<< Chapter < Page Chapter >> Page >
The Cayley-Hamilton Theorm. In vivid color.

The Cayley-Hamilton Theorem states that every matrix satisfies its own characteristic polynomial. Given the followingdefinition of the characteristic polynomial of A ,

x A I A
this theorem says that x A A 0 . Looking at an expanded form of this definition, let us say that x A n n - 1 n 1 1 0

Cayley-Hamilton tells us that we can insert the matrix A in place of the eigenvalue variable and that the result of this sum will be 0 : A n n - 1 A n 1 1 A 0 I 0 One important conclusion to be drawn from this theorem is the fact that a matrix taken to a certain power can always be expressed in terms of sums of lower powers of that matrix.

A n - n - 1 A n 1 1 A 0 I

Take the following matrix and its characteristic polynomial. A 2 1 1 1 x A 2 3 1 Plugging A into the characteristic polynomial, we can find an expression for A 2 in terms of A and the identity matrix: A 2 3 A I 0

Equation of characteristic polynomial

A 2 3 A I

To compute A 2 , we could actually perform the matrix multiplication, as below: A 2 2 1 1 1 2 1 1 1 5 3 3 2 Or taking equation of characteristic polynomial to heart, we can compute (with fewer operations) by scaling the elements of A by 3 and then subtracting 1 from the elements on the diagonal. A 2 6 3 3 3 I 5 3 3 2

Got questions? Get instant answers now!

Get Jobilize Job Search Mobile App in your pocket Now!

Get it on Google Play Download on the App Store Now




Source:  OpenStax, State space systems. OpenStax CNX. Jan 22, 2004 Download for free at http://cnx.org/content/col10143/1.3
Google Play and the Google Play logo are trademarks of Google Inc.

Notification Switch

Would you like to follow the 'State space systems' conversation and receive update notifications?

Ask