Cayley-Hamilton Theorem
Given
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| (1) |
|
|
| (2) |
then
| (3) |
where
is the identity matrix. Cayley verified this identity for
and 3 and postulated that it was true for all
. For
, direct verification gives
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| (4) |
|
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| (5) |
|
|
| (6) |
|
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| (7) |
|
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| (8) |
|
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| (9) |
|
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| (10) |
|
|
| (11) |
so
| (12) |
The Cayley-Hamilton theorem states that an
matrix
is annihilated by its characteristic polynomial
, which is monic of degree
.