Cayley-Hamilton Theorem — Definition, Formula & Examples
The Cayley-Hamilton Theorem states that every square matrix satisfies its own characteristic polynomial. In other words, if you compute the characteristic polynomial of a matrix and then substitute the matrix itself into that polynomial, the result is the zero matrix.
Let be an matrix over a field , and let be its characteristic polynomial. Then , where is the zero matrix. That is, , with the constant term interpreted as .
Key Formula
Where:
- = An n × n square matrix
- = The characteristic polynomial det(λI − A)
- = Coefficients of the characteristic polynomial
- = The n × n identity matrix
- = The n × n zero matrix
How It Works
To apply the theorem, first find the characteristic polynomial . Then replace every occurrence of with and every constant with . The theorem guarantees the resulting matrix expression equals the zero matrix. This identity is often used to express in terms of lower powers of , or to reduce high powers of to combinations of .
Worked Example
Problem: Verify the Cayley-Hamilton Theorem for A = [[1, 2], [3, 4]].
Find the characteristic polynomial: Compute det(λI − A).
Substitute the matrix into p: Replace λ² with A², λ with A, and the constant with −2I.
Compute A²: Multiply A by itself.
Evaluate p(A): Combine the matrices.
Answer: p(A) equals the zero matrix, confirming the Cayley-Hamilton Theorem.
Why It Matters
The Cayley-Hamilton Theorem lets you express the inverse of a matrix as a polynomial in that matrix, which is the basis for computational methods in control theory and differential equations. It also shows that every matrix power and beyond can be written as a linear combination of , simplifying calculations involving matrix exponentials.
Common Mistakes
Mistake: Substituting the matrix entries directly into det(λI − A) instead of replacing λ with the matrix A.
Correction: The theorem requires you to substitute the entire matrix A for the scalar λ, replacing each λ^k with the matrix power A^k and each constant c with cI.
