MA5158 ENGINEERING MATHEMATICS I
UNIT I - MATRICES
Section 3. Cayley-Hamilton theorem
Faculty
Department of Mathematics
Anna University, Chennai
Strictly for University Departments only 1
Section 3. Cayley-Hamilton theorem
Contents
Cayley-Hamilton Theorem
I Verification of Cayley-Hamilton theorem
Applications
I Finding the inverse of a matrix
I Finding the polynomial expressions in A
Examples
Practice Problems and MCQs
Strictly for University Departments only 2
Cayley-Hamilton Theorem
Cayley-Hamilton Theorem: Every square matrix satisfies its
own characteristic equation.
(i.e.) if the characteristic equation for the nth order square matrix A is
|A − λI| = (−1)n λn + k1 λn−1 + ..... + kn−1 λ + kn = 0 then
(−1)n An + k1 An−1 + ..... + kn−1 A + kn In = 0n×n .
Applications: 1. This method is used for the computation of the
inverse of large matrices.
Note that kn = product of the eigen values of A = |A|. Hence A−1 exists
iff kn is not equal to zero. Suppose |A| = kn 6= 0.
Strictly for University Departments only 3
By pre-multiplying the above equation by A−1 and re-arranging the
equation we get
1
A−1 = − ((−1)n An−1 + k1 An−2 + ..... + kn−1 In ).
kn
This method will be useful for finding the inverses of very large matrices
using a computer.
2. Given a polynomial P (A) in A of degree greater than or equal to
n, using division algorithm we can write
P (A) = Quotient((−1)n An + k1 An−1 + ..... + kn−1 A + kn In ) + Remainder.
By Cayley-Hamilton theorem
(−1)n An + k1 An−1 + ..... + kn−1 A + kn In = 0. Therefore
P (A) = Remainder, which is a polynomial in A of degree atmost (n − 1).
This makes the computation of P (A) very simple.
Strictly for University Departments only 4
Examples
Example
1: Verify
Cayley Hamilton theorem for the matrix
2 5
A= and hence find A−1 .
1 −3
Solution:
The characteristic equation of A is |A − λI| = 0
2−λ 5
=0
1 −3 − λ
λ2 − (sum of the diagonal elements)λ + |A| = 0
λ2 − (2 − 3)λ + (−11) = 0
λ2 + λ − 11 = 0
2 2 5 2 5 9 −5
Now A = =
1 −3 1 −3 −1 14
Strictly for University Departments only 5
9 −5 2 5 11 0 0 0
A2 + A − 11I = + − = .
−1 14 1 −3 0 11 0 0
Therefore the matrix A satisfies its own characteristic equation.
Hence Cayley Hamilton Theorem is verified for the matrix A.
To find A−1 ,
we have A2 + A − 11I = 0
Pre-multiplying both sides by A−1 we get,
A + I − 11A−1 = 0
1 1 2 5 1 0
A−1 = (A + I) = +
11 11 1 −3 0 1
1 3 5
A−1 =
11 1 −2
Strictly for University Departments only 6
1 0 3
Example 2: Verify Cayley-Hamilton theorem for A = 2 1 −1
1 −1 1
and hence find A−1 and A4 .
Solution:
The characteristic equation of A is |A − λI| = 0
1−λ 0 3
2 1 − λ −1 =0
1 −1 1 − λ
λ3 − (sum of the diagonal elements of A)λ2 +
(sum of the minors of the diagonal elements)λ − |A| = 0
λ3 − (1 + 1 + 1)λ2 + (0 − 2 + 1)λ − |A| = 0.
λ3 − 3λ2 − λ + 9 = 0 as |A| = −9.
Now,
1 0 3 1 0 3 4 −3 6
A2 = 2 1 −1 2 1 −1 = 3 2 4
1 −1 1 1 −1 1 0 −2 5
Strictly for University Departments only 7
4 −3 6 1 0 3 4 −9 21
A3 =A2 A= 3 2 4 2 1 −1 = 11 −2 11
0 −2 5 1 −1 1 1 −7 7
4 −9 21 12 −9 18
A3 − 3A2 − A + 9I= 11 −2 11 − 9 6 12
1 −7 7 0 −6 15
1 0 3 9 0 0
- 2 1 −1
+ 0 9 0
1 −1 1 0 0 9
0 0 0
= 0 0 0
0 0 0
Therefore the matrix A satisfies its own characteristic
equation.
Strictly for University Departments only 8
To find A−1 . We have
A3 − 3A2 − A + 9I = 0 (1)
Pre-multiplying both sides by A−1 we get,
A2 − 3A − I + 9A−1 = 0
1
A−1 = (−A2 + 3A + I)
9
−4 3 −6 3 0 9 1 0 0
1
= −3 −2 −4 + 6 3 −3 + 0 1 0
9
0 2 −5 3 −3 3 0 0 1
0 3 3
−1 1
Therefore A = 3 2 −7 .
9
3 −1 −1
Strictly for University Departments only 9
To find A4 .
Rearranging equation (1) we get,
A3 = 3A2 + A − 9I
A4 = 3A3 + A2 − 9A
4 −9 21 4 −3 6 9 0 27
A4 = 3 11 −2 11 + 3 2 4 − 18 9 −9
1 −7 7 0 −2 5 9 −9 9
12 + 4 − 9 −27 − 3 63 + 6 − 27
= 33 + 3 − 18 −6 + 2 − 9 33 + 4 + 9
3−9 −21 − 2 + 9 21 + 5 − 9
7 −30 42
=⇒ A4 = 18 −13 46
−6 −14 17
Strictly for University Departments only 10
Example
3: Using Cayley-Hamilton
theorem determine A−1 , A−2 , A−3 if
4 6 6
A= 1 3 2 .
−1 −4 −3
Solution:
The characteristic equation of A is |A − λI| = 0
4−λ 6 6
1 3−λ 2 =0
−1 −4 −3 − λ
λ3 − (sum of the diagonal elements of A)λ2 +
(sum of the minors of the diagonal elements)λ − |A| = 0
λ3 − (4 + 3 − 3)λ2 + (−1 − 6 + 6)λ − (−4) = 0
or λ3 − 4λ2 − λ + 4 = 0
By Cayley Hamilton theorem A satisfies A3 − 4A2 − A + 4I = 0
Strictly for University Departments only 11
1
=⇒ A−1 = −A2 + 4A + I
4
Now,
4 6 6 4 6 6 16 18 18
2
A = 1 3 2 1 3 2 = 5 7 6
−1 −4 −3 −1 −4 −3 −5 −6 −5
16 18 18 4 6 6 1 0 0
1
A−1 = − 5 7 6 + 4 1 3 2 + 0 1 0
4
−5 −6 −5 −1 −4 −3 0 0 1
1 6 6
1
= −1 6 2
4
1 −10 −6
Pre-multiplying by A−1 on both sides,
−2 −1 −1 −1 1 2
A =A A =A (−A + 4A + I)
4
1
−A + 4I + A−1
=
4
Strictly for University Departments only 12
1 −9 −9
4 2 2
−5 5 −3
1
= 4 2 2
4
5 3 11
4 2 2
Similarly, pre-multiplying by A−1 on both sides,
−3 −1 −2 −1 1 −1
A =A A =A (−A + 4I + A )
4
1
−I + 4A−1 + A−2
=
4
1 78 78
1
= −21 90 26 .
64
21 −154 −90
Strictly for University Departments only 13
Example
4: Verify
Cayley Hamilton theorem for the matrix
1 4
A= and hence find A−1 . Also find the matrix represented by
3 2
A5 − 3A4 − 7A3 − 9A2 − 20A − 10I.
Solution:
The characteristic equation of A is |A − λI| = 0
1−λ 4
=0
3 2−λ
(1 − λ)(2 − λ) − 12 = 0
λ2 − 3λ − 10 = 0
Now,
2 1 4 1 4 13 12
A = =
3 2 3 2 9 16
Strictly for University Departments only 14
1 4 3 12
3A=3 =
3 2 9 6
13 12 3 12 10 0
A2 − 3A − 10I= − −
9 16 9 6 0 10
0 0
=
0 0
Therefore the matrix A satisfies its own characteristic equation.
Hence Cayley Hamilton Theorem is verified for the matrix A.
To find A−1 ,we have A2 − 3A − 10I = 0
Pre-multiplying both sides by A−1 we get,
A − 3I − 10A−1 = 0
1 1 1 4 1 0
A−1 = (A − 3I) = −3
10 10 3 2 0 1
1 −2 4
A−1 =
10 3 −1
Strictly for University Departments only 15
Now we divide the polynomial A5 − 3A4 − 7A3 − 9A2 − 20A − 10I by
A2 − 3A − 10I
Rough work: Instead of A write x and we divide
x5 − 3x4 − 7x3 − 9x2 − 20x − 10 by x2 − 3x − 10.
x3 + 3x
2 5 4 3 2
x − 3x − 10 x − 3x − 7x − 9x − 20x − 10
− x5 + 3x4 + 10x3
3x3 − 9x2 − 20x
− 3x3 + 9x2 + 30x
10x
Therefore we have,
x5 − 3x4 − 7x3 − 9x2 − 20x − 10 = Quotient(x2 − 3x − 10) + Remainder.
x5 − 3x4 − 7x3 − 9x2 − 20x − 10 = (x3 + 3x)(x2 − 3x − 10) + 10x − 10.
Strictly for University Departments only 16
Replace x by the matrix A. Note that the constant term −10 in the
polynomial should be replaced by the matrix −10I. Now we go back
to the solution of the problem.
We obtain
A5 − 3A4 − 7A3 − 9A2 − 20A − 10I = (A3 + 3A)(A2 − 3A − 10I)+
(10A − 10I)
= 10A − 10I (as A2 − 3A − 10I = 0.)
1 4 1 0
= 10 − 10
3 2 0 1
0 40
= .
30 10
Strictly for University Departments only 17
Example 5: By using Cayley Hamilton Theorem, express
B = A8 − 11A7 − 4A6 + A5 + A4 − 11A3 −3A2 + 2A + I as a quadratic
1 2 3
polynomial in A and also find B where A = 2 4 5 .
3 5 6
Solution:
The characteristic equation of A is |A − λI| = 0
1−λ 2 3
2 4−λ 5 =0
3 5 6−λ
(1 − λ)[(4 − λ)(6 − λ) − 25] − 2[2(6 − λ) − 15]
+3[10 − 3(4 − λ)] = 0
=⇒ λ3 − 11λ2 − 4λ + 1 = 0
Strictly for University Departments only 18
We know that by Cayley Hamilton theorem every square matrix satisfies its
own characteristic equation.
Hence A3 − 11A2 − 4A + I = 0
To find B: Divide B by A3 − 11A2 − 4A + I. Then write B as
B = Quotient(A3 − 11A2 − 4A + I) + Remainder
Therefore, B = A8 − 11A7 − 4A6 + A5 + A4 − 11A3 − 3A2 + 2A + I
= (A5 + A)(A3 − 11A2 − 4A + I) + A2 + A + I
= (A5 + A)(0) + A2 + A + I
= A2 + A + I
1 2 3 1 2 3 1 2 3 1 0 0
B = 2 4 5 2 4 5 + 2 4 5 + 0 1 0
3 5 6 3 5 6 3 5 6 0 0 1
Strictly for University Departments only 19
14 25 31 1 2 3 1 0 0
B = 25 45 56 + 2 4 5 + 0 1 0
31 56 70 3 5 6 0 0 1
16 27 34
= 27 50 61 .
34 61 77
Remark: Here A is a square matrix of order 3. Note that using division
algorithm, any polynomial B in A can be reduced to a polynomial of
degree less than or equal to 2.
In general, if A is a square matrix of order n, then any polynomial in A, in
particular higher powers of A, are in fact equal to a polynomial in A of
degree less than or equal to (n − 1).
Hence using Cayley Hamilton theorem computations are made simpler.
Strictly for University Departments only 20
Practice Problems
1 1 3
1. Find the characteristic equation of the matrix A = 1 3 −3
−2 −4 −4
and hence find its inverse.
2 1 1
2. Find the characteristic equation of the matrix A = 0 1 0 and
1 1 2
−1
hence compute A . Also find the matrix represented by
A8 − 5A7 + 7A6 − 3A5 + A4 − 5A3 + 8A2 − 2A + I.
Strictly for University Departments only 21
Multiple Choice Questions
1. I. Any set of vectors which includes the zero vector is linearly
independent.
II. Every square matrix does not satisfy its own characteristic equation.
(a) Both I and II are true
(b) Only I true
(c) Only II true
(d) Both I and II are false
4 3 2 2 3
2. The value of A − 4A − 5A − A + 2I when A = is
3 2
0 1 1 0
(a) −3 (b)−3
1 0 0 1
0 −1 −1 0
(c) −3 (d) −3
1 0 0 −1
Strictly for University Departments only 22
Answers to MCQs
1. (d)
2. (c)
Strictly for University Departments only 23