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Cayley-Hamilton Theorem: Appendix I
Cayley-Hamilton Theorem: Appendix I
Cayley-Hamilton theorem
I.1
(I.1)
When the determinant is fully expanded and terms in the same power of are
collected, one obtains
() =
n
j j
(I.2)
j=0
1
A=5
13
Then
2
7
17
1
A 1 = 5
13
3
11 .
19
2
7
17
3
11 ,
19
(I.3)
(I.4)
and
() = det [A 1] = 24 + 77 + 272 3 .
(I.5)
It will become clear at the end of Section I.3 why a matrix of integers provides
an especially appropriate example.
1
(I.6)
n
j Aj
(I.7)
j=0
n1
trace [A]A
n1
+ (1) A .
(I.8)
I.2
Elementary proof
(I.9)
(I.10)
and is a diagonal matrix, the elements of which are the eigenvalues of A (Volume 1, Eq. (9.217)). Because this proof requires that the eigenvalues of A must
belong to the same number eld F to which the matrix elements of A belong, F
must be algebraically closed, meaning that the roots of every polynomial equation with coecients in F must belong to F. For the purposes of this proof, it
is convenient to assume that F = C, the eld of complex numbers.
Because we have assumed that the eigenvectors span the entire vector space
Cn , the matrix V is non-singular. Therefore the inverse matrix V1 exists. Multiplying both sides of Eq. (I.9) from the right with V1 results in the equation
A = VV1 .
(I.11)
Now
Ak = Vk V1 ,
(I.12)
(1 )
..
= V
.
= V
0
..
1
V
(n )
(I.13)
V1
= V0V1
= 0,
since each eigenvalue k is a root of the characteristic equation () = 0. This
establishes Eq. (I.6) for the case in which A is diagonalizable.
I.3
General proof
The general proof assumes only scalars that belong to a number eld F, and
n n square matrices. A matrix of scalars is one in which every element
is a scalar that belongs to F. A -matrix B() is a matrix, the elements of
which are polynomials over F in an unknown . A -matrix is equal to the zero
matrix, 0, if and only if every matrix element is equal to the zero polynomial.
If, in each matrix element of a -matrix, one collects terms in powers of ,
the resulting -matrix is equal to a sum of matrices of scalars, Bj , each one
multiplied by a power of :
B() =
l
j=0
j Bj
(I.14)
54
B() = 48
6
2 + 13
2 20 20
17 + 9
13
1
26
20 4 + 5
9
3
13
2
20
17
3 + 1
11 + 4 .
2
8 3
3
1
11 + 2 0
8
0
0
1
0
(I.15)
0
0 . (I.16)
1
It happens that B() is the matrix of cofactors of the matrix A 1 in Eq. (I.4),
and that B0 is the matrix of cofactors of A; more of this later.
To prepare for the proof of the Cayley-Hamilton theorem, it is useful to show
that, if a -matrix of the form
C() = B()(A 1)
(I.17)
is equal to a matrix of scalars, then C() = 0. To see this, expand the right-hand
side using Eq. (I.14):
C() =
l
j Bj (A 1)
j=0
= l+1 Bl +
l
(I.18)
j (Bj A Bj1 ) + B0 A.
j=1
Because C() is equal to a matrix of scalars, the matrix coecient of the leading
term, Bl , must vanish, along with each of the matrix coecients in the terms
j = l, l 1, . . . , 1. But Bl = 0 and Bl A Bl1 = 0 imply that Bl1 = 0.
Continuing the chain of equalities downward in j, one sees that Bj = 0 for
j = l, l 1, . . . , 0. It follows that C() = 0.
Let B() be the matrix of cofactors of the nn matrix A1. Each element
of the cofactor matrix B() is obtained from the matrix elements of A 1
by evaluating the determinant of a sub-matrix of A 1, and is therefore a
polynomial of degree n 1 or lower. Therefore B() is a -matrix as dened
above:
B() =
n1
j Bj .
(I.19)
j=0
(I.20)
We now evaluate (A) and show that it is equal to the zero matrix. For
every j (2 : n),
n
j Aj j 1
j=0
n
j Aj1 + Aj2 + + j2 A + j1 1 (A 1)
j=2
+ 1 (A 1)
= G()(A 1)
(I.22)
where G() is a -matrix. Then
(A) = ()1 G()(A 1).
(I.23)
Eq. (I.20) provides another expression for ()1. Substituting in Eq. (I.23), one
obtains
(A) = B() G() (A 1).
(I.24)
But (A) is a matrix of scalars, and this equation is of the form of Eq. (I.17).
Therefore
(A) = 0.
(I.25)
After a little study, one realizes that this proof makes no use of division by
a scalar. In fact, the Cayley-Hamilton remains true if the number eld F is
replaced by a commutative ring R, such as the ring of integers, Z. In this case,
the underlying vector space is replaced by an R-module (Volume 1, p. 207).
For example, if R = Z, then an underlying space of n 1 column vectors
with elements in a eld F is replaced by a space whose elements are vectors of
integers. The only allowable matrices that act on an R-module are matrices
whose elements belong to R, as in Eq. (I.3), or are polynomials over R, as in
Eq. (I.4). Determinants can still be dened. Each element of the matrix of
cofactors is a determinant of a matrix of integers, and therefore is an integer,
as in Eq. (I.15). The Laplace expansion of a determinant, Eq. (I.20), is still
valid. Since every step of the proof remains valid for R-modules, the conclusion,
Eq. (I.25), is also valid when the elements of A belong to a commutative ring
R. The goal of Exercise I.3.2 is to verify the Cayley-Hamilton theorem for the
matrix of integers dened in Eq. (I.3).
n
j Aj1
(I.26)
j=1
(I.27)
I.3.5 Identify every step in the proof of the Cayley-Hamilton theorem presented in
Section I.2 that is not valid when the number eld F is replaced by a commutative
ring R, and explain why the step is invalid.
I.4
Bibliography