8.3 Cayley-Hamilton Theorem
Theorem 8.3.1 (Cayley-Hamilton theorem). Every matrix \(A\) is a root of its characteristic polynomial, that is \(X_A(A)=0\).
Proof. It is tempting to “prove” this by substituting \(x=A\) into \(X_A(x)=\det (A-xI)\) to get \(\det (A-A)=0\). That argument is wrong: \(X_A(x)\) is a scalar polynomial, and replacing the scalar \(x\) by a matrix inside a determinant is not a legitimate operation. A genuine proof uses the adjoint.
The entries of \(\text {adj}(A-xI)\) are determinants of \((n-1)\) by \((n-1)\) submatrices of \(A-xI\), hence polynomials in \(x\) of degree at most \(n-1\). Collecting powers of \(x\), we may therefore write \[\text {adj}(A-xI)=B_0+B_1x+B_2x^2+\cdots +B_{n-1}x^{n-1}\] for some constant matrices \(B_0,\dots ,B_{n-1}\).
The identity established in the proof of Theorem 4.2.10 gives \[(A-xI)\,\text {adj}(A-xI)=\det (A-xI)\,I=X_A(x)\,I.\] Write \(X_A(x)=c_0+c_1x+\cdots +c_nx^n\) and expand the left-hand side: \[(A-xI)\sum _{k=0}^{n-1}B_kx^k =\sum _{k=0}^{n-1}AB_kx^k-\sum _{k=0}^{n-1}B_kx^{k+1}.\] Two polynomials in \(x\) with matrix coefficients are equal only if corresponding coefficients agree, so \[AB_0=c_0I,\qquad AB_k-B_{k-1}=c_kI \ \ (1\leq k\leq n-1),\qquad -B_{n-1}=c_nI.\]
Now multiply the \(k\)-th of these on the left by \(A^k\) and add them all: \[AB_0+\sum _{k=1}^{n-1}\left (A^{k+1}B_k-A^kB_{k-1}\right )-A^nB_{n-1} =c_0I+\sum _{k=1}^{n-1}c_kA^k+c_nA^n.\] The left-hand side telescopes — \(AB_0\) cancels against \(-A^1B_0\), then \(A^2B_1\) against \(-A^2B_1\), and so on — leaving \(0\). The right-hand side is exactly \(X_A(A)\). Hence \(X_A(A)=0\). □
Remark. One practical consequence: for an invertible \(A\), the relation \(c_0I+c_1A+\cdots +c_nA^n=0\) can be rearranged to express \(A^{-1}\) as a polynomial in \(A\), since \(c_0=\det A\neq 0\). Powers \(A^k\) with \(k\geq n\) can likewise be reduced to combinations of \(I,A,\dots ,A^{n-1}\).
Example 8.3.2. Verify the Cayley-Halmiton theorem given \(A= \begin {pmatrix} 1&3\\4&5\\ \end {pmatrix} \).
Solution. \begin {align*} X_A(x) &= \begin {vmatrix} 1-x&3\\4&5-x\\ \end {vmatrix}\\\\ &=(1-x)(5-x)-12\\ &=x^2-6x-7 \end {align*}
Now \begin {align*} X_A(A) &=A^2-6A-7I\\ &= \begin {pmatrix} 1&3\\4&5\\ \end {pmatrix} \begin {pmatrix} 1&3\\4&5\\ \end {pmatrix} -6 \begin {pmatrix} 1&3\\4&5\\ \end {pmatrix} -7 \begin {pmatrix} 1&0\\0&1\\ \end {pmatrix}\\\\ &= \begin {pmatrix} 0&0\\0&0\\ \end {pmatrix}\\ \end {align*}
Theorem 8.3.4. The distinct linear factors of the minimum polynomial coincide with those of the characteristic polynomial.
Proof. Both directions amount to showing that the roots of \(M(x)\) are exactly the eigenvalues of \(A\), since by Theorem 8.1.5 the roots of \(X_A(x)\) are the eigenvalues.
Every eigenvalue is a root of \(M\)
Let \(\lambda \) be an eigenvalue with eigenvector \(v\neq 0\). Then \(Av=\lambda v\), and applying \(A\) repeatedly gives \(A^kv=\lambda ^kv\), so for any polynomial \(f\), \[f(A)v=f(\lambda )v.\] Taking \(f=M\) and using \(M(A)=0\) gives \(M(\lambda )v=0\). As \(v\neq 0\), this forces \(M(\lambda )=0\).
Every root of \(M\) is an eigenvalue
Let \(M(\lambda )=0\) and factor \(M(x)=(x-\lambda )g(x)\). Since \(\deg g<\deg M\) and \(M\) has least degree among monic annihilating polynomials, \(g(A)\neq 0\). So there is a vector \(v\) with \(w=g(A)v\neq 0\). Then \[(A-\lambda I)w=(A-\lambda I)g(A)v=M(A)v=0,\] so \(w\) is a non-zero vector with \(Aw=\lambda w\), that is, \(\lambda \) is an eigenvalue.
The two halves together show the roots of \(M\) and of \(X_A\) form the same set, so the distinct linear factors coincide. □
Corollary 8.3.5. If a matrix \(A\in M_n(\mathbb {F})\) has \(n\) distinct eigenvalues then its minimum and characteristic polynomials coincide. More generally, a matrix with \(k\) distinct eigenvalues \(\lambda _1,\dots ,\lambda _k\) is diagonalisable if and only if its minimum polynomial is \[M(x)=(x-\lambda _1)(x-\lambda _2)\cdots (x-\lambda _k),\] that is, if and only if \(M\) has no repeated factor.
Proof. Suppose first that \(A\) has \(n\) distinct eigenvalues. By Theorem 8.3.4 the minimum polynomial has all \(n\) of them as roots, so it is divisible by \((x-\lambda _1)\cdots (x-\lambda _n)\) and therefore has degree at least \(n\). On the other hand \(M\) divides \(X_A\), by Theorem 8.3.1 together with Lemma 8.2.7, so \(\deg M\leq n\). Hence \(\deg M=n\); being monic, of the same degree as \(X_A\), and a divisor of it, \(M=X_A\).
For the general statement, suppose \(A\) is diagonalisable, so it is similar to a diagonal matrix \(D\) carrying the \(\lambda _i\) on its diagonal. By Lemma 8.2.8 similar matrices share a minimum polynomial, so it suffices to compute that of \(D\). For diagonal \(D\), \(f(D)\) is diagonal with entries \(f(\lambda _i)\), so \(f(D)=0\) exactly when \(f\) vanishes at every \(\lambda _i\). The monic polynomial of least degree doing so is \((x-\lambda _1)\cdots (x-\lambda _k)\), which is therefore the minimum polynomial.
Conversely, suppose \(M(x)=(x-\lambda _1)\cdots (x-\lambda _k)\) with the \(\lambda _i\) distinct. For each \(i\) put \(g_i(x)=\prod _{j\neq i}(x-\lambda _j)\). These \(k\) polynomials have no common root, so their greatest common divisor is \(1\) and there are polynomials \(h_i\) with \(\sum _i h_ig_i=1\). Substituting \(A\), \[\sum _{i=1}^{k}h_i(A)g_i(A)=I,\] so every \(v\) decomposes as \(v=\sum _i v_i\) with \(v_i=h_i(A)g_i(A)v\). Each such \(v_i\) satisfies \((A-\lambda _iI)v_i=h_i(A)M(A)v=0\), so it is either \(0\) or an eigenvector for \(\lambda _i\). Hence the eigenvectors span the whole space, and by Theorem 8.2.3(i) \(A\) is diagonalisable. □
- i.
- Find the minimum polynomial of \(A= \begin {pmatrix} 1&1&0&0\\0&1&0&0\\0&0&2&0\\0&0&0&2\\ \end {pmatrix} \)
- ii.
- Is \(A\) diagonalisable?
Solution. \begin {align*} X_A(x) &= \begin {vmatrix} 1-x&1&0&0\\0&1-x&0&0\\0&0&2-x&0\\0&0&0&2-x\\ \end {vmatrix} =(2-x) \begin {vmatrix} 1-x&1&0\\0&1-x&0\\0&0&2-x\\ \end {vmatrix}\\\\ &=(2-x)^x \begin {vmatrix} 1-x&1\\0&1-x\\ \end {vmatrix}\\\\ &=(2-x)^2(1-x)^2\\ \end {align*}
By Theorem 8.3.4, the minimum polynomial is one of
- i.
- \((x-2)(x-1)\)
- ii.
- \((x-2)^2(x-1)\)
- iii.
- \((x-2)(x-1)^2\)
- iv.
- \((x-2)^2(x-1)^2\)
So we start with i \begin {align*} f(A) &=(A-I)(A-2I)\\ &= \begin {pmatrix} 0&1&0&0\\0&0&0&0\\0&0&1&0\\0&0&0&1\\ \end {pmatrix} \begin {pmatrix} -1&1&0\\0&-1&0\\0&0&0\\0&0&0\\ \end {pmatrix}\\\\ &= \begin {pmatrix} 0&-1&0&0\\0&0&0&0\\0&0&0&0\\0&0&0&0\\0&0&0&0\\ \end {pmatrix}\\\\ &\neq 0\\ \end {align*}
ii it fails
Now, we check for iii \begin {align*} f(A) &=(A-I)^2(A-2I)\\ &= \begin {pmatrix} 0&1&0&0\\0&0&0&0\\0&0&1&0\\0&0&0&1\\ \end {pmatrix} \begin {pmatrix} 0&-1&0&0\\0&0&0&0\\0&0&0&0\\0&0&0&0\\ \end {pmatrix}\\\\ &= \begin {pmatrix} 0&0&0&0\\0&0&0&0\\0&0&0&0\\0&0&0&0\\ \end {pmatrix}\\\\ &=0 \end {align*}
So \(M(x)=(x-1)^2(x-2)\). \(\implies \) it is not diagonazable since the minimum and characteristic polynomial do not coincide \(\implies \) \(A\) is not diagonazable.
Example 8.3.7. Is \(A= \begin {pmatrix} 3&2&4\\2&0&2\\4&2&3\\ \end {pmatrix} \) is diagonable?
\begin {align*} X_A(x) &= \begin {vmatrix} 3-x&2&4\\2&-x&2\\4&2&3-x\\ \end {vmatrix}\\\\ &=-(x+1)^2(x-8)=0\\\\ \implies \hspace {0.3cm} &\lambda _1=-1,\hspace {0.3cm}\lambda _2=8. \end {align*}
Thus \(A\) is diagonalisable if and only if \(M(x)=(x+1)(x-8)\).
Now \begin {align*} M(A) &=(A+I)(A-8I)\\\\ &=\begin {pmatrix} 4&2&4\\2&1&2\\4&2&4\\ \end {pmatrix} \begin {pmatrix} -5&2&4\\2&-8&2\\4&2&-5\\ \end {pmatrix} =0 \end {align*}
and so \(A\) is diagonalisable.
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