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Cayley-Hamilton Theorem Verification

This document is a lesson on the Cayley-Hamilton theorem from a course on matrices and vector analysis. It introduces the Cayley-Hamilton theorem, which states that every square matrix satisfies its own characteristic equation. An example is then shown to verify the theorem. A 3x3 matrix A is given, its characteristic equation is found to be λ3 − λ2 − 18λ − 30 = 0. It is then shown that applying A3 − A2 − 18A − 30I to a test vector results in the zero vector, verifying that the matrix A satisfies its own characteristic equation as the Cayley-Hamilton theorem states.

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

Cayley-Hamilton Theorem Verification

This document is a lesson on the Cayley-Hamilton theorem from a course on matrices and vector analysis. It introduces the Cayley-Hamilton theorem, which states that every square matrix satisfies its own characteristic equation. An example is then shown to verify the theorem. A 3x3 matrix A is given, its characteristic equation is found to be λ3 − λ2 − 18λ − 30 = 0. It is then shown that applying A3 − A2 − 18A − 30I to a test vector results in the zero vector, verifying that the matrix A satisfies its own characteristic equation as the Cayley-Hamilton theorem states.

Uploaded by

Anowar Anu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MATH 2161: Matrices and

Vector Analysis

Md. Kawsar Ahmed Asif


Lecturer in Mathematics
Department of General Education
Canadian University of Bangladesh
Former Lecturer, World University of Bangladesh

Lesson 06 01
Lecture Outline

Cayley-Hamilton Theorem

Verification of Cayley-Hamilton’s Theorem

MATH 2161 Md. Kawsar Ahmed Asif Lesson 06 02


Cayley-Hamilton Theorem
Cayley-Hamilton’s Theorem is a fundamental theorem in Linear Algebra. The theorem states
that every square matrix satisfies its own characteristic equation. In other words, if 𝐴 is an
𝑛 × 𝑛 matrix with characteristic polynomial 𝑝 𝜆 , then 𝑝 𝐴 = 0, where 𝑝 𝐴 denotes the
evaluation of the polynomial 𝑝 at the matrix 𝐴.
That is, if 𝐴 is an 𝑛 × 𝑛 matrix whose characteristic equation is

𝜆𝑛 + 𝑐1 𝜆𝑛−1 + 𝑐2 𝜆𝑛−2 + ⋯ + 𝑐𝑛−1 𝜆 + 𝑐𝑛 = 0


then
𝐴𝑛 + 𝑐1 𝐴𝑛−1 + 𝑐2 𝐴𝑛−2 + ⋯ + 𝑐𝑛−1 𝐴 + 𝑐𝑛 𝐼 = 0

where, 𝐼 is the 𝑛-th order identity or unit matrix and 0 is the 𝑛-th order zero or null matrix.
G2K: This theorem is named after two brilliant mathematicians, Arthur Cayley and William
Hamilton, who made significant contributions to the field of linear algebra.

MATH 2161 Md. Kawsar Ahmed Asif Lesson 06 03


Verification of Cayley-Hamilton’s Theorem
1 2 3
Example. Find the characteristic equation of the matrix 𝐴 = 2 −1 4 and verify the
3 1 1
Cayley-Hamilton theorem for the matrix 𝐴.

Solution: The characteristic matrix of 𝐴 is


1 2 3 1 0 0
𝐴 − 𝜆𝐼 = 2 −1 4 − 𝜆 0 1 0
3 1 1 0 0 1

1 2 3 𝜆 0 0
= 2 −1 4 − 0 𝜆 0
3 1 1 0 0 𝜆
1−𝜆 2 3
= 2 −1 − 𝜆 4
3 1 1−𝜆
MATH 2161 Md. Kawsar Ahmed Asif Lesson 06 04
Verification of Cayley-Hamilton’s Theorem
The determinant of the matrix 𝐴 − 𝜆𝐼; that is 𝐴 − 𝜆𝐼 (characteristic polynomial) is
1−𝜆 2 3
𝐴 − 𝜆𝐼 = 2 −1 − 𝜆 4
3 1 1−𝜆
= 1−𝜆 −1 − 𝜆 1 − 𝜆 − 4 − 2 2 1 − 𝜆 − 12 + 3 2 − 3 −1 − 𝜆

= 1 − 𝜆 − 1 + 𝜆 1 − 𝜆 − 4 − 2 2 − 2𝜆 − 12 + 3 2 + 3 1 + 𝜆

= 1 − 𝜆 − 1 − 𝜆2 − 4 − 2 −2𝜆 − 10 + 3(2 + 3 + 3𝜆)

= 1 − 𝜆 𝜆2 − 5 + 2 2𝜆 + 10 + 3 3𝜆 + 5

= 𝜆2 − 5 − 𝜆3 + 5𝜆 + 4𝜆 + 20 + 9𝜆 + 15

= −𝜆3 + 𝜆2 + 18𝜆 + 30

MATH 2161 Md. Kawsar Ahmed Asif Lesson 06 05


Verification of Cayley-Hamilton’s Theorem
Therefore, the characteristic equation of 𝐴 is
𝐴 − 𝜆𝐼 = 0 ⇒ −𝜆3 + 𝜆2 + 18𝜆 + 30 = 0 ∴ 𝜆3 − 𝜆2 − 18𝜆 − 30 = 0

To verify Cayley-Hamilton theorem, we have to show that


𝐴3 − 𝐴2 − 18𝐴 − 30𝐼 = 0
1 2 3
Now, 𝐴 = 2 −1 4
3 1 1
1 2 3 1 2 3 14 3 14
𝐴2 = 𝐴 ∙ 𝐴 = 2 −1 4 2 −1 4 = 12 9 6
3 1 1 3 1 1 8 6 14

1 2 3 14 3 14 62 39 68
𝐴3 = 𝐴 ∙ 𝐴2 = 2 −1 4 12 9 6 = 48 21 78
3 1 1 8 6 14 62 24 62
MATH 2161 Md. Kawsar Ahmed Asif Lesson 06 06
Verification of Cayley-Hamilton’s Theorem
Therefore, 𝐴3 − 𝐴2 − 18𝐴 − 30𝐼
62 39 68 14 3 14 1 2 3 1 0 0
= 48 21 78 − 12 9 6 − 18 2 −1 4 − 30 0 1 0
62 24 62 8 6 14 3 1 1 0 0 1
62 39 68 14 3 14 18 36 54 30 0 0
= 48 21 78 − 12 9 6 − 36 −18 72 − 0 30 0
62 24 62 8 6 14 54 18 18 0 0 30
62 − 14 − 18 − 30 39 − 30 − 36 − 0 68 − 14 − 54 − 0 0 0 0
= 48 − 12 − 36 − 0 21 − 9 + 18 − 30 78 − 6 − 72 − 0 = 0 0 0
62 − 8 − 54 − 0 24 − 6 − 18 − 0 62 − 14 − 18 − 30 0 0 0

That is, 𝐴3 − 𝐴2 − 18𝐴 − 30𝐼 = 0

Hence the Cayley-Hamilton theorem is verified.

MATH 2161 Md. Kawsar Ahmed Asif Lesson 06 07


Next Lecture

 Applications of Cayley-Hamilton’s Theorem

 Determination of Inverse Matrix by C-H Theorem

MATH 2161 Md. Kawsar Ahmed Asif Lesson 06 08

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