda I - A) is the characteristic polynomial, then:

χA(A)=0\chi_A(A) = 0

The matrix AA satisfies its own characteristic polynomial.

Remark 6.5: Interpretation

If χA(λ)=λn+cn1λn1++c1λ+c0\chi_A(\lambda) = \lambda^n + c_{n-1}\lambda^{n-1} + \cdots + c_1\lambda + c_0, then:

An+cn1An1++c1A+c0I=0A^n + c_{n-1}A^{n-1} + \cdots + c_1 A + c_0 I = 0

Every power of AA beyond n1n-1 can be expressed in terms of lower powers!

Example 6.6: 2×2 Verification

For A=(1234)A = \begin{pmatrix} 1 & 2 \\ 3 & 4 \end{pmatrix}:

Step 1: Compute characteristic polynomial:

χA(λ)=det(λIA)=det(λ123λ4)=λ25λ2\chi_A(\lambda) = \det(\lambda I - A) = \det\begin{pmatrix} \lambda - 1 & -2 \\ -3 & \lambda - 4 \end{pmatrix} = \lambda^2 - 5\lambda - 2

Step 2: Verify A25A2I=0A^2 - 5A - 2I = 0:

A2=(7101522),5A=(5101520),2I=(2002)A^2 = \begin{pmatrix} 7 & 10 \\ 15 & 22 \end{pmatrix}, \quad 5A = \begin{pmatrix} 5 & 10 \\ 15 & 20 \end{pmatrix}, \quad 2I = \begin{pmatrix} 2 & 0 \\ 0 & 2 \end{pmatrix}
A25A2I=(752101001515022202)=(0000)A^2 - 5A - 2I = \begin{pmatrix} 7-5-2 & 10-10-0 \\ 15-15-0 & 22-20-2 \end{pmatrix} = \begin{pmatrix} 0 & 0 \\ 0 & 0 \end{pmatrix} \checkmark
Example 6.7: 3×3 Example

For A=(200030005)A = \begin{pmatrix} 2 & 0 & 0 \\ 0 & 3 & 0 \\ 0 & 0 & 5 \end{pmatrix} (diagonal):

χA(λ)=(λ2)(λ3)(λ5)=λ310λ2+31λ30\chi_A(\lambda) = (\lambda - 2)(\lambda - 3)(\lambda - 5) = \lambda^3 - 10\lambda^2 + 31\lambda - 30

Check: A310A2+31A30I=0A^3 - 10A^2 + 31A - 30I = 0

2. Proof of Cayley-Hamilton

Theorem 6.11: Adjugate Identity

For any matrix AA, the adjugate matrix satisfies:

(λIA)adj(λIA)=det(λIA)I=χA(λ)I(\lambda I - A) \cdot \text{adj}(\lambda I - A) = \det(\lambda I - A) \cdot I = \chi_A(\lambda) \cdot I
Proof:

Proof of Cayley-Hamilton using adjugate:

Step 1: The adjugate adj(λIA)\text{adj}(\lambda I - A) is a matrix whose entries are polynomials in λ\lambda of degree at most n1n-1. Write:

adj(λIA)=Bn1λn1+Bn2λn2++B1λ+B0\text{adj}(\lambda I - A) = B_{n-1}\lambda^{n-1} + B_{n-2}\lambda^{n-2} + \cdots + B_1\lambda + B_0

Step 2: From the adjugate identity:

(λIA)(Bn1λn1++B0)=χA(λ)I(\lambda I - A)(B_{n-1}\lambda^{n-1} + \cdots + B_0) = \chi_A(\lambda) \cdot I

Step 3: Expand the left side and equate coefficients of each power of λ\lambda.

Step 4: Multiply each coefficient equation by the appropriate power of AA and sum:

χA(A)=0\chi_A(A) = 0
Remark 6.6: Alternative Proof via Jordan Form

If A=PJP1A = PJP^{-1} where JJ is Jordan form, then χA(A)=PχA(J)P1\chi_A(A) = P\chi_A(J)P^{-1}. Since each Jordan block Jk(λi)J_k(\lambda_i) satisfies (Jk(λi)λiI)k=0(J_k(\lambda_i) - \lambda_i I)^k = 0, the characteristic polynomial annihilates JJ, hence AA.

3. Applications

Corollary 6.3: Finding Matrix Inverse

If AA is invertible with χA(λ)=λn+cn1λn1++c1λ+c0\chi_A(\lambda) = \lambda^n + c_{n-1}\lambda^{n-1} + \cdots + c_1\lambda + c_0, then c0=(1)ndet(A)0c_0 = (-1)^n \det(A) \neq 0 and:

A1=1c0(An1+cn1An2++c1I)A^{-1} = -\frac{1}{c_0}(A^{n-1} + c_{n-1}A^{n-2} + \cdots + c_1 I)
Proof:

From Cayley-Hamilton: An+cn1An1++c1A+c0I=0A^n + c_{n-1}A^{n-1} + \cdots + c_1 A + c_0 I = 0

Rearrange: A(An1+cn1An2++c1I)=c0IA(A^{n-1} + c_{n-1}A^{n-2} + \cdots + c_1 I) = -c_0 I

Divide by c0-c_0: A(1c0(An1++c1I))=IA \cdot \left(-\frac{1}{c_0}(A^{n-1} + \cdots + c_1 I)\right) = I

Example 6.8: Computing Inverse via Cayley-Hamilton

For A=(1234)A = \begin{pmatrix} 1 & 2 \\ 3 & 4 \end{pmatrix} with χA(λ)=λ25λ2\chi_A(\lambda) = \lambda^2 - 5\lambda - 2:

Cayley-Hamilton: A25A2I=0A^2 - 5A - 2I = 0

Rearrange: A(A5I)=2IA(A - 5I) = 2I, so A1=12(A5I)A^{-1} = \frac{1}{2}(A - 5I)

A1=12(152345)=12(4231)=(213/21/2)A^{-1} = \frac{1}{2}\begin{pmatrix} 1-5 & 2 \\ 3 & 4-5 \end{pmatrix} = \frac{1}{2}\begin{pmatrix} -4 & 2 \\ 3 & -1 \end{pmatrix} = \begin{pmatrix} -2 & 1 \\ 3/2 & -1/2 \end{pmatrix}
Corollary 6.4: Matrix Powers

For any knk \geq n, AkA^k can be expressed as a polynomial of degree at most n1n-1 in AA:

Ak=an1An1+an2An2++a1A+a0IA^k = a_{n-1}A^{n-1} + a_{n-2}A^{n-2} + \cdots + a_1 A + a_0 I
Example 6.9: Computing High Powers

For A=(1101)A = \begin{pmatrix} 1 & 1 \\ 0 & 1 \end{pmatrix} with χA(λ)=(λ1)2=λ22λ+1\chi_A(\lambda) = (\lambda - 1)^2 = \lambda^2 - 2\lambda + 1:

Cayley-Hamilton: A2=2AIA^2 = 2A - I

Compute A3A^3: A3=AA2=A(2AI)=2A2A=2(2AI)A=3A2IA^3 = A \cdot A^2 = A(2A - I) = 2A^2 - A = 2(2A - I) - A = 3A - 2I

Compute A4A^4: A4=AA3=A(3A2I)=3A22A=3(2AI)2A=4A3IA^4 = A \cdot A^3 = A(3A - 2I) = 3A^2 - 2A = 3(2A - I) - 2A = 4A - 3I

Pattern: An=nA(n1)IA^n = nA - (n-1)I for this specific matrix.

4. Connection to Minimal Polynomial

Definition 6.11: Minimal Polynomial

The minimal polynomial mA(λ)m_A(\lambda) of a matrix AA is the monic polynomial of smallest degree such that mA(A)=0m_A(A) = 0.

Theorem 6.12: Minimal Polynomial Divides Characteristic

For any matrix AA:

  • mA(λ)m_A(\lambda) divides χA(λ)\chi_A(\lambda)
  • mAm_A and χA\chi_A have the same roots (eigenvalues)
  • deg(mA)deg(χA)=n\deg(m_A) \leq \deg(\chi_A) = n
Proof:

By Cayley-Hamilton, χA(A)=0\chi_A(A) = 0. By definition, mAm_A is the minimal polynomial that annihilates AA. By the division algorithm, χA=mAq+r\chi_A = m_A \cdot q + r where deg(r)<deg(mA)\deg(r) < \deg(m_A). Since χA(A)=0\chi_A(A) = 0 and mA(A)=0m_A(A) = 0, we have r(A)=0r(A) = 0. By minimality of mAm_A, r=0r = 0, so mAχAm_A | \chi_A.

Example 6.10: Minimal vs Characteristic

Diagonal matrix: D=diag(2,2,3)D = \text{diag}(2, 2, 3)

χD(λ)=(λ2)2(λ3)\chi_D(\lambda) = (\lambda - 2)^2(\lambda - 3)

mD(λ)=(λ2)(λ3)m_D(\lambda) = (\lambda - 2)(\lambda - 3) (no repeated factors needed)

Example 6.11: Jordan Block

For Jordan block J3(2)J_3(2):

χJ3(λ)=(λ2)3\chi_{J_3}(\lambda) = (\lambda - 2)^3

mJ3(λ)=(λ2)3m_{J_3}(\lambda) = (\lambda - 2)^3 (minimal equals characteristic)

Corollary 6.5: Diagonalizability Criterion

A matrix AA is diagonalizable if and only if its minimal polynomial has no repeated roots.

5. Common Mistakes

❌ Confusing χ(A) with χ(λ)

χ_A(λ) is a scalar polynomial in λ. χ_A(A) substitutes the matrix A for λ, interpreting constants as multiples of I. The result is the zero MATRIX.

❌ Forgetting I in constant term

The constant term c0c_0 becomes c0Ic_0 I, NOT just the scalar c0c_0.

❌ Thinking det(A - AI) = 0 trivially

This is NOT what Cayley-Hamilton says! We evaluate the polynomial χ_A at the matrix A, NOT compute det(A - A·I) = det(0) = 0.

❌ Wrong sign in characteristic polynomial

Convention matters: χA(λ)=det(λIA)\chi_A(\lambda) = \det(\lambda I - A) vs det(AλI)\det(A - \lambda I). They differ by (1)n(-1)^n.

6. Worked Examples

Example 6.12: Rotation Matrix

For the 90° rotation A=(0110)A = \begin{pmatrix} 0 & -1 \\ 1 & 0 \end{pmatrix}:

χA(λ)=λ2+1\chi_A(\lambda) = \lambda^2 + 1 (eigenvalues are ±i\pm i)

Cayley-Hamilton: A2+I=0A^2 + I = 0, so A2=IA^2 = -I

This confirms: rotating by 90° twice gives rotation by 180°, which is I-I!

Also: A1=AA^{-1} = -A (rotating by -90° = -1 times rotating by 90°)

Example 6.13: Nilpotent Matrix

For N=(010001000)N = \begin{pmatrix} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 0 & 0 & 0 \end{pmatrix}:

χN(λ)=λ3\chi_N(\lambda) = \lambda^3

Cayley-Hamilton: N3=0N^3 = 0

For nilpotent matrices, Cayley-Hamilton says some power is zero.

Example 6.14: Companion Matrix

The companion matrix of p(λ)=λ32λ2+3λ1p(\lambda) = \lambda^3 - 2\lambda^2 + 3\lambda - 1:

C=(001103012)C = \begin{pmatrix} 0 & 0 & 1 \\ 1 & 0 & -3 \\ 0 & 1 & 2 \end{pmatrix}

The characteristic polynomial equals pp, and Cayley-Hamilton gives C3=2C23C+IC^3 = 2C^2 - 3C + I.

7. Matrix Functions via Cayley-Hamilton

Theorem 6.13: Matrix Function Reduction

For any analytic function ff and n×nn \times n matrix AA, f(A)f(A) can be expressed as a polynomial of degree at most n1n-1 in AA:

f(A)=an1An1++a1A+a0If(A) = a_{n-1}A^{n-1} + \cdots + a_1 A + a_0 I
Example 6.15: Matrix Exponential

For A=(0110)A = \begin{pmatrix} 0 & -1 \\ 1 & 0 \end{pmatrix} with A2=IA^2 = -I:

etA=k=0tkAkk!e^{tA} = \sum_{k=0}^{\infty} \frac{t^k A^k}{k!}

Using A2=IA^2 = -I, A3=AA^3 = -A, A4=IA^4 = I, ...:

etA=cos(t)I+sin(t)A=(costsintsintcost)e^{tA} = \cos(t) I + \sin(t) A = \begin{pmatrix} \cos t & -\sin t \\ \sin t & \cos t \end{pmatrix}

This is the rotation matrix by angle tt!

Remark 6.7: Hamilton-Cayley for Quaternions

Hamilton originally proved a version for quaternions: every quaternion satisfies a quadratic polynomial. Cayley extended this to matrices.

8. Theoretical Significance

Algebra of Matrices

Cayley-Hamilton shows that Mn(F)M_n(F) is a finite-dimensional algebra over FF. Every element satisfies a polynomial of degree nn.

Module Theory Connection

Via the correspondence between linear transformations and F[x]F[x]-modules, Cayley-Hamilton follows from structure theorems for finitely generated modules over PIDs.

Generalizations

Extensions exist for matrices over commutative rings, bounded operators on Banach spaces, and more general algebraic structures.

9. Key Takeaways

The Theorem

χA(A)=0\chi_A(A) = 0

Inverse Formula

A1A^{-1} as polynomial in AA

Power Reduction

AkA^k as deg ≤ n-1 polynomial

Minimal Poly

mAχAm_A | \chi_A

10. Challenge Problems

Challenge 1

Prove Cayley-Hamilton for diagonalizable matrices directly (without using the adjugate proof).

Challenge 2

For A=(1101)A = \begin{pmatrix} 1 & 1 \\ 0 & 1 \end{pmatrix}, find A100A^{100} using Cayley-Hamilton.

Challenge 3

Show that if A2=AA^2 = A (idempotent), then the only eigenvalues are 0 and 1.

Challenge 4

Prove: If AB=BAAB = BA, then AA and BB satisfy a common polynomial.

11. Conceptual Questions

Q: Why doesn't χ_A(A) = det(A - A·I) = det(0) = 0 work?

This "proof" confuses scalar and matrix arithmetic. det(λI - A) is a polynomial in λ. We substitute the matrix A, not the scalar, getting a matrix polynomial evaluation.

Q: What's the geometric meaning?

The characteristic polynomial encodes how A scales along each eigendirection. Cayley-Hamilton says applying these scaling factors to A itself produces zero—each eigenvector gets multiplied by (λᵢ - λᵢ) = 0.

Q: When is minimal poly = char poly?

When the Jordan form has exactly one block for each eigenvalue (i.e., geometric multiplicity = 1 for all eigenvalues).

Quick Reference

ConceptFormula / Property
Cayley-HamiltonχA(A)=0\chi_A(A) = 0
Matrix inverseA1=1c0(An1+cn1An2+)A^{-1} = -\frac{1}{c_0}(A^{n-1} + c_{n-1}A^{n-2} + \cdots)
Power reductionAn=(cn1An1++c0I)A^n = -(c_{n-1}A^{n-1} + \cdots + c_0 I)
Minimal polynomialmAχAm_A | \chi_A, same roots
Diagonalizabilityiff mAm_A has no repeated roots

12. More Practice Problems

Problem 1

Verify Cayley-Hamilton for A=(2103)A = \begin{pmatrix} 2 & 1 \\ 0 & 3 \end{pmatrix}.

Answer: χA=(λ2)(λ3)=λ25λ+6\chi_A = (\lambda-2)(\lambda-3) = \lambda^2 - 5\lambda + 6. Check A25A+6I=0A^2 - 5A + 6I = 0.

Problem 2

For A=(0110)A = \begin{pmatrix} 0 & 1 \\ -1 & 0 \end{pmatrix}, find A1A^{-1} using Cayley-Hamilton.

Answer: χA=λ2+1\chi_A = \lambda^2 + 1, so A2=IA^2 = -I. Thus A1=AA^{-1} = -A.

Problem 3

Express A5A^5 in terms of A,IA, I for a 2×2 matrix with χA=λ23λ+2\chi_A = \lambda^2 - 3\lambda + 2.

Hint: First express A2=3A2IA^2 = 3A - 2I, then compute A3,A4,A5A^3, A^4, A^5 recursively.

Problem 4

If χA=λ36λ2+11λ6\chi_A = \lambda^3 - 6\lambda^2 + 11\lambda - 6, express A3A^3 in lower terms.

Answer: A3=6A211A+6IA^3 = 6A^2 - 11A + 6I

Problem 5

Find the minimal polynomial of D=diag(1,1,2,2,2)D = \text{diag}(1, 1, 2, 2, 2).

Answer: mD=(λ1)(λ2)m_D = (\lambda - 1)(\lambda - 2). (Compare: χD=(λ1)2(λ2)3\chi_D = (\lambda-1)^2(\lambda-2)^3)

13. Advanced Applications

Example 6.16: Control Theory: Controllability

In control theory, for system x˙=Ax+Bu\dot{x} = Ax + Bu, the controllability matrix is:

C=[B,AB,A2B,,An1B]\mathcal{C} = [B, AB, A^2B, \ldots, A^{n-1}B]

By Cayley-Hamilton, higher powers AkBA^k B for knk \geq n can be expressed using the first nn terms.

Example 6.17: Differential Equations

For the system x=Ax\mathbf{x}' = A\mathbf{x}, the solution is eAtx0e^{At}\mathbf{x}_0.

Using Cayley-Hamilton, eAte^{At} is a polynomial of degree n1n-1 in AA:

eAt=α0(t)I+α1(t)A++αn1(t)An1e^{At} = \alpha_0(t)I + \alpha_1(t)A + \cdots + \alpha_{n-1}(t)A^{n-1}

where αi(t)\alpha_i(t) are determined by eigenvalues and their multiplicities.

Example 6.18: Markov Chains: Steady State

For a Markov transition matrix PP, powers PkP^k approach the steady-state matrix.

Using Cayley-Hamilton, we can express PkP^k as a polynomial in PP, which helps analyze convergence rates.

Example 6.19: Recurrence Relations

The Fibonacci sequence Fn+2=Fn+1+FnF_{n+2} = F_{n+1} + F_n can be written using:

(Fn+1Fn)=An(10),A=(1110)\begin{pmatrix} F_{n+1} \\ F_n \end{pmatrix} = A^n \begin{pmatrix} 1 \\ 0 \end{pmatrix}, \quad A = \begin{pmatrix} 1 & 1 \\ 1 & 0 \end{pmatrix}

χA=λ2λ1\chi_A = \lambda^2 - \lambda - 1, so AnA^n can be computed efficiently using Cayley-Hamilton.

14. Alternative Proof Approaches

Proof via Diagonalization

For diagonalizable A=PDP1A = PDP^{-1} with D=diag(λ1,,λn)D = \text{diag}(\lambda_1, \ldots, \lambda_n):

χA(A)=PχA(D)P1=Pdiag(χA(λ1),,χA(λn))P1\chi_A(A) = P\chi_A(D)P^{-1} = P \cdot \text{diag}(\chi_A(\lambda_1), \ldots, \chi_A(\lambda_n)) \cdot P^{-1}

Since each λi\lambda_i is a root of χA\chi_A, we have χA(λi)=0\chi_A(\lambda_i) = 0, giving χA(A)=0\chi_A(A) = 0.

Proof via Jordan Form

For any matrix, A=PJP1A = PJP^{-1} where JJ is Jordan form. Each Jordan block Jk(λi)J_k(\lambda_i) satisfies (JkλiI)k=0(J_k - \lambda_i I)^k = 0. Since χA\chi_A contains (λλi)ai(\lambda - \lambda_i)^{a_i} where aika_i \geq k, we get χA(J)=0\chi_A(J) = 0.

Proof via Density Argument

Diagonalizable matrices are dense in Mn(C)M_n(\mathbb{C}). Since Cayley-Hamilton holds for all diagonalizable matrices and χA(A)\chi_A(A) is continuous in AA, it holds for all matrices by continuity.

Cayley-Hamilton Examples Gallery

MatrixChar PolyCayley-Hamilton
(abcd)\begin{pmatrix} a & b \\ c & d \end{pmatrix}λ2(a+d)λ+(adbc)\lambda^2 - (a+d)\lambda + (ad-bc)A2tr(A)A+det(A)I=0A^2 - \text{tr}(A)A + \det(A)I = 0
(0100)\begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix}λ2\lambda^2A2=0A^2 = 0
(1001)\begin{pmatrix} 1 & 0 \\ 0 & 1 \end{pmatrix}(λ1)2(\lambda-1)^2(AI)2=0(A-I)^2 = 0
(0110)\begin{pmatrix} 0 & -1 \\ 1 & 0 \end{pmatrix}λ2+1\lambda^2 + 1A2=IA^2 = -I

Verification Checklist

When using Cayley-Hamilton:

Correctly compute χA(λ)\chi_A(\lambda)
Replace λk\lambda^k with AkA^k
Constants become scalar × I
Result is zero MATRIX
For inverse: det(A)0\det(A) \neq 0
Sign convention consistent

15. Detailed Worked Examples

Example 6.20: Complete 2×2 Verification

For A=(3124)A = \begin{pmatrix} 3 & 1 \\ 2 & 4 \end{pmatrix}, verify Cayley-Hamilton.

Step 1: Compute χA(λ)\chi_A(\lambda):

χA(λ)=det(λ312λ4)=(λ3)(λ4)2=λ27λ+10\chi_A(\lambda) = \det\begin{pmatrix} \lambda - 3 & -1 \\ -2 & \lambda - 4 \end{pmatrix} = (\lambda-3)(\lambda-4) - 2 = \lambda^2 - 7\lambda + 10

Step 2: Compute A2A^2:

A2=(3124)(3124)=(1171418)A^2 = \begin{pmatrix} 3 & 1 \\ 2 & 4 \end{pmatrix}\begin{pmatrix} 3 & 1 \\ 2 & 4 \end{pmatrix} = \begin{pmatrix} 11 & 7 \\ 14 & 18 \end{pmatrix}

Step 3: Verify A27A+10I=0A^2 - 7A + 10I = 0:

(1171418)7(3124)+10(1001)=(0000)\begin{pmatrix} 11 & 7 \\ 14 & 18 \end{pmatrix} - 7\begin{pmatrix} 3 & 1 \\ 2 & 4 \end{pmatrix} + 10\begin{pmatrix} 1 & 0 \\ 0 & 1 \end{pmatrix} = \begin{pmatrix} 0 & 0 \\ 0 & 0 \end{pmatrix} \checkmark
Example 6.21: Finding Inverse via Cayley-Hamilton

For A=(3124)A = \begin{pmatrix} 3 & 1 \\ 2 & 4 \end{pmatrix}, find A1A^{-1} using Cayley-Hamilton.

From A27A+10I=0A^2 - 7A + 10I = 0:

A27A=10IA^2 - 7A = -10I
A(A7I)=10IA(A - 7I) = -10I
A(110(A7I))=IA \cdot \left(-\frac{1}{10}(A - 7I)\right) = I

Therefore:

A1=110(A7I)=110(371247)=(0.40.10.20.3)A^{-1} = -\frac{1}{10}(A - 7I) = -\frac{1}{10}\begin{pmatrix} 3-7 & 1 \\ 2 & 4-7 \end{pmatrix} = \begin{pmatrix} 0.4 & -0.1 \\ -0.2 & 0.3 \end{pmatrix}
Example 6.22: Computing A^{100}

For A=(2102)A = \begin{pmatrix} 2 & 1 \\ 0 & 2 \end{pmatrix}, find A100A^{100}.

χA(λ)=(λ2)2=λ24λ+4\chi_A(\lambda) = (\lambda - 2)^2 = \lambda^2 - 4\lambda + 4

Cayley-Hamilton: A2=4A4IA^2 = 4A - 4I

For this matrix, we can show: An=2n1(2I+nN)A^n = 2^{n-1}(2I + nN) where N=(0100)N = \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix}.

A100=299(210002)=(210010029902100)A^{100} = 2^{99}\begin{pmatrix} 2 & 100 \\ 0 & 2 \end{pmatrix} = \begin{pmatrix} 2^{100} & 100 \cdot 2^{99} \\ 0 & 2^{100} \end{pmatrix}
Example 6.23: 3×3 Matrix Power

For A=(110011001)A = \begin{pmatrix} 1 & 1 & 0 \\ 0 & 1 & 1 \\ 0 & 0 & 1 \end{pmatrix}, express A4A^4 in terms of A2,A,IA^2, A, I.

χA(λ)=(λ1)3=λ33λ2+3λ1\chi_A(\lambda) = (\lambda - 1)^3 = \lambda^3 - 3\lambda^2 + 3\lambda - 1

Cayley-Hamilton: A3=3A23A+IA^3 = 3A^2 - 3A + I

Compute A4A^4:

A4=AA3=A(3A23A+I)=3A33A2+AA^4 = A \cdot A^3 = A(3A^2 - 3A + I) = 3A^3 - 3A^2 + A

Substitute A3A^3:

A4=3(3A23A+I)3A2+A=6A28A+3IA^4 = 3(3A^2 - 3A + I) - 3A^2 + A = 6A^2 - 8A + 3I

16. Applications Summary

Matrix Inverse

Express A1A^{-1} as polynomial in AA:

A1=1det(A)(An1+cn1An2+)A^{-1} = -\frac{1}{\det(A)}(A^{n-1} + c_{n-1}A^{n-2} + \cdots)

Matrix Powers

Reduce high powers:

AkA^k = polynomial of degree ≤ n-1 in AA

Matrix Exponential

Compute eAte^{At}:

eAt=αi(t)Aie^{At} = \sum \alpha_i(t)A^i with i<ni < n

Recurrence Relations

Solve linear recurrences:

Transform to matrix form, apply Cayley-Hamilton

More Quick Examples

Projection

If P2=PP^2 = P

χP=λ(λ1)\chi_P = \lambda(\lambda-1)

Involution

If A2=IA^2 = I

χA=(λ1)(λ+1)\chi_A = (\lambda-1)(\lambda+1)

Nilpotent

If Nk=0N^k = 0

χN=λn\chi_N = \lambda^n

Minimal vs Characteristic Polynomial

PropertyMinimal mAm_ACharacteristic χA\chi_A
DefinitionSmallest degree with mA(A)=0m_A(A)=0det(λIA)\det(\lambda I - A)
Degree≤ n= n
RootsEigenvalues (each once or more)Eigenvalues with mult
RelationshipmAχAm_A | \chi_A, same roots
Diagonalizable iffNo repeated rootsGeometric = Algebraic mult

Study Tips

  • Start with 2×2: Master the formula A2tr(A)A+det(A)I=0A^2 - \text{tr}(A)A + \det(A)I = 0.
  • Remember the substitution: Replace λ\lambda with AA, constant cc with cIcI.
  • For inverse: Rearrange to isolate A(something)=det(A)IA \cdot (\text{something}) = \det(A) \cdot I.
  • For powers: Express AnA^n using lower powers, then substitute recursively.
  • Minimal polynomial: It divides char poly and has the same roots.
  • Check your work: Verify by direct multiplication when possible.

Using Cayley-Hamilton: Decision Tree

Goal: Find A^-1?

Compute χA\chi_A, rearrange χA(A)=0\chi_A(A) = 0 to solve for II, divide by AA.

Goal: Compute A^k for large k?

Express AnA^n in terms of lower powers, substitute recursively.

Goal: Verify Cayley-Hamilton?

Compute χA(λ)\chi_A(\lambda), compute all powers of AA, substitute and verify = 0.

Goal: Find minimal polynomial?

Start with divisors of χA\chi_A, test which smallest degree polynomial annihilates AA.

Final Summary

In this comprehensive module on the Cayley-Hamilton theorem, you learned:

  • The theorem: χA(A)=0\chi_A(A) = 0 — every matrix satisfies its characteristic polynomial
  • How to use it to compute matrix inverses
  • How to reduce high powers of matrices to degree ≤ n-1
  • The connection to minimal polynomial (mAχAm_A | \chi_A)
  • Applications in differential equations, control theory, and recurrence relations

More Conceptual Questions

Q: Why is Cayley-Hamilton important for computing matrix functions?

Any analytic function f(A)f(A) can be expressed as a polynomial of degree < n in AA. This makes computation tractable.

Q: What happens if we use a different polynomial that A also satisfies?

The minimal polynomial is the unique monic polynomial of smallest degree. Any other annihilating polynomial is a multiple of it.

Q: Does Cayley-Hamilton work for infinite matrices?

Not in general. Extensions exist for certain operators (compact, trace-class) but the characteristic polynomial concept changes.

Q: Can two different matrices have the same characteristic polynomial?

Yes! Similar matrices share the same characteristic polynomial, but non-similar matrices can also have identical χA\chi_A. The Jordan form provides more fine-grained distinction.

Historical Notes

Arthur Cayley (1821-1895): British mathematician who first stated the theorem for 2×2 and 3×3 matrices in 1858, verifying it by direct computation. He wrote: "I have not thought it necessary to undertake the labor of a formal proof of the theorem in the general case of a matrix of any degree."

William Rowan Hamilton (1805-1865): Irish mathematician who proved a version for quaternions in 1853. Quaternions can be represented as certain 2×2 complex matrices.

Ferdinand Frobenius (1849-1917): German mathematician who gave the first rigorous general proof in 1878.

Modern significance: The theorem is fundamental to matrix theory, control theory, signal processing, and computational linear algebra.

Exam Preparation

What You Should Know

  • • Statement of Cayley-Hamilton
  • • How to verify for small matrices
  • • Using it to find A^-1
  • • Reducing high powers of A
  • • Connection to minimal polynomial

Common Exam Questions

  • • Verify Cayley-Hamilton for given matrix
  • • Find A^-1 using Cayley-Hamilton
  • • Express A^k as lower-degree polynomial
  • • True/False on theorem properties
  • • Minimal vs characteristic polynomial

Memorization Aids

The Theorem

"A matrix satisfies its own characteristic equation"

Inverse Formula

"Solve χ(A)=0 for I, divide by A"

Power Reduction

"Aⁿ expressed using Aⁿ⁻¹, ..., I only"

Minimal Polynomial

"Smallest degree, divides char poly"

Learning Path

Previous

6.4 Jordan Form

Current

6.5 Cayley-Hamilton

Next

7.1 Inner Products

What's Next?

With Cayley-Hamilton mastered, you've completed the Eigenvalues chapter! Next up:

  • Inner Product Spaces: Add geometric structure—lengths, angles, orthogonality
  • Orthonormal Bases: Gram-Schmidt and the power of perpendicularity
  • Spectral Theorem: Symmetric/Hermitian matrices are orthogonally diagonalizable
  • SVD: The singular value decomposition—works for ANY matrix

Module Summary

The Cayley-Hamilton theorem states that every square matrix satisfies its own characteristic polynomial. This elegant result has powerful applications for computing matrix inverses, reducing high powers, and connecting to the minimal polynomial.

13+

Theorems

15+

Examples

8

Quiz Questions

8

FAQs

Key Takeaways

  • Cayley-Hamilton: pA(A)=0p_A(A) = 0 — every matrix satisfies its char poly
  • Applications: computing A1A^{-1}, reducing high powers AnA^n
  • Minimal poly divides characteristic poly and has same roots
  • Matrix functions: eAe^A, sin(A)\sin(A) can be reduced to polynomials

Common Mistakes

Thinking pA(x)=0p_A(x) = 0 gives eigenvalues → this gives characteristic equation

Confusing minimal with characteristic polynomial — minimal has smallest degree

Substituting scalar operations directly — matrix multiplication is not commutative

Related Topics

Characteristic Polynomial
Minimal Polynomial
Matrix Inverse
Jordan Form
Diagonalization
Matrix Functions
Eigenvalues
Matrix Exponential
Cayley-Hamilton Practice
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Cayley-Hamilton states that χA(A)=\chi_A(A) =
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For 2×2 matrix with χA(λ)=λ25λ+6\chi_A(\lambda) = \lambda^2 - 5\lambda + 6:
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Cayley-Hamilton can be used to find:
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The minimal polynomial:
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For AM3(R)A \in M_3(\mathbb{R}), A3A^3 can be written as:
Medium
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If χA(λ)=λ2+1\chi_A(\lambda) = \lambda^2 + 1 and AA is real:
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The degree of minimal polynomial is:
Medium
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For diagonal matrix DD, the minimal polynomial:
Hard
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Frequently Asked Questions

What does Cayley-Hamilton actually say?

Every square matrix A satisfies its characteristic polynomial: if χ_A(λ) = det(λI - A), then χ_A(A) = 0 (the zero matrix, not the number zero).

How do I use it to find A^{-1}?

If χ_A(λ) = λⁿ + c₁λⁿ⁻¹ + ... + cₙ, then Aⁿ + c₁Aⁿ⁻¹ + ... + cₙI = 0. Rearrange and multiply by A^{-1} to get A^{-1} = -(Aⁿ⁻¹ + c₁Aⁿ⁻² + ... + cₙ₋₁I)/cₙ.

What's the minimal polynomial?

The monic polynomial m(λ) of smallest degree such that m(A) = 0. It always divides the characteristic polynomial. A is diagonalizable iff minimal poly has no repeated roots.

Why can't I just plug A into det(A - λI)?

det(A - λI) is a polynomial in the scalar λ. We substitute the matrix A for λ, interpreting constants as multiples of I. The result is a matrix, not a scalar.

How is this related to Jordan form?

Cayley-Hamilton can be proven using Jordan form: each Jordan block satisfies (J - λI)^k = 0 for appropriate k, and the full Jordan matrix satisfies the char poly.

Can I use this for infinite-dimensional operators?

Not directly—Cayley-Hamilton is for finite-dimensional spaces. Extensions exist for certain classes of operators in functional analysis.

Why is it called Cayley-Hamilton?

Named after Arthur Cayley (who stated it for 2×2 and 3×3 matrices in 1858) and William Rowan Hamilton (who proved a version for quaternions).

What if the characteristic polynomial has complex roots?

The theorem holds regardless—χ_A(A) = 0 even if eigenvalues are complex. The computation uses matrix arithmetic, not finding roots.