Linear Algebra and Differential Equations

Lecture 16
The Cayley-Hamilton Theorem and other tricks

July 13, 2016

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem1 and
/ 21oth

The remainder theorem

If p(x) is a polynomial then the remainder if p(x) is divided by x a is
p(a)
p(x) = (x a)q(x) + p(a)
So if p(a) = 0 then x a divides evenly into (is a factor of) p(x).
For example if we want to factor
p(x) = x 3 13x 2 + 7x + 165
If it has rational roots they will be factors of the constant term 165
1, 3, 5, 11, 15, 33, 55.
Checking
p(1) = 160 p(1) = 144

p(3) = 96 p(3) = 0

so x + 3 is a factor.

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem2 and
/ 21oth

Using synthetic division gives

1

13

165

48

165

16

55

3
1
So

p(x) = (x + 3)(x 2 16x + 55)

Factoring the quadratic term yields
p(x) = (x + 3)(x 5)(x 11)

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem3 and
/ 21oth

Conjugate (Similar) Matrices

Two matrices A and B are conjugate(similar) if there exits a non singular
matrix C so that
B = CAC1
So if A is diagonalizable then it is conjugate to the diagonal matrix of its
eigenvalues.
If two matrices are similar then they have the same eigenvalues.
det(B I) = det(CAC1 CC1 ) = det(C(A I)C1 )
= det(C)det(A I)det(C1 ) = det(A I)
Also the transpose of a matrix has the same characteristic equation and
thus the same eigenvalues (but not the same eigenvectors)
det(A I) = det((A I)T ) = det(AT I)

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem4 and
/ 21oth

The general characteristic equation

The characteristic polynomial for an n n matrix A is
p() = (1)n det(A I)
This is a polynomial of order n and so it will have n roots, the eigenvalues
of A: 1 , 2 , , n .
So p() can be written in the form
p() = ( 1 )( 2 ) ( n )
The coefficient of n1 will be (1 + 2 + + n ) in other words, tr(A).
p(0) = (1)n det(A) = (1)n 1 2 n
The coefficient of nm is called the mth principal invariant of A. It
consists of the sum of all the possible combinations of m of the s
multiplied together.

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem5 and
/ 21oth

The characteristic equation for 3 3 matrices

The characteristic equation is
A3 (trA)A2 + C A + (detA)I
where C is the second principal invariant of A.
p(1) = (1)3 det(A I) = 1 trA + C detA
Example:

1 1 1
A= 0 2 1
1 1 3
trA = 6

detA = 6

0 1 1
AI= 0 0 1
1 1 2

det(A I) = 0

C = 6 + 6 1 = 11

so the characteristic equation for A is

3 62 + 11 6 = 0

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem6 and
/ 21oth

Since D the diagonal matrix of the eigenvalues is conjugate to A then

trA2 = trD2 = 21 + 22 + 23
(trA)2 tr(A2 ) = (1 + 2 + 3 )2 (21 + 22 + 23 )
= 2(1 2 + 2 3 + 3 1 )
= 2C
Using our example

2 2 5
A2 = 1 3 5
4 4 9
Then
C=

1 2


1
(trA)2 tr(A2 ) =
6 14) = 11
2
2

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem7 and
/ 21oth

A third way to calculate the second invariant comes from recognizing that
it is the trace of the adjoint of D
C = tr(adj(D)) = tr(adj(A))
So again using our example

7
adj(A) = 2
9
where we have only calculated the diagonal terms. Then
C = tr(adj(A)) = 11

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem8 and
/ 21oth

The Cayley-Hamilton Theorem

Every matrix satisfies its own characteristic equation.
(a) If A is diagonalizable and the characteristic

p(1 )
0

0
p(
)

p(A) = P .
.
.
..
..
..
0

equation is p() = 0 then

0
0
1
P = 0
..

p(n )

(b) If A has repeated roots and isnt diagonalizable then using the power
vector method we can express it in the form

1 1 0
0 1 0

1
1
P .
.. . .
.. P = P(D + N)P
..

.
.
.
0

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem9 and
/ 21oth

D=

Then since

N2

1 0
0 1
..
.. . .
.
.
.
0 0

0
0
..
.

N=

0 1
0 0
.. .. . .
.
. .
0 0

0
0
..
.

=0

A = P

k1
0
..
.
0

Thus

p(A) = P

kk1
k1

..
..
.
.
0

p(1 ) p 0 (1 )
0
p(1 )
..
..
..
.
.
.
0
0

0
0
..
.
kn

1
P

0
0
..
.

1
P = 0

p(n )

since if 1 is a repeated root of p() then p 0 (1 ) = 0.

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem
10 and
/ 21oth

Cayley-Hamilton for 2 x 2 matrices

If A is a 2 2 matrix the Cayley-Hamilton theorem has the form
A2 tr(A)A + det(A)I = 0
then
A2 = tr(A)A det(A)I


A3 = tr(A)A2 det(A)A = (tr(A))2 det(A) A tr(A)det(A)I
so any power of A can be written as a linear combination of A and I.
An = an I + bn A

P1 An P = an I + bn P1 AP

If the eigenvalues of A are 1 and 2 we can find the coefficients by solving

n1 = an + b1

n2 = an + b2

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem
11 and
/ 21oth

An example using Cayley-Hamilton

Find B1/3 if


B=

9
2
5 2

The characteristic equation is

2 7 8 = 0

= 1, 8

Write B1/3 as a linear combination of B and I.

B1/3 = aB + bI
So a and b must satisfy
1 = a b

2 = a + 8b

with solution a = 32 , b = 13






2 1 0
1
1
9
2
7
2
1/3
B =
+
=
3 0 1
3 5 2
3 5 4

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem
12 and
/ 21oth

Cayley-Hamilton for 3 3 matrices

A3 (trA)A2 + C A (detA)I = 0

A3 = (trA)A2 C A + (detA)I

Using the same arguments as for the 2 2 matrices any power of A can
be written in the form
Ak = ak I + bk A + ck A2
Again premultiplying by P1 and post multiplying by P
P1 Ak P = ak I + bk P1 AP + ck P1 A2 P
which gives three equations to determine the constants (as long as the
eigenvalues are distinct).
k1

= ak + bk 1 + ck 21

k2

= ak + bk 2 + ck 22

k3

= ak + bk 3 + ck 23

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem
13 and
/ 21oth

An example
Find B1/3 where

2 0 3
B= 4 8 5
1 0 2

Write
B1/3 = aI + bB + cB2

1 0 0
B2 = 45 64 18
0 0 1
trB = 8

detB = 8

C=

1
1
(trB)2 tr(B2 ) = (64 66) = 1
2
2

The characteristic equation is

3 82 + 8 = 0

= 1, 1, 8

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem
14 and
/ 21oth

The equations to determine a, b, c are

1 = a+b+c
1 = a b + c
2 = a + 8b + 64c
with solution a =

2
21 , b

2
= 1, c = 21

B1/3 =
=

2
2
I + B B2
21
21

42 0 63
1
4 42 69
21
21 0 42

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem
15 and
/ 21oth

Using Cayley-Hamilton to find inverses

The Cayley-Hamilton theorem for 3 3 matrices is
A3 (trA)A2 + C A (detA)I = 0
Multiplying this by A1 gives
A2 (trA)A + C I (detA)A1 = 0
rearranging


1
A2 (trA)A + C I
detA
Recalling the relationship between the inverse and the adjoint
A1 =

adj(A) = A2 (trA)A + C I

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem
16 and
/ 21oth

An example
Find A1 if

1 0 0
A= 0 1 2
1 1 3

The characteristic equation is

3 52 + 5 1 = 0
then

A1

1 0 0
1 0 0
1 0 0
= 1 2 3 8 5 0 1 2 + 5 0 1 0
4 4 11
1 1 3
0 0 1

1
0
0

2
3 2
=
1 1 1

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem
17 and
/ 21oth

Symmetric Matrices
Recall that the inner product of two vectors u and v is
u v = uT v

u (Av) = v (AT u)

The eigenvalues and eigenvectors of symmetric matrices have particularly

nice properties. The eigenvalues (and eigenvectors) are always real and the
eigenvectors corresponding to distinct eigenvalues are orthogonal.
If v1 and v2 are eigenvectors of A with corresponding eigenvalues 1 and
2
Av1 = 1 v1
Av2 = 2 v2
If A is symmetric
v1 (Av2 ) = v2 (Av1 )

(1 2 )v1 v2 = 0

thus v1 and v2 are orthogonal.

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem
18 and
/ 21oth

An application
Consider the vector space of twice differential functions, f (t), on [0, 1]
satisfying f (0) = f (1) = 0. What are the eigenvalues and eigenfunctions
of the operator D2 where
D2 f (t) = f 00 (t)
Eigenvalues and eigenfunctions will satisfy
f00 (t) = f (t)
If > 0 the general solution to the equation is

f (t) = c1 e

+ c2 e

The boundary conditions yield

0 = c1 + c2

c1 e

+ c2 e

=0

which has c1 = c2 = 0 as solution.

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem
19 and
/ 21oth

If < 0 then the solution has the form

f (t) = c1 cos( t) + c2 sin( t)

The boundary conditions imply
0 = c1
The second equation leads to

= n

sin( ) = 0

= n2 2

with the associated eigenfunctions

fn (t) = sin(nt)
Using the inner product
Z
< f |g >=

f (t)g (t) dt
0

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem
20 and
/ 21oth

< f |D g >=

00

fg =

[fg 0 ]10

0
2

< g |D f >=

0 0

f g dt =
0

00

f g = [f

g ]10

f 0 g 0 dt

0
1

0 0

f g dt =
0

f 0 g 0 dt

D2

So
is symmetric (self adjoint in mathspeak) and the eigenfunctions
are orthogonal. We can use the eigenfunctions as a basis for the space
(orthogonal vectors are linearly independent).
A function in the space can be written as a Fourier expansion
f (t) = a1 sin(t) + a2 sin(2t) + + ak sin(kt) +
where the components are given by
Z 1
ak = 2
f (t) sin(kt) dt
0

Linear Algebra and Differential EquationsLecture 16 The Cayley-Hamilton

July 13, 2016
Theorem
21 and
/ 21oth