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Computation of Eigenvalues
For a square matrix A of order n, the number
vector C such that
The equation
translates into
. Since the
will give the eigenvalues of A. This equation is called the characteristic equation or characteristic
polynomial of A. It is a polynomial function in
of degree n. So we know that this equation will not
have more than n roots or solutions. So a square matrix A of order n will not have more than n
eigenvalues.
Example. Consider the diagonal matrix
The number (a+d) is called the trace of A (denoted tr(A)), and clearly the number (ad-bc) is the
determinant of A. So the characteristic polynomial of A can be rewritten as
We have
This equation is known as the Cayley-Hamilton theorem. It is true for any square matrix A of any
order, i.e.
where
1.
is an eigenvalue of A, then:
2. If A is invertible, then
is an eigenvalue of A-1.
is an eigenvalue of A.
4. If
is any number, then
is an eigenvalue of
.
5. If A and B are similar, then they have the same characteristic polynomial (which implies they also
have the same eigenvalues).