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Linear Algebra Chap. I

The document discusses linear algebra concepts including eigenvalues, eigenvectors, characteristic polynomials, and similarity of matrices. It defines key terms, provides examples to illustrate concepts, and gives properties and theorems related to eigenvalues and eigenvectors. Exercises with solutions are provided to help explain the material.

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0% found this document useful (0 votes)
50 views

Linear Algebra Chap. I

The document discusses linear algebra concepts including eigenvalues, eigenvectors, characteristic polynomials, and similarity of matrices. It defines key terms, provides examples to illustrate concepts, and gives properties and theorems related to eigenvalues and eigenvectors. Exercises with solutions are provided to help explain the material.

Uploaded by

tasheebedane
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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LINEAR ALGEBRA II

Chapter one
Characteristic Equation

by shimelis Ayele 1
1.1. Eigen values and Eigen
vectors

by shimelis Ayele 2
Cont…
1 2 1 5 1
we have 𝐴𝑣 = = =5 = 𝜆𝑣 so 5 is an eigenvalue
4 3 2 10 2
1
of 𝐴 and is an eigenvector of 𝐴 corresponding to the eigenvalue
2
5
Definition1.1.2: Let 𝐴 be an 𝑛 × 𝑛 matrix. The set of all eigenvalues
of 𝐴 is called the spectrum of 𝐴.
Theorem 1.1.1: Let 𝐴 be an 𝑛 × 𝑛 matrix. A Number 𝜆 is an Eigen
value of 𝐴 if and only if 𝑑𝑒𝑡 𝐴 − 𝜆𝐼 = 0, where 𝐼 denotes the 𝑛 × 𝑛
identity matrix.

by shimelis Ayele 3
Properties of Eigen Values
i. The sum of the eigen values of a matrix is the sum of the elements of
the principal diagonal.
ii. The product of the eigen values of a matrix A is equal to its
determinant.
iii. If 𝜆 is an eigen value of a matrix A, then 1Τ𝜆 is the eigen value of A-
1.

iv. If 𝜆 is an eigen value of an orthogonal matrix, then 1Τ𝜆 is also its


eigen value.
v. The eigen values of a triangular matrix are precisely the entries of
diagonal entries.

by shimelis Ayele 4
Cont…

vi. If 𝜆1 , 𝜆2 ,…, 𝜆𝑛 are the eigenvalues of A, then


a. 𝑘𝜆1 , 𝑘𝜆2 ,…, 𝑘𝜆𝑛 are the eigenvalues of the matrix kA, where k is a
non – zero scalar.
1 1 1
b. , … are the eigenvalues of the inverse matrix 𝐴−1 .
𝜆1 𝜆2 𝜆𝑛

𝑝 𝑝 𝑝
c. 𝜆1 , 𝜆2 …𝜆𝑛 are the eigenvalues of 𝐴𝑃 , where 𝑝 is any positive
integer.

by shimelis Ayele 5
1.2 Characteristic polynomial

• Definition 1.2.1:Polynomial of degree 𝑛 in 𝑥 is an expression of the form


𝑎𝑛 𝑥 𝑛 + 𝑎𝑛−1 𝑥 𝑛−1 + ⋯ + 𝑎1 𝑥 + 𝑎0 , where 𝑎0 , 𝑎1, …𝑎𝑛 ∈ 𝐹 𝑎𝑛𝑑 𝑎𝑛 ≠ 0
, 𝑛 𝑖𝑠 𝑛𝑜𝑛 𝑛𝑒𝑔𝑎𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟.

• We can write 𝑝 𝑥 = 𝑎𝑛 𝑥 𝑛 + 𝑎𝑛−1 𝑥 𝑛−1 + ⋯ + 𝑎1 𝑥 + 𝑎0 , if we replace x


every where by a given number 𝜆 and we obtain 𝑝 𝜆 = 𝑎𝑛 𝜆𝑛 +
𝑎𝑛−1 𝜆𝑛−1 + ⋯ + 𝑎1 𝜆 + 𝑎0

• Definition 1.2.2: Let 𝑝 𝑥 be a polynomial in x. A number 𝜆 is called a


root of 𝑝 𝑥 if 𝑝 𝜆 = 0.

by shimelis Ayele 6
Cont.…

• Definition 1.2.3: Let 𝐴 = 𝑎𝑖𝑗 be an 𝑛 × 𝑛 matrix. Then the


polynomial

𝑎11 − 𝜆 𝑎12 ⋯ 𝑎1𝑛


𝑎21 𝑎22 − 𝜆 ⋯ 𝑎21
𝑑𝑒𝑡 𝐴 − 𝜆𝐼 = 𝑑𝑒𝑡 is called the
⋮ ⋮ ⋱ ⋮
𝑎𝑛1 𝑎𝑛2 … 𝑎𝑛𝑛 − 𝜆
characteristic polynomial of 𝐴.
• Denoted as 𝐶𝐴 𝑥 , the leading coefficient is −1 𝑛 𝑎𝑛𝑑 the constant
term is 𝑑𝑒𝑡𝐴.

by shimelis Ayele 7
Cont…
• The equation 𝑑𝑒𝑡 𝐴 − 𝜆𝐼 = 0 or equivalently 𝑑𝑒𝑡 𝜆𝐼 − 𝐴 = 0 is
called characteristic equation of 𝐴.

• Definition 1.2.4: If an eigenvalue 𝜆 occur k times as a root of the


characteristic polynomial 𝐶𝐴 𝑥 , then k is called the multiplicity of the
eigenvalue .
3 −1 −1
• Example 1: Let 𝐴 = −12 0 5 then,
4 −2 −1

by shimelis Ayele 8
Cont.
i. Find characteristic polynomial and characteristic equation of A.
ii. Eigenvalues and eigenvectors of A.
iii. Eigen values of 𝐴−1
iv. Eigen values of 𝐴10
v. Eigen values of 10A.
Solution:
Characteristic polynomial is
3 −1 −1 1 0 0
𝑑𝑒𝑡 𝐴 − 𝜆𝐼 = −12 0 5 −𝜆 0 1 0
4 −2 −1 0 0 1

by shimelis Ayele 9
Cont.
3 − 𝜆 −1 −1
= −12 −𝜆 5
4 −2 −1 − 𝜆
= 3 − 𝜆 𝜆2 + 𝜆 + 10 + 1 12𝜆 + 12 − 20 − 1 24 + 4𝜆
characteristic polynomial is −𝜆3 + 2𝜆2 + 𝜆 − 2 and characteristic
equation of A is −𝜆3 + 2𝜆2 + 𝜆 − 2 = 0
ii. To find Eigenvalues of A we have to find root of
−𝜆3 + 2𝜆2 + 𝜆 − 2 = 0
⟹− 𝜆+1 𝜆−1 𝜆−2 =0
𝜆= -1 or 𝜆= 1 or 𝜆=2
by shimelis Ayele 10
Cont.
So the eigenvalues are -1,1 and 2 .
To find eigenvector corresponding to eigenvalues
write 𝐴𝑣 = 𝜆𝑣
⟹ 𝐴 − 𝜆𝐼 𝑣 = 0 that is

3 − 𝜆 −1 −1 𝑥1 0
⟹ −12 −𝜆 5 𝑥2 = 0
4 −2 −1 − 𝜆 𝑥3 0
Then we can solve for 𝑥1 , 𝑥2 and 𝑥3 by appropriate method.
Let 𝜆= -1 ,then we have

by shimelis Ayele 11
Cont.

4 −1 −1 𝑥1 0
−12 1 5 𝑥2 = 0
4 −2 0 𝑥3 0
Solve by using Gaussian elimination .
Since the constant matrix is zero matrix, reduce the coefficient matrix to row
echelon form
𝑅2 +3𝑅1
4 −1 −1 𝑅3 −𝑅1
4 −1 −1 𝑅3 −1ൗ2 𝑅2 4 −1 −1
−12 1 5 0 −2 2 0 −2 2 .
4 −2 0 0 −1 1 0 0 0

by shimelis Ayele 12
Cont.
4 −1 −1 𝑥1 0
0 −2 2 𝑥2 = 0
0 0 0 𝑥3 0
Thus the linear system becomes
4𝑥1 − 𝑥2 − 𝑥3 = 0
−2𝑥2 + 2𝑥3 = 0
1
⇒ 𝑥2 = 𝑥3 , 𝑥1 = 𝑥3
2
 Let 𝑥3 = 𝑡 𝑡ℎ𝑒𝑛 𝑥2 = 𝑡 𝑎𝑛𝑑 𝑥1 = 1Τ2 𝑡 where t is arbitrary

by shimelis Ayele 13
Cont.
𝑥1 1Τ
2 𝑡 1Τ
2
Thus v = 𝑥2 𝑡 =𝑡 1
𝑥3 𝑡 1

2
So 1 is eigenvector corresponding to eigenvalue 𝜆 = -1
1
3
Similarly, we obtain −1 as an eigenvector corresponding to
7
1
eigenvalue 𝜆=1and −1 as an eigenvector corresponding to eigenvalue 2.
2
by shimelis Ayele 14
Cont.
1
iii. Eigen values of 𝐴 . 1, -1 and are eigenvalues of 𝐴−1 by the
−1
2
property of eigenvalue.
iv. Eigen values of 𝐴10 are -1 , 1 and 210
v. Eigen values of 10A are -10,10 and 20
0 0 −2
Example 2: Let 𝐴 = 1 2 1
1 0 3
Solution:
• The characteristic equation of matrix A is 𝜆3 −5𝜆2 + 8𝜆 − 4 = 0, or,
in factored form 𝜆 − 1 𝜆 − 2 2 = 0
by shimelis Ayele 15
Cont.
• Thus the eigenvalues of A are 𝜆 = 1and 𝜆2,3 = 2, so there
are two eigenvalues of A.
𝑥1
v = 𝑥2 ,is an eigenvector of A corresponding to 𝜆 if and
𝑥3
only v is a nontrivial solution of 𝐴 − 𝜆𝐼 𝑣 = 0

that is, of the form


−𝜆 0 −2 𝑥1 0
1 2−𝜆 1 𝑥2 = 0
1 0 3 − 𝜆 𝑥3 0
by shimelis Ayele 16
cont.
−1 0 −2 𝑥1 0
• If 𝜆 = 1, then 1 1 1 𝑥2 = 0
1 0 2 𝑥3 0
Solving this system using Gaussian elimination yields 𝑥1 =
− 2𝑠, 𝑥2 = 𝑠 , 𝑥3 = 𝑠 (verify)
Thus the eigenvectors corresponding to 𝜆 = 1are the nonzero vectors
of the form
−2𝑠 −2 −2
𝑠 = 𝑠 1 so that 1 is the Eigen vector corresponding to
𝑠 1 1
eigenvalue 1
by shimelis Ayele 17
Cont.
−2 0 −2 𝑥1 0
• If 𝜆 = 2, then it becomes 1 0 1 𝑥2 = 0
1 0 1 𝑥3 0
• Solving this system using Gaussian elimination yields
𝑥1 = −𝑠, 𝑥2 = 𝑡 , 𝑥3 = 𝑠(verify)
• Thus, the eigenvectors of A corresponding to 𝜆 = 2 are the nonzero
vectors of the form
Thus, the eigenvectors of A corresponding to 𝜆 = 2are the nonzero
vectors of the form
𝑥1 −𝑠 −1 0
𝑥2 = 𝑡 = 𝑠 0 + 𝑡 1
𝑥3 𝑠 1 0
by shimelis Ayele 18
Cont…
−1 0
Since 0 and 1 are linearly independent, these vectors form a basis for
1 0
the Eigen space corresponding to 𝜆 = 2.
So the Eigen vectors of A corresponding Eigen values 1and 2 are
−2 −1 0
1 , 0 and 1
1 1 0
Exercise 1:
1. Find eigenvalues and eigenvectors of 1 1 2 3 4
0 1 1 2 1
A= 0 0 2 1 1
0 0 0 3 1
by shimelis Ayele
0 0 0 0 4 19
Cont.
3 −2 2
2. Let A= 4 −4 6 ,then find
2 −3 5
a. Find characteristic polynomial and characteristic equation of A.
b. Eigenvalues and eigenvectors of A.
c. Eigen values of 𝐴−1
d. Eigen values of 𝐴11
30 −20 20
e. Eigen values of 40 −40 60 .
20 −30 50
by shimelis Ayele 20
1.3.Similarity of matrix
Definition1.3.1: If A and B are n xn matrices, then A is similar to B if
there is an invertible matrix P such that P -1AP = B, or, equivalently
A = PBP-1
Changing A into B is called a similarity transformation.
Theorem 1.3.1: If nxn matrices A and B are similar, then they have
the same characteristic polynomial and hence the same eigenvalues
(with the same multiplicities).
Proof:
Suppose A and B are similar matrices of order n.

by shimelis Ayele 21
Cont.
The characteristic polynomial of B is given by
det B − λI
= det P−1AP − λI
= det p−1 𝐴 − λI p
= det(p−1)det A − λI det(p )
= det(p−1 p) det A − λI
= det A − λI
Definition 1.3.2: The set of distinct eigenvalues, denoted by σ(A) , is
called the spectrum of A.
Definition 1.3.3:For square matrices A , the number ρ(A) =
max 𝜆 , λ∈ σ(A)is called the spectral radius of A.
by shimelis Ayele 22
1.4. Diagonalization
• Definition1.4.1: A square matrix A is called diagonalizable if there
exist an invertible matrix P such that 𝑃−1 𝐴𝑃 is a diagonal matrix; the
matrix P is said to diagonalize A.
THEOREM 1.4.1 : If 𝑃1 , 𝑃2 , …, 𝑃𝑘 are Eigen vectors of A
corresponding to distinct eigenvalues
,λ1 , λ2 , …,λk then {P1 , P2 , …, Pk } is a linearly independent set.
• Proof
 Let , 𝑃1 , 𝑃2 , …, 𝑃𝑘 be eigenvectors of A corresponding to distinct
eigenvalues 𝜆1 , 𝜆2 , …,𝜆𝑘 .

by shimelis Ayele 23
Cont.

• We shall assume that, 𝑃1 , 𝑃2, …, 𝑃𝑘 are linearly dependent and


obtain a contradiction. We can then conclude that , P1 , P2 , …, Pk
are linearly independent.
• Since an eigenvector is nonzero by definition, p1 is linearly
independent. Let r be the largest integer such that P1 , P2, …, Pr
is linearly independent. Since we are assuming that P1 , P2, …,
Pk is linearly dependent, r satisfies 1 ≤ r ≤ k .
More over, by definition of r, P1 , P2, …, Pr+1 is linearly
dependent.
by shimelis Ayele 24
Cont.

Thus there are scalars c1 , c2 , …, cr+1 , not all zero, such that
P1 c1 + P2 c2 + …, Pr+1 cr+1 = 0 (4)
Multiplying both sides of 4 by A and using
AP1 =λ1 p1 , AP2 = λ2 P2 … , APn = λr+1 Pr+1
we obtain c1 λ1 p1 + c2 λ2 p2 + … + cr+1 λr+1 pr+1 = 0 … (5)
Multiplying both sides of 4 by λr+1 and subtracting the resulting
equation from 5 yields
c1 (λ1 −λr+1 )p1 + c2 (λ2 −λr+1 )p2 + … + cr (λr − λr+1 )pr = 0

by shimelis Ayele 25
Cont.
• Since P1 , P2 , …, Pr is a linearly independent set, this equation
implies that c1 (λ1 −λr+1 ) + c2 (λ2 −λr+1 ) + … + cr (λr − λr+1 ) =
0and since , λ1 , λ2 , …, λr are distinct by hypothesis, it follows that
• c1 = c2 =…= cr = 0 (6)
Substituting these values in 4 yields
• Pr+1 cn+1 = 0 (7)
Since the eigenvector Pr+1 is nonzero, it follows that cr+1 = 0
Equations 6 and 7 contradict the fact that c1 , c2 , …, cr+1 are not all
zero; this completes the proof

by shimelis Ayele 26
Cont.
Theorem 1.4.2: If A is an n × n matrix, then the following are
equivalent.
a. A is diagonalizable.
b. A has n linearly independent eigenvectors.
• Proof
𝑎 ⇒ 𝑏 Since A is assumed diagonalizable, there is an invertible matrix

𝑝11 𝑝12 ⋯ 𝑝1𝑛


𝑝21 𝑝22 … 𝑝2𝑛
⋮ ⋮ … ⋮
𝑝𝑛1 𝑝𝑛2 … 𝑝𝑛𝑛
such that 𝑃−1 𝐴𝑃 is diagonal, say 𝑃−1 𝐴𝑃 =𝐷 ,
by shimelis Ayele 27
Cont.

𝜆1 0 ⋯ 0
0 𝜆2 … 0
where D =
⋮ ⋮ … ⋮
0 0 … 𝜆𝑛
It follows from the formula 𝑃−1 𝐴𝑃 = 𝐷 that 𝐴𝑃 = 𝑃𝐷 ; that is ,
𝑝11 𝑝12 ⋯ 𝑝1𝑛 𝜆1 0 ⋯ 0
𝑝21 𝑝22 … 𝑝2𝑛 0 𝜆2 … 0
AP = …
⋮ ⋮ ⋮ ⋮ ⋮ … ⋮
𝑝𝑛1 𝑝𝑛2 … 𝑝𝑛𝑛 0 0 … 𝜆𝑛

by shimelis Ayele 28
Cont.

𝜆1 𝑝11 𝜆2 𝑝12 ⋯ 𝜆𝑛 𝑝1𝑛


𝜆1 𝑝21 𝜆2 𝑝22 … 𝜆𝑛 𝑝2𝑛
= … 1
⋮ ⋮ ⋮
𝜆1 𝑝𝑛1 𝜆2 𝑝𝑛2 … 𝜆𝑛 𝑝𝑛𝑛
If we denote the column vectors of P, 𝑏𝑦 𝑃1 ,𝑃2 , …, 𝑃𝑛 , then from 1,
the successive columns of PD are 𝜆1 𝑃1 , 𝜆2 𝑃2 , …, 𝜆𝑛 𝑃𝑛 .
The successive columns of AP are 𝐴𝑃1 , 𝐴𝑃2 , …, 𝐴𝑃𝑛 .
Thus we must have
𝐴𝑃1 = 𝜆1 𝑝1 , 𝐴𝑃2 = 𝜆2 𝑃2 … , 𝐴𝑃𝑛 = 𝜆𝑛 𝑃𝑛 2
by shimelis Ayele 29
Cont.…
• Since P is invertible, its column vectors are all nonzero; thus, it
follows from 2 that 𝜆1 ,𝜆2 , …,𝜆𝑛 are eigenvalues of A, and 𝑃1 , 𝑃2 ,
…, 𝑃𝑛 are corresponding eigenvectors.

Since P is invertible, 𝑃1 , 𝑃2 , …,𝑃𝑛 are linearly independent.


 Thus A has n linearly independent eigenvectors.

𝑏 ⇒ 𝑎 Assume that A has n linearly independent eigenvectors 𝑃1 , 𝑃2 ,


…, 𝑃𝑛 with corresponding eigenvalues , 𝜆1 , 𝜆2 , …,𝜆𝑛

by shimelis Ayele 30
Cont.…

𝑝11 𝑝12 ⋯ 𝑝1𝑛


𝑝21 𝑝22 … 𝑝2𝑛
• Let P = … be the matrix whose column vectors
⋮ ⋮ ⋮
𝑝𝑛1 𝑝𝑛2 … 𝑝𝑛𝑛
are
𝑃1 , 𝑃2 , …, 𝑃𝑛
• The column vectors of the product AP are 𝐴𝑃1 , 𝐴𝑃2 , …, 𝐴𝑃𝑛

But , 𝐴𝑃1 = 𝜆1 𝑝1 , 𝐴𝑃2 = 𝜆2 𝑃2 … , 𝐴𝑃𝑛 = 𝜆𝑛 𝑃𝑛 Why?

by shimelis Ayele 31
Cont.

𝜆1 𝑝11 𝜆2 𝑝12 ⋯ 𝜆𝑛 𝑝1𝑛


𝜆1 𝑝21 𝜆2 𝑝22 … 𝜆2 𝑝2𝑛
AP = …
⋮ ⋮ ⋮
𝜆1 𝑝𝑛1 𝜆2 𝑝𝑛2 … 𝜆2 𝑝𝑛𝑛

𝑝11 𝑝12 ⋯ 𝑝1𝑛 𝜆1 0 ⋯ 0


𝑝21 𝑝22 … 𝑝2𝑛 0 𝜆2 … 0
= … … ⋮ = 𝑃𝐷 3
⋮ ⋮ ⋮ ⋮ ⋮
𝑝𝑛1 𝑝𝑛2 … 𝑝𝑛𝑛 0 0 … 𝜆𝑛

by shimelis Ayele 32
Cont.
• Where D is the diagonal matrix having the eigenvalues, 𝜆1 , 𝜆2 , …,𝜆𝑛
on the main diagonal.
• Since the column vectors of P are linearly independent, P is invertible.
Thus 3 can be rewritten as 𝑃−1 𝐴𝑃 = 𝐷 ; that is, A is diagonalizable
• THEOREM 1.4.3: If an n × n matrix A has n distinct eigenvalues,λ1 ,
λ2 , …,λn then A is diagonalizable
• Proof: If P1 , P2 , …, Pn are eigenvectors corresponding to the distinct
eigenvalues ,λ1 , λ2 , …,λn
then by Theorem , P1 , P2 , …, Pn are linearly independent.
• Thus A is diagonalizable by Theorem .

by shimelis Ayele 33
Procedure to diagonalize a matrix
 Find the linearly independent eigenvectors
 Construct P from eigenvectors
 Construct 𝐷 = 𝑃−1 𝐴𝑃 from eigenvalues
• Example 1: Finding a Matrix P that diagonalize a matrix A

0 0 −2
A= 1 2 1
1 0 3
• Solution
2
• The characteristic equation of A is 𝜆 − 1 𝜆 − 2 = 0 and we found
the following bases for the Eigen spaces:

by shimelis Ayele 34
Cont.

−1 0 −2
• 𝜆 = 2: 𝑝1 = 0 , 𝑝2 = 1 and 𝜆 = 1: 𝑝3 = 1
1 0 1

• There are three basis vectors in total, so the matrix A is diagonalizable


and

−1 0 −2
P= 0 1 1 diagonalize A.
1 0 1

by shimelis Ayele 35
Cont.

Verify that 𝑃−1 𝐴𝑃 =

1 0 2 0 0 −2 1 0 2 2 0 0
1 1 1 1 2 1 1 1 1 = 0 2 1
−1 0 −1 1 0 3 −1 0 −1 0 0 1

• EXAMPLE 2:
1 0 0
• Find a matrix P that diagonalizable 𝐴 = 1 2 0
−3 5 2
by shimelis Ayele 36
Cont.
Solution
• The characteristic polynomial of A is

1−𝜆 0 0
 det 𝐴 − 𝜆𝐼 = 1 2−𝜆 0
−3 5 2−𝜆

= 𝜆−1 𝜆−2 2
Thus the eigenvalues of A are 𝜆1 = 1 and 𝜆2,3 = 2 .

by shimelis Ayele 37
Cont.
• Verify that eigenvalues are corresponding to
−1 0
𝜆1 = 1 𝑖𝑠 𝑝1 = 1 and corresponding to 𝜆2,3 = 2 𝑖𝑠 𝑝2 = 0
−8 1
• Since A is a 3 × 3 matrix and there are only two basis vectors in total,
A is not diagonalizable by theorem.

by shimelis Ayele 38
1.5.Cayley-Hamilton Theorem
Theorem: If CA x is characteristic polynomial of A, then CA x = 0

a11 a12 … a1n


a21 a22 … a2n
• Let A = then characteristic polynomial of A
⋮ ⋮ ⋱ ⋮
an1 an2 … ann

a11 − λ a12 … a1n


a21 a22 − λ … a2n
CA x = det A − λI = det
⋮ ⋮ ⋱ ⋮
an1 an2 … ann − λ

by shimelis Ayele 39
Cont.
The characteristic equation is given by
CA x = xn + an−1 x n−1 + an−2 xn−2 + ⋯ + a1 x1 + a0 = 0
• CA x = An + an−1 An−1 + an−2 An−2 + ⋯ + a1 A1 + Ia0 = 0
• Theorem: Let A be a non singular n × n matrix, and let its
characteristic polynomial be CA x = An + an−1 An−1 + an−2 An−2 +
1
⋯ + a1 A + Ia0 = 0,then A = − (An−1 + an−1 An−2 + ⋯ + Ia1 )
1 −1
a0
• Proof :
• By Cayley-Hamilton theorem An + an−1 An−1 + an−2 An−2 + ⋯ +
a1 A1 + Ia0 = 0
by shimelis Ayele 40
Cont.
• a0 = −1 n detA ≠ 0, Since A is non singular .
• So the above equation can be written as

1 n
I = − (A + an−1 An−1 + an−2 An−2 + ⋯ + a1 A1
a0
1 n−1
= − (A + an−1 An−2 + ⋯ + Ia1 )A
a0

−1 1
A =− (An−1 + an−1 An−2 + ⋯ + Ia1 )
a0

by shimelis Ayele 41
Cont.…

2 −1 1
Example 1:𝐿𝑒𝑡 A = −1 2 −1
1 −1 2
Verify Cayley -Hamilton theorem and compute A−1
• Solution
• The characteristic equation of A is 𝐴 − 𝜆𝐼 = 0
2 − λ −1 1
• −1 2 − λ −1 = 0
1 −1 2−λ

⇒ −(λ3 − 6λ2 + 9λ − 4) = 0
by shimelis Ayele 42
Cont.
To verify Cayley – Hamilton theorem, we have to show that
A3 − 6A2 + 9A − 4I = 0

2 −1 1 2 −1 1 6 −5 5
A2 = −1 2 −1 −1 2 −1 = −5 6 −5
1 −1 2 1 −1 2 5 −5 6

6 −5 5 2 −1 1 22 −21 21
• A3 = A2 A = −5 6 −5 −1 2 −1 = −21 22 −21
5 −5 6 1 −1 2 22 −21 22

by shimelis Ayele 43
Cont.
• Therefore A3 − 6A2 + 9A − 4I
22 −21 21 6 −5 5 2 −1 1
= −21 22 −21 − 6 −5 6 −5 + 9 −1 2 −1 −
22 −21 22 5 −5 6 1 −1 2
1 0 0 0 0 0
4 0 1 0 = 0 0 0
0 0 1 0 0 0
• Now multiplying both side of (1 ) by A−1 yields
• A2 − 6A1 + 9I − 4A−1 = 0
• 4A−1 = (A2 − 6A1 + 9I)
by shimelis Ayele 44
Cont.

6 −5 5 2 −1 1 1 0 0
4𝐴−1 = −5 6 −5 − 6 −1 2 −1 + 9 0 1 0
5 −5 6 1 −1 2 0 0 1

3 1 −1
= 1 3 1
−1 1 3

1 3 1 −1
⟹ 𝐴−1 = 1 3 1
4
−1 1 3
by shimelis Ayele 45
Cont.
1 2 −1
• Example 2: given A = 0 1 −1 find AdjA by using Cayley-
3 −1 1
Hamilton theorem.
• Solution
• The characteristic equation of a matrix A is
1−𝜆 2 −1
• 𝐴 − 𝜆𝐼 = 0 i.e., 0 1−𝜆 −1 = 0
3 −1 1−𝜆
• ⟹ 𝜆3 − 3𝜆2 + 5𝜆 + 3 = 0
• by Cayley-Hamilton theorem 𝐴3 − 3𝐴2 + 5𝐴 + 3𝐼 = 0
• Multiply both side by 𝐴−1 ,we get 𝐴2 − 3𝐴 + 5𝐼 + 3𝐴−1 = 0

by shimelis Ayele 46
Cont.

−1 1
•𝐴 = − 𝐴2 − 3𝐴 + 5𝐼
3
−2 5 −4 3 6 −3 5 0 0
1
•=− −3 2 −2 − 0 3 −3 + 0 5 0
3
6 4 −1 9 −3 3 0 0 5
1 1
0
3 3
−1 −4 1
•𝐴 = 1 3

3
7 1
1 − −
3 3

by shimelis Ayele 47
Cont.

−1 𝑎𝑑𝑗𝐴
• We know that , 𝐴 =
𝐴
1 1
0
3 3
−1 −4 1
• Therefore 𝑎𝑑𝑗𝐴 = 𝐴 𝐴 = −3 1 3

3
7 1
1 − −
3 3

0 −1 −1
= 1 4 1
1 7 1
by shimelis Ayele 48
Cont.
• Another application of Cayley-Hamilton theorem is to compute power
of square matrix 𝐴
2 5
• Example: Let A = and then find A735
1 −2
• Solution
• The characteristic polynomial of A is x 2 − 9. Eigen values are -3,3 .
• Division algorithm applied to the polynomial x 735 , x 2 − 9 will give
equation of the form x735 = (x 2 − 9)q x + a0 + a1 x , (1)
Where a0 + a1 x is remainder obtained by dividing x 735 by x 2 − 9.

by shimelis Ayele 49
Cont.

• Note that the degree of remainder is less than the degree of the
divisor x 2 − 9.
• By Cayley-Hamilton theorem A2 − 9I = 0 .
• Inserting A for x in equation (1), we get
• A735 = a0 + a1 A (2)
• Inserting eigen values 3 and -3 for x successively in equation (1), we
get
• 3735 = a0 + 3a1

by shimelis Ayele 50
Cont.…
735
• −3 = a0 − 3a1

• This gives a0 = 0, a1 = 3734 .

• Then A735 = a0 + a1 A
• gives
• A735 = 3735 A.

by shimelis Ayele 51
1.6.Minimal polynomial
• Definition 1.6.1: The minimal polynomial of a matrix A, denoted by 𝑚𝐴 𝜆
is the unique monic polynomial of least degree such that 𝑚𝐴 𝜆 = 0 .
• Theorem: a scalar 𝜆 is Eigen values of a matrix A if and only if is root of
minimal polynomial.
• proof(exercise)
2 2 −5
• Example: find minimal polynomial 𝑚𝐴 𝜆 of 𝐴 = 3 7 −15
1 2 −4
• Solution
• First find the characteristic polynomial of A.

by shimelis Ayele 52
Exercise 3

1 2 −1
• Let 𝐴 = 0 1 −1 , then
3 −1 1
1. Verify Cayley-Hamilton theorem
2. Find 𝐴−1 and AdjA by using Cayley-Hamilton theorem.

by shimelis Ayele 53
Cont.
p λ = −λ3 + 5λ2 − 7λ + 3 = − λ − 1 2 λ − 3 .
The minimal polynomial must divid𝑒
characteristic polynomial.
• Thus minimal polynomial is exactly one of the following
p λ = λ − 3 λ − 1 2or g λ = λ − 3 λ − 1
1 2 −5 −1 2 −5 0 0 0
g A = A − I A − 3I = 3 6 −15 3 4 −15 = 0 0 0
1 2 −5 1 2 −7 0 0 0

by shimelis Ayele 54
Cont.
Thus 𝑔 𝑡 = (𝜆 − 1)(𝜆 − 3) = 𝜆2 − 4𝜆 + 3 is a minimal polynomial
of A
Exercise 3 : Find minimal polynomial m (λ ) of
3 −2 2
i. 𝐴 = 4 −4 6
2 −3 5

1 0 0 0
i. 𝐵= 0 1 1 0
0 0 1 0
0 0 0 1
by shimelis Ayele 55

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