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The Cayley-Hamilton Theorem states that every matrix satisfies its own characteristic polynomial. Given the followingdefinition of the characteristic polynomial of ,
Cayley-Hamilton tells us that we can insert the matrix in place of the eigenvalue variable and that the result of this sum will be : One important conclusion to be drawn from this theorem is the fact that a matrix taken to a certain power can always be expressed in terms of sums of lower powers of that matrix.
Take the following matrix and its characteristic polynomial. Plugging into the characteristic polynomial, we can find an expression for in terms of and the identity matrix:
To compute , we could actually perform the matrix multiplication, as below: Or taking equation of characteristic polynomial to heart, we can compute (with fewer operations) by scaling the elements of by and then subtracting from the elements on the diagonal.
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