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MA5158 ENGINEERING MATHEMATICS I

UNIT I - MATRICES
Section 3. Cayley-Hamilton theorem

Faculty
Department of Mathematics
Anna University, Chennai

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Section 3. Cayley-Hamilton theorem

Contents
Cayley-Hamilton Theorem
I Verification of Cayley-Hamilton theorem
Applications
I Finding the inverse of a matrix
I Finding the polynomial expressions in A
Examples
Practice Problems and MCQs

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Cayley-Hamilton Theorem

Cayley-Hamilton Theorem: Every square matrix satisfies its


own characteristic equation.
(i.e.) if the characteristic equation for the nth order square matrix A is
|A − λI| = (−1)n λn + k1 λn−1 + ..... + kn−1 λ + kn = 0 then
(−1)n An + k1 An−1 + ..... + kn−1 A + kn In = 0n×n .
Applications: 1. This method is used for the computation of the
inverse of large matrices.
Note that kn = product of the eigen values of A = |A|. Hence A−1 exists
iff kn is not equal to zero. Suppose |A| = kn 6= 0.

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By pre-multiplying the above equation by A−1 and re-arranging the
equation we get
1
A−1 = − ((−1)n An−1 + k1 An−2 + ..... + kn−1 In ).
kn
This method will be useful for finding the inverses of very large matrices
using a computer.
2. Given a polynomial P (A) in A of degree greater than or equal to
n, using division algorithm we can write
P (A) = Quotient((−1)n An + k1 An−1 + ..... + kn−1 A + kn In ) + Remainder.

By Cayley-Hamilton theorem
(−1)n An + k1 An−1 + ..... + kn−1 A + kn In = 0. Therefore
P (A) = Remainder, which is a polynomial in A of degree atmost (n − 1).
This makes the computation of P (A) very simple.
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Examples
Example
 1: Verify
 Cayley Hamilton theorem for the matrix
2 5
A= and hence find A−1 .
1 −3
Solution:
The characteristic equation of A is |A − λI| = 0

2−λ 5
=0
1 −3 − λ

λ2 − (sum of the diagonal elements)λ + |A| = 0


λ2 − (2 − 3)λ + (−11) = 0
λ2 + λ − 11 = 0
    
2 2 5 2 5 9 −5
Now A = =
1 −3 1 −3 −1 14

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9 −5 2 5 11 0 0 0
A2 + A − 11I = + − = .
−1 14 1 −3 0 11 0 0

Therefore the matrix A satisfies its own characteristic equation.


Hence Cayley Hamilton Theorem is verified for the matrix A.
To find A−1 ,
we have A2 + A − 11I = 0
Pre-multiplying both sides by A−1 we get,
A + I − 11A−1 = 0
   
1 1 2 5 1 0
A−1 = (A + I) = +
11 11 1 −3 0 1
 
1 3 5
A−1 =
11 1 −2

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 
1 0 3
Example 2: Verify Cayley-Hamilton theorem for A =  2 1 −1 
1 −1 1
and hence find A−1 and A4 .
Solution:
The characteristic equation of A is |A − λI| = 0
1−λ 0 3
2 1 − λ −1 =0
1 −1 1 − λ
λ3 − (sum of the diagonal elements of A)λ2 +
(sum of the minors of the diagonal elements)λ − |A| = 0
λ3 − (1 + 1 + 1)λ2 + (0 − 2 + 1)λ − |A| = 0.
λ3 − 3λ2 − λ + 9 = 0 as |A| = −9.
Now,    
1 0 3 1 0 3 4 −3 6
A2 = 2 1 −1   2 1 −1  =  3 2 4 
1 −1 1 1 −1 1 0 −2 5
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    
4 −3 6 1 0 3 4 −9 21
A3 =A2 A= 3 2 4   2 1 −1  =  11 −2 11 
0 −2 5 1 −1 1 1 −7 7
   
4 −9 21 12 −9 18
A3 − 3A2 − A + 9I= 11 −2 11  −  9 6 12 
1 −7 7 0 −6 15
   
1 0 3 9 0 0
- 2 1 −1
  +  0 9 0 
1 −1 1 0 0 9
 
0 0 0
= 0 0 0 
0 0 0

Therefore the matrix A satisfies its own characteristic


equation.

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To find A−1 . We have

A3 − 3A2 − A + 9I = 0 (1)

Pre-multiplying both sides by A−1 we get,


A2 − 3A − I + 9A−1 = 0
1
A−1 = (−A2 + 3A + I)
9
     
−4 3 −6 3 0 9 1 0 0
1
=  −3 −2 −4  +  6 3 −3  +  0 1 0 
9
0 2 −5 3 −3 3 0 0 1
 
0 3 3
−1 1 
Therefore A = 3 2 −7  .
9
3 −1 −1

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To find A4 .
Rearranging equation (1) we get,

A3 = 3A2 + A − 9I

A4 = 3A3 + A2 − 9A
     
4 −9 21 4 −3 6 9 0 27
A4 = 3 11 −2 11  +  3 2 4  −  18 9 −9 
1 −7 7 0 −2 5 9 −9 9
 
12 + 4 − 9 −27 − 3 63 + 6 − 27
= 33 + 3 − 18 −6 + 2 − 9 33 + 4 + 9 
3−9 −21 − 2 + 9 21 + 5 − 9
 
7 −30 42
=⇒ A4 = 18 −13 46 
−6 −14 17
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Example
 3: Using Cayley-Hamilton
 theorem determine A−1 , A−2 , A−3 if
4 6 6
A= 1 3 2 .
−1 −4 −3
Solution:
The characteristic equation of A is |A − λI| = 0
4−λ 6 6
1 3−λ 2 =0
−1 −4 −3 − λ
λ3 − (sum of the diagonal elements of A)λ2 +
(sum of the minors of the diagonal elements)λ − |A| = 0
λ3 − (4 + 3 − 3)λ2 + (−1 − 6 + 6)λ − (−4) = 0
or λ3 − 4λ2 − λ + 4 = 0
By Cayley Hamilton theorem A satisfies A3 − 4A2 − A + 4I = 0

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1
=⇒ A−1 = −A2 + 4A + I

4
Now,    
4 6 6 4 6 6 16 18 18
2
A =  1 3 2   1 3 2  =  5 7 6 
−1 −4 −3 −1 −4 −3 −5 −6 −5
      
16 18 18 4 6 6 1 0 0
1
A−1 = −  5 7 6  + 4 1 3 2 + 0 1 0 
4
−5 −6 −5 −1 −4 −3 0 0 1
 
1 6 6
1
= −1 6 2 
4
1 −10 −6

Pre-multiplying by A−1 on both sides, 


−2 −1 −1 −1 1 2
A =A A =A (−A + 4A + I)
4
1
−A + 4I + A−1

=
4

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1 −9 −9
 
 4 2 2 
 
 
 −5 5 −3 
1 
=  4 2 2 
4



 5 3 11 
 
4 2 2
 

Similarly, pre-multiplying by A−1 on both sides,



−3 −1 −2 −1 1 −1
A =A A =A (−A + 4I + A )
4
1
−I + 4A−1 + A−2

=
4
 
1 78 78
1 
= −21 90 26  .
64
21 −154 −90

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Example
 4: Verify
 Cayley Hamilton theorem for the matrix
1 4
A= and hence find A−1 . Also find the matrix represented by
3 2
A5 − 3A4 − 7A3 − 9A2 − 20A − 10I.
Solution:
The characteristic equation of A is |A − λI| = 0

1−λ 4
=0
3 2−λ

(1 − λ)(2 − λ) − 12 = 0

λ2 − 3λ − 10 = 0

Now,    
2 1 4 1 4 13 12
A = =
3 2 3 2 9 16

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1 4 3 12
3A=3 =
3 2 9 6
     
13 12 3 12 10 0
A2 − 3A − 10I= − −
9 16 9 6 0 10
 
0 0
=
0 0
Therefore the matrix A satisfies its own characteristic equation.
Hence Cayley Hamilton Theorem is verified for the matrix A.
To find A−1 ,we have A2 − 3A − 10I = 0
Pre-multiplying both sides by A−1 we get,
A − 3I − 10A−1 = 0
   
1 1 1 4 1 0
A−1 = (A − 3I) = −3
10 10 3 2 0 1
 
1 −2 4
A−1 =
10 3 −1

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Now we divide the polynomial A5 − 3A4 − 7A3 − 9A2 − 20A − 10I by
A2 − 3A − 10I

Rough work: Instead of A write x and we divide


x5 − 3x4 − 7x3 − 9x2 − 20x − 10 by x2 − 3x − 10.
x3 + 3x
2 5 4 3 2

x − 3x − 10 x − 3x − 7x − 9x − 20x − 10
− x5 + 3x4 + 10x3
3x3 − 9x2 − 20x
− 3x3 + 9x2 + 30x
10x
Therefore we have,
x5 − 3x4 − 7x3 − 9x2 − 20x − 10 = Quotient(x2 − 3x − 10) + Remainder.

x5 − 3x4 − 7x3 − 9x2 − 20x − 10 = (x3 + 3x)(x2 − 3x − 10) + 10x − 10.

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Replace x by the matrix A. Note that the constant term −10 in the
polynomial should be replaced by the matrix −10I. Now we go back
to the solution of the problem.

We obtain

A5 − 3A4 − 7A3 − 9A2 − 20A − 10I = (A3 + 3A)(A2 − 3A − 10I)+


(10A − 10I)

= 10A − 10I (as A2 − 3A − 10I = 0.)


   
1 4 1 0
= 10 − 10
3 2 0 1
 
0 40
= .
30 10

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Example 5: By using Cayley Hamilton Theorem, express
B = A8 − 11A7 − 4A6 + A5 + A4 − 11A3 −3A2 + 2A + I as a quadratic
1 2 3
polynomial in A and also find B where A =  2 4 5  .
3 5 6
Solution:
The characteristic equation of A is |A − λI| = 0
1−λ 2 3
2 4−λ 5 =0
3 5 6−λ
(1 − λ)[(4 − λ)(6 − λ) − 25] − 2[2(6 − λ) − 15]
+3[10 − 3(4 − λ)] = 0
=⇒ λ3 − 11λ2 − 4λ + 1 = 0

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We know that by Cayley Hamilton theorem every square matrix satisfies its

own characteristic equation.


Hence A3 − 11A2 − 4A + I = 0
To find B: Divide B by A3 − 11A2 − 4A + I. Then write B as
B = Quotient(A3 − 11A2 − 4A + I) + Remainder
Therefore, B = A8 − 11A7 − 4A6 + A5 + A4 − 11A3 − 3A2 + 2A + I
= (A5 + A)(A3 − 11A2 − 4A + I) + A2 + A + I
= (A5 + A)(0) + A2 + A + I
= A2 + A + I
      
1 2 3 1 2 3 1 2 3 1 0 0
B =  2 4 5  2 4 5  +  2 4 5  +  0 1 0 
3 5 6 3 5 6 3 5 6 0 0 1

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     
14 25 31 1 2 3 1 0 0
B =  25 45 56  +  2 4 5  +  0 1 0 
31 56 70 3 5 6 0 0 1
 
16 27 34
=  27 50 61  .
34 61 77
Remark: Here A is a square matrix of order 3. Note that using division
algorithm, any polynomial B in A can be reduced to a polynomial of
degree less than or equal to 2.
In general, if A is a square matrix of order n, then any polynomial in A, in
particular higher powers of A, are in fact equal to a polynomial in A of
degree less than or equal to (n − 1).
Hence using Cayley Hamilton theorem computations are made simpler.

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Practice Problems

 
1 1 3
1. Find the characteristic equation of the matrix A =  1 3 −3 
−2 −4 −4
and hence find its inverse.
 
2 1 1
2. Find the characteristic equation of the matrix A =  0 1 0  and
1 1 2
−1
hence compute A . Also find the matrix represented by
A8 − 5A7 + 7A6 − 3A5 + A4 − 5A3 + 8A2 − 2A + I.

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Multiple Choice Questions

1. I. Any set of vectors which includes the zero vector is linearly


independent.
II. Every square matrix does not satisfy its own characteristic equation.
(a) Both I and II are true
(b) Only I true
(c) Only II true
(d) Both I and II are false  
4 3 2 2 3
2. The value of A − 4A − 5A − A + 2I when A = is
3 2
   
0 1 1 0
(a) −3 (b)−3
1 0 0 1
   
0 −1 −1 0
(c) −3 (d) −3
1 0 0 −1

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Answers to MCQs

1. (d)
2. (c)

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