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Applications of the Cayley-Hamilton Theorem

Cayley-Hamilton Theorem
Free tutorial
Rating: 5.0 out of 5 (1 rating)
222 students
34min of on-demand video
English

Eigenvalues
The Cayley-Hamilton theorem
Find the inverse of an invertible matrix
Find the powers of a square matrix

Requirements

  • Basic linear algebra

Description

In linear algebra, the Cayley–Hamilton theorem states that every square matrix satisfies its own characteristic polynomial.

Suppose A is a given n × n matrix and I is the n × n identity matrix. In that case, the characteristic polynomial of A is defined as

f_A(x) = |xI - A|, the determinant of xI - A, where x is a variable. f_A(x) is a polynomial in x of degree n with the leading coefficient 1. So f_A(x) = x^n + a_{n-1}x^{n-1}+ ... + a_1 x +a_0. and we call f_A(x) the characteristic polynomial of A. Then the Cayley-Hamilton theorem says that f_A(A) = 0, namely, A^n + a_{n-1}A^{n-1} + ... + a_1A + a_0I = 0. We will check this result with an example. In this short course, we will give two applications of this result.

The first application is to find the inverse of an invertible matrix A.  We first note that a_0 = (-1)^n |A|. So A is invertible if and only if a_0 is non-zero, and in this case, A ^{-1} = - 1/a_0 (A^{n-1} + a_{n-1}A ^{n-2} + ... + a_1 I ). We will give an example to illustrate this result.

The second application is to find the powers of the square matrix A. We will assume that A has n distinct eigenvalues. We first give a short discussion of the Vandernonde matrix associated with the n eigenvalues to conclude that it is invertible in the current case, and then reduce the problem to solving a system of linear equations with the coefficient matrix to be the Vandermonde matrix associated with the n eigenvalues. We will also give an example to illustrate the result.


Who this course is for:

  • Those who are interested in algebra

Instructor

University Teacher
Jianjun Chuai
  • 5.0 Instructor Rating
  • 1 Review
  • 225 Students
  • 7 Courses

I am a mathematician with a doctoral degree in Math and over the past twenty years, I have taught more than 15 different math courses for undergraduate students. Some courses uploaded on this site are real class recordings. The titles that I have held so far are Post-doctoral Fellow, Research Scientist, Contract Lecturer, and Assistant Professor.

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