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Cayley-Hamilton Theorem, Eigenvalues, Eigenvectors and Eigenspace.
1. Cayley–Hamilton theorem - Eigenvalues,
Eigenvectors and Eigenspaces
Isaac Amornortey Yowetu
NIMS-GHANA
March 17, 2021
2. Cayley–Hamilton theorem Finding Eigenvalues EigenVectors and EigenSpaces
Content
1 Cayley–Hamilton theorem
2 Finding Eigenvalues
3 EigenVectors and EigenSpaces
3. Cayley–Hamilton theorem Finding Eigenvalues EigenVectors and EigenSpaces
Cayley–Hamilton theorem
Every square matrix satisfies its own characteristic equation.
Thus:
p(λ) = det(λI − A)
Substituting the matrix A for λ in the polynomial,
p(λ) = det(λI − A) results in a zero matrix.
Thus:
p(A) = 0
4. Cayley–Hamilton theorem Finding Eigenvalues EigenVectors and EigenSpaces
Example : Using Non-singular Matrix
Consider the given matrix:
A =
2 1 −1
1 2 −1
− −1 2
Find the characteristic equation of the square matrix and
hence find the eigenvalues, eigenvectors and eigenspaces.
51. Cayley–Hamilton theorem Finding Eigenvalues EigenVectors and EigenSpaces
Considering our matrix:
A =
2 1 −1
1 2 −1
−1 −1 2
Finding the Eigenvalues
λ1 = 1, λ2 = 1 and λ3 = 4
Finding the trace of a matrix A
tr(A) =
3
X
i=1
λi =
3
X
i=1
aii = 6
52. Cayley–Hamilton theorem Finding Eigenvalues EigenVectors and EigenSpaces
Determinant of the of a matrix A
det(A) =
3
Y
i=1
λi = 4
53. Cayley–Hamilton theorem Finding Eigenvalues EigenVectors and EigenSpaces
Eigenvectors
Considering the eigenvalues, λ1 = 1 and λ2 = 1 and λ3 = 4
and the matrix.
λ − 2 −1 1
−1 λ − 2 1
1 1 λ − 2
When λ = 1:
−1 −1 1 0
−1 −1 1 0
1 1 −1 0
Using row reduction method, we have
−1 −1 1 0
We consider expressing the argument matrix in terms of
equation as;
54. Cayley–Hamilton theorem Finding Eigenvalues EigenVectors and EigenSpaces
−x − y + z = 0 (12)
x = −y + z (13)
The eigenspace Λ1 for λ = 1 becomes
Λ1 =
x
y
z
=
−s + t
s
t
(14)
=
s
−1
1
0
+ t
1
0
1
(15)
Let z = t and y = s and where t 6= 0 and s 6= 0
56. Cayley–Hamilton theorem Finding Eigenvalues EigenVectors and EigenSpaces
2 −1 1 0
1 1 0
We consider expressing the argument matrix in terms of
equation as;
2x − y + z = 0 (16)
y + z = 0 (17)
y = −z (18)
y = −t (19)
Let z = t
x = −t (20)
57. Cayley–Hamilton theorem Finding Eigenvalues EigenVectors and EigenSpaces
The eigenspace Λ3 for λ = 4 becomes
Λ3 =
x
y
z
=
−t
−t
t
=
t
−1
−1
1
Where t 6= 0