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Calyley Hamilton Theoram. Eigen Notes

The Cayley-Hamilton theorem states that every square matrix satisfies its own characteristic equation. The characteristic equation is found by calculating the determinant of (A - λI), where A is the matrix and λI is the identity matrix. This results in a polynomial equation where the coefficients relate to the sums and determinants of the matrix elements. For a 2x2 matrix, the characteristic equation is λ2 - S1λ + S2 = 0, and for a 3x3 matrix it is λ3 - S1λ2 + S2λ - S3 = 0. The Cayley-Hamilton theorem can be used to find powers of a matrix or its inverse.

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0% found this document useful (0 votes)
213 views8 pages

Calyley Hamilton Theoram. Eigen Notes

The Cayley-Hamilton theorem states that every square matrix satisfies its own characteristic equation. The characteristic equation is found by calculating the determinant of (A - λI), where A is the matrix and λI is the identity matrix. This results in a polynomial equation where the coefficients relate to the sums and determinants of the matrix elements. For a 2x2 matrix, the characteristic equation is λ2 - S1λ + S2 = 0, and for a 3x3 matrix it is λ3 - S1λ2 + S2λ - S3 = 0. The Cayley-Hamilton theorem can be used to find powers of a matrix or its inverse.

Uploaded by

Priyanka P
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Cayley Hamilton Theorem:

Statement: Every square matrix satisfies its own characteristic equation


Uses of Cayley-Hamilton theorem:
(1) To calculate the positive integral powers of A
(2) To calculate the inverse of a square matrix A
CHARACTERISTIC EQUATION:
The equation |𝐴 − 𝜆𝐼| = 0 is called the characteristic equation of the matrix A.
CHARACTERISTIC POLYNOMIAL:
The determinant |𝐴 − 𝜆𝐼| when expanded will give a polynomial, which we call as characteristic polynomial
of matrix A.
Working rule to find characteristic equation:
For a 3 x 3 matrix:
i. The characteristic equation is |𝐴 − 𝜆𝐼| = 0
ii. Its characteristic equation can be written as 𝜆3 − 𝑆1𝜆2 + 𝑆2𝜆 − 𝑆3 = 0 where
𝑆1 = 𝑠𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑚𝑎𝑖𝑛 𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠,
𝑆2 = 𝑆𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑚𝑖𝑛𝑜𝑟𝑠 𝑜𝑓 𝑡ℎ𝑒 𝑚𝑎𝑖𝑛 𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠,
𝑆3 = 𝐷𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛𝑡𝑜𝑓𝐴 = |𝐴|
For a 2 x 2 matrix:
i. The characteristic equation is |𝐴 − 𝜆𝐼| = 0
ii. Its characteristic equation can be written as 𝜆2 − 𝑆1𝜆 + 𝑆2 = 0 where
𝑆1 = 𝑠𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑚𝑎𝑖𝑛 𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠,
𝑆2 = 𝐷𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛𝑡 𝑜𝑓𝐴 = |𝐴|

Find the characteristic equation of the matrix [ 10 22]


Its characteristic equation is 𝜆2 − 𝑆1𝜆 + 𝑆2 = 0

where 𝑆1 = 𝑠𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑚𝑎𝑖𝑛𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 = 1 + 2 = 3,


𝑆2 = 𝐷𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛𝑡𝑜𝑓𝐴 = |𝐴| = 1(2) – 2(0) = 2
Therefore, the characteristic equation is 𝜆2 − 3𝜆 + 2 = 0.

[ ]
8 −6 2
Find the characteristic equation of −6 7 −4
2 −4 3

Its characteristic equation is 𝜆3 − 𝑆1𝜆2 + 𝑆2𝜆 − 𝑆3 = 0, where

𝑆1 = 𝑠𝑢𝑚𝑜𝑓𝑡ℎ𝑒 𝑚𝑎𝑖𝑛 𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 = 8 + 7 + 3 = 18,

𝑆2 = 𝑆𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑚𝑖𝑛𝑜𝑟𝑠 𝑜𝑓 𝑡ℎ𝑒 𝑚𝑎𝑖𝑛 𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 = [−47 −43 ]+ [ 82 32]+ [−68 −67 ]
5 +20 + 20 = 45, 𝑆3 = 𝐷𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛𝑡𝑜𝑓𝐴 = |𝐴| = 8(5)+6(-10)+2(10) = 40 -60 + 20 = 0
Therefore, the characteristic equation is 𝜆 3 − 18𝜆2 + 45𝜆 = 0.

Example 1: Show that the matrix [ 12 −21 ] satisfies its own characteristic equation
The characteristic equation of A is 𝜆2 − 𝑆 𝜆 + 𝑆 = 0 where
𝑆1 = 𝑆𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑚𝑎𝑖𝑛 𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 = 1 + 1 = 2

𝑆2 = │𝐴│ = 1 − (−4) = 5

The characteristic equation is 𝜆2 − 2𝜆 + 5 = 0.

To prove 𝐴2 − 2𝐴 + 5𝐼 = 0

𝐴2 =[ 12 −21 ][12 −21 ]=[−34 −4


−3 ]

2A= 2 [ 12 −21 ] = [ 24 −42 ] =


𝐴2 − 2𝐴 + 5𝐼 = [ - ][
−3 −4 2 −4
4 −3 4 2
+
5 0
0 5 ] [ ]
= 0.

Therefore, the given matrix satisfies its own characteristic equation.

Example 2:

[ ]
2 −1 2
Verify Cayley-Hamilton theorem, find A and 4 A-1
when A = −1 2 −1
1 −1 2

The characteristic equation of A is 𝜆3 − 𝑆1𝜆2 + 𝑆2𝜆 − 𝑆3 = 0 where

𝑆1 = 𝑆𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑚𝑎𝑖𝑛 𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 = 2 + 2 + 2 = 6

𝑆2 = 𝑆𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑚𝑖𝑛𝑖𝑟𝑠 𝑜𝑓 𝑡ℎ𝑒 𝑚𝑎𝑖𝑛 𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 = 3 + 2 + 3 = 8

𝑆3 = │𝐴│ = 2(4 − 1) + 1(−2 + 1) + 2(1 − 2) = 2(3) − 1 − 2 = 3

Therefore, the characteristic equation is 𝜆3 − 6𝜆2 + 8𝜆 − 3 = 0

To prove that: 𝐴3 − 6𝐴2 + 8𝐴 − 3𝐼 = 0------------(1)

[ ][ ][ ]
2 −1 2 2 −1 2 7 −6 9
𝐴2 = −1 2 −1 * −1 2 −1 = −5 6 −6
1 −1 2 1 −1 2 5 −5 7
[ ][ ][ ]
7 −6 9 2 −1 2 29 −28 38
𝐴3= −5 6 −6 −1 2 −1 = −22 23 −28
5 −5 7 1 −1 2 22 −22 29

𝐴3 − 6𝐴2 + 8𝐴 -3I

[ ][ ][ ][ ]
29 −28 38 42 −36 54 16 −8 16 3 0 0
= −22 23 −28 − −30 36 −36 + −8 16 −18 − 0 3 0
22 −22 29 30 −30 42 8 −8 16 0 0 3

[ ]
0 0 0
= 0 0 0 =0.
0 0 0

To find A4
(1) ⇒ 𝐴3 − 6𝐴2 + 8𝐴 − 3𝐼 = 0 ⇒ 𝐴3 = 6𝐴2 − 8𝐴 + 3𝐼 ------------- (2)

Multiply by A on both sides, 𝐴4 = 6𝐴3 − 8𝐴2 + 3𝐴 = 6(6𝐴2 − 8𝐴 + 3𝐼) − 8𝐴2 + 3𝐴

Therefore, 𝐴4 = 36𝐴2 − 48𝐴 + 18𝐼 − 8𝐴2 + 3𝐴 = 28𝐴2 − 45𝐴 + 18𝐼

[ ] [ ] [ ]
7 −6 9 2 −1 2 1 0 0
= 28 −5 6 −6 - 45 −1 2 −1 +18 0 1 0
5 −5 7 1 −1 2 0 0 1

[ ]
124 −123 162
= −95 96 −1 23
95 −95 1 2 4

To find 𝐴−1∶

Multiplying (1) by 𝐴−1, 𝐴2 − 6𝐴 + 8𝐼 − 3𝐴−1 = 0

⇒ 3𝐴−1 = 𝐴2 − 6𝐴 + 8𝐼

[ ][ ][ ]
7 −6 9 2 −1 2 1 0 0
= −5 6 −6 - 6 −1 2 −1 +8 0 1 0
5 −5 7 1 −1 2 0 0 1

[ ]
3 0 −3
𝐴 = 1/3 1 2 0 .
−1

−1 1 3

Notes on Polynomial Equation:


The equations formed with variables, exponents and coefficients are called as polynomial equations. It can
have different exponents, where the higher one is called the degree of the equation. We can solve
polynomials by factoring them in terms of degree and variables present in the equation.
A polynomial function is an expression which consists of a single independent variable, where the variable
can occur in the equation more than one time with different degree of the exponent.
Monomial Equation: one variable term,also called a linear equation. ax + b = 0
Binomial Equations: only two variable terms and is followed by one variable. form of the quadratic
equation. ax2 + bx + c = 0
Trinomial Equations:
An equation which has only three variable terms and is followed by two variable and one variable -a cubic
equation which has a degree of three ax3 + bx2 + cx + d = 0
Eigen Values and Eigen Vectors:
Consider the linear transformation,
Ax = λx
λ– Scalar
A-Square matrix of order n
λ -eigenvalue can be termed as characteristic value, characteristic root, proper values or latent roots here
x, a non-zero vector, is called as eigenvector if it satisfies the given below expression;
Ax = λx
x is an eigenvector of A corresponding to eigenvalue, λ.
It can written as ,
|A- λI| x= 0.
Steps:
1. Find the characteristic equation |𝐴 − 𝜆𝐼| = 0
2. Solve the characteristic equation to get characteristic roots. They are called eigen values
3. To find the eigen vectors, solve [𝐴 − 𝜆𝐼]𝑋 = 0 for different values of 𝜆
Notes:
 If a square matrix A is non-symmetric, then A ≠ 𝐴𝑇.
In a non-symmetric matrix, if the eigen values are non-repeated then we get a linearly independent set of
eigen vectors.
 If a square matrix A is symmetric, then A = 𝐴𝑇
In a symmetric matrix, if the eigen values are non-repeated, then we get a linearly independent and pair wise
orthogonal set of eigen vectors.

Example 1: Find the eigen values and eigen vectors of the matrix [ 13 −11 ]
characteristic equation:
A is 𝜆2 − 𝑆1𝜆 + 𝑆2 = 0 where

𝑆1 = 𝑠𝑢𝑚𝑜𝑓𝑡ℎ𝑒𝑚𝑎𝑖𝑛𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 = 1 − 1 = 0,
𝑆2 = 𝐷𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛𝑡𝑜𝑓𝐴 = |𝐴| = 1(-1) – 1(3) = - 4
Therefore, the characteristic equation is is 𝜆2 − 4 = 0 i.e., 𝜆2 = 4 or 𝜆 = ±2
Therefore, the eigen values are 2, -2. [A is non symmetric and non-repeated eigen values].
To find the eigen vectors:
[𝐴 − 𝜆𝐼] 𝑋 = 0

[ ] [ ][ ] [ ]
1 1
3 −1
-𝜆
1 0 x1
0 1 x2
=
0
0

[ 1−λ3 −1−1 λ][ xx ]=[ 00]


1

If 𝜆=2,

[ 1−2
3
1 x1 0
=
−1−2 x 2 0 ][ ] [ ]
−𝑥1 + 𝑥2 = 0 ⇒ 𝑥1 − 𝑥2 = 0

3𝑥1 − 3𝑥2 = 0 ⇒ 𝑥1 − 𝑥2 = 0

𝑥1 − 𝑥2 = 0
x1 x 2
⇒ 𝑥1 = 𝑥2 i.e.,we get only one equation ⇒ =
1 1

X1= [ 11]
If 𝜆=-2,

[ 1−(−2)
3
1 x1 0
=
−1−(−2) x 2 0 ][ ] [ ]
[ 33 11] [ xx ]=[ 00]
1

3𝑥1 + 𝑥2 = 0---1

3𝑥1 + 𝑥2 = 0---2

i.e.,we get only one equation


3𝑥1 +𝑥2 = 0 ⇒ 3𝑥1 =- 𝑥2

x 1 −x 2
⇒ =
1 3

X2= [−31 ]
[ ]
2 2 1
Example 2: Find the eigen values and eigen vectors of 1 3 1
1 2 2

its characteristic equation can be written as 𝜆3 − 𝑆1𝜆2 + 𝑆2𝜆 − 𝑆3 = 0 where

𝑆1 = 𝑠𝑢𝑚𝑜𝑓𝑡ℎ𝑒 𝑚𝑎𝑖𝑛 𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 = 2 + 3 + 2 = 7,


3 1 2 1 2 2
𝑆2 = 𝑆𝑢𝑚𝑜𝑓𝑡ℎ𝑒 𝑚𝑖𝑛𝑜𝑟𝑠 𝑜𝑓 𝑡ℎ𝑒 𝑚𝑎𝑖𝑛 𝑑𝑖𝑎𝑔𝑜𝑛𝑎𝑙 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 =| |+| |+| | = 4 + 3 + 4 =11
2 2 1 2 1 3
𝑆3 = 𝐷𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛𝑡𝑜𝑓𝐴 = |𝐴| = 2(4)-2(1) +1(-1) = 5
Therefore, the characteristic equation of A is 𝜆3 − 7𝜆2 + 11𝜆 − 5 = 0

(𝜆 − 1)(𝜆2 − 6𝜆 + 5) = 0 ⇒ 𝜆 = 1,

6 ± √(−6) −4 (1)(5) 6 ± √16 6 ± 4 6+ 4 6−4


2
𝜆¿ = = = = =5,1
2(1) 2(1) 2(1) 2(1) 2(1)

Therefore, the eigen values are 1, 1, and 5

To find eigen vectors:


[𝐴 − 𝜆𝐼]𝑋 = 0

[ ][ ] [ ]
2−λ 2 1 x1 0
1 3−λ 1 x1 = 0
1 2 2−λ x 1 0
If 𝜆=5,

[ ][ ] [ ]
2−5 2 1 x1 0
1 3−5 1 x1 = 0
1 2 2−5 x 1 0

[ ][ ] [ ]
−3 2 1 x1 0
1 −2 1 x 1 = 0
1 2 −3 x 1 0

⇒ −3𝑥1 + 2𝑥2 + 𝑥3 = 0 --------- (1)

𝑥1 − 2𝑥2 + 𝑥3 = 0 ------------- (2)

𝑥1 + 2𝑥2 − 3𝑥3 = 0 ------------ (3)

Considering equations (1) and (2) and using method of cross-multiplication, we get,

𝑥1𝑥2𝑥3

2 1 -3 2

-2 1 1 -2
x1 x 2 x 3 x4
= = =
4 4 4 4
x1 x 2 x 3 x4
= = =
1 1 1 1

[]
1
X1= 1
1

If 𝜆=1,

[ ][ ] [ ]
2−λ 2 1 x1 0
1 3−λ 1 x1 = 0
1 2 2−λ x 1 0

[ ][ ] [ ]
2−1 2 1 x1 0
1 3−1 1 x1 = 0
1 2 2−1 x 1 0

[ ][ ] [ ]
1 2 1 x1 0
1 2 1 x1 = 0
1 2 1 x1 0

𝑥1 + 2𝑥2 + 𝑥3 = 0

𝑥1 + 2𝑥2 + 𝑥3 = 0

𝑥1 + 2𝑥2 + 𝑥3 = 0

All the three equations are one and the same. Therefore, 𝑥1 + 2𝑥2 + 𝑥3 = 0

Put 𝑥1 = 0 ⇒ 2𝑥2 + 𝑥3 = 0 ⇒ 2𝑥2 = −𝑥3 . 𝑇𝑎𝑘𝑖𝑛𝑔𝑥3 = 2 , 𝑥2 = −1

[]
0
X2= −1
2

Put 𝑥2 = 0 ⇒ 𝑥1 + 𝑥3 = 0 ⇒ 𝑥3 = −𝑥1. 𝑇𝑎𝑘𝑖𝑛𝑔𝑥1 = 1, 𝑥3 = −1

[]
1
X3= 0
−1

Example 3: Find the sum and product of the eigen values of the matrix
Solution: Sum of the eigen values = Sum of the main diagonal elements = -3

Product of the eigen values = │A│ = -1 (1 – 1) -1(-1 – 1) + 1(1- (-1)) = 2 + 2 = 4


6 −2 2
Example 4: Product of two eigen values of the matrix A =−2 3 −1 is 16. Find the third eigen
2 −1 3
value
Solution: Let the eigen values of the matrix be 𝜆1, 𝜆2, 𝜆3.

Given 𝜆1𝜆2 = 16

We know that 𝜆1𝜆2𝜆3 = │𝐴│(Since product of the eigen values is equal to the determinant of the
matrix)

| |
6 −2 2
𝜆1𝜆2𝜆3= −2 3 −1 =6(9-1)+2(-6+2)_2(2-6) =48-8-8=32
2 −1 3
𝜆1𝜆2𝜆3= 32
16 𝜆3 =32
𝜆3 =2

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