Linear Algebra 2021

CHAPTER TWO

CHARACTERISTIC EQUATION

2.1. POLYNOMIALS OF MATRICES

Consider a polynomial ( ) over a field K. And is

any square matrix, then we define

( )

Where I is the identity matrix. In particular, we say that A is a root of ( ) if ( ) , the

zero matrix.

Example 1:

1. Let 0 1. Find ( ) where:

a. ( )
b. ( )
Solution:
a. ( ) 0 10 1 0 1 0 1

0 1 0 1 0 1

0 1 0 1 0 1

0 1

0 1

b. ( ) 0 10 1 0 1 0 1

0 1 0 1 0 1

0 1

Thus A is a zero of ( )

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2. Let 0 1. Find ( ) where: i. ( )

ii. ( )

2.2. EIGEN VALUES AND EIGEN VECTURES

Matrix Eigen value problems concern on the solution of vector equations

Where A is a given square matrix, X is unknown vector, and is unknown scalar.

Clearly, is a solution of equation( ) giving but this has no application, thus we

want to find solution vectors of equation (1) called Eigenvectors (characteristic vectors) of
A.

How to find an Eigen value of .

( )

( ) (Cramer’s rule) this means is not invertible.

Note:

1. If is invertible, det( )

Definition 1: The characteristic polynomial of a square matrix A is ( )

2: The equation ( ) is called characteristic equation.

To compute Eigen values and Eigen vectors:

Step1: Solve the characteristic equation ( ) and get the

Eigenvalues

Step2: for each Eigen values solve the homogenous system ( ) and get the Eigen

vectors ( ) with as Eigen value.

Theorem 1: (Cayley-Hamilton)

Every square matrix A is a root of its characteristic polynomial.

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Note: (characteristic polynomials of degree 2 and 3)

There are simple formulas for the characteristic polynomials of matrices of order two and three.

1. Suppose 0 1. Then

( ) ( ) ( ) ( ) ( )
Here tr(A) denotes the trace of A, that is , the sum of the diagonal elements of A.

2. Suppose [ ]. Then

( ) ( ) ( ) ( )
Here

Example 2:

Find the characteristic polynomial, characteristic equation, Eigen values and Eigen vectors for
the following matrices.

1. A . / 2). ( )

Solution

1.
a. Characteristic polynomial is| | ( )( )

( )( )

b. Characteristic equation: ( )( )
c. The Eigen values are
d. The Eigen vector of A is given by
i. The Eigen vector of A corresponding to
( )

( )

. /. / . /

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, let

Thus . / . / . / * +.

Therefore . / * + is the Eigen vector corresponding to

ii. Similarly the Eigen vector corresponding to is . / * +

2. Characteristic polynomial | |

( )( )

The Characteristic equation is ( )( )

Thus, the Eigen values are and . Hence

i. The Eigen vector corresponding to is

( )

( )( ) ( )

Solving the system we get ( ) ( ) * +

Therefore ( ) * + is the Eigen vector corresponding to

ii. Similarly the Eigen vector corresponding to is ( ) * +

iii. The Eigen vector corresponding to ( )

Remark:

1) The sum of the eigenvalues of a matrix equal to its trace.

2) The product of the eigenvalues of a matrix equals its determinants.

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2.3. SIMILARITY OF MATRICES AND CHARACTERISTIC POLYNOMIAL

Definition 2: Let A and B be two matrices over a field K. we say B is similar to A,

denoted by , if there exist an invertible matrix P such that

Remark:

i. The only matrix similar to is itself.

ii. The only matrix similar to the zero matrixes is itself.
iii. Similar matrices have the same characteristic polynomial.
iv. In a square matrix A , the characteristic polynomial of A and are equal.

2.4.DIAGONALIZATION

Definition 3:

An matrix A is diagonalized if there exists a diagonal Matrix D and an invertible

matrix P such that

Note that the equation can also be re-written as

The last equation means that D consists of eigenvalues for A (on the diagonal) and that P consist
of Eigen vectors for A (as columns)
Theorem 2: An n-square matrix A is similar to a diagonal matrix D if and only if A has
linearly independent eigenvectors. In this case, the diagonal elements of D are the
corresponding eigenvalues and , where P is the matrix whose columns are the
eigenvectors

Example 3:

1. Let . / . Then
a) Find all eigenvalues and corresponding eigenvectors.
b) Find matrices P and D such that P is nonsingular and is diagonal.

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Solution:

a)
First find the characteristic polynomial of A
( ) ( ) ( )
( ) , This is the characteristic polynomial of matrix A.
The characteristic equation of A is given by

The eigenvalue of A

( )( )
are eigenvalues of A

The eigenvector of A
i) The Eigen vector of A corresponding to
( )

( )

. /. / . /

, let

Therefore . / * + is the Eigen vector corresponding to

ii) Similarly the Eigen vector corresponding to is . / * +

b) . / and ( ). /. / . /

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2. Let . / . Then
c) Find all eigenvalues and corresponding eigenvectors.
d) Find matrices P and D such that P is nonsingular and is diagonal.

2.5.DECOPOSABLE MATRICES
2.5.1. Block Matrices

Let A be a matrix over a field k. portion A in to parts by means of system of horizontal and
vertical lines such a matrix are called block matrix of the matrix A.

Example 4: Let [ ] [ ] , Where 0 1 , -

2.6.MINIMAL POLYNOMIAL AND CAYLEY-HAMILTON THEOREM

Let A be any square matrix. Let J(A) denote the collection of all polynomials ( ) for which A is
a root, that is , for which ( ) . The set J(A) is not empty, since the Cayley-Hamilton
theorem tells us that the characteristic polynomial ( ) of belongs to J(A). Let ( ) denote
the monic polynomial of lowest degree in J(A)( such a polynomial exists and unique). We call
( ) the minimal polynomial of the matrix A.
Example 5:

1. Find the characteristic polynomial and minimal polynomial of each of the following
matrices

a) [ ]

b) [ ]

Solution:

a). First find the characteristic polynomial of A

( ) ( ) ( )
The minimal polynomial ( ) must divide ( ). Also, each irreducible factor of ( ) , that
is , must also be a factor of ( ). Thus ( ) is exactly one of the
following:
( ) ( )( ) or ( ) ( ) ( )
By Cayley-Hamilton theorem , we know that ( )
Hence we need only test ( )
We have,
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( ) ( )( ) [ ][ ] [ ]

Thus ( ) ( ) ( )( ) is the minimal polynomial of A.

b). left as an exercise.

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