The Cayley-Hamilton theorem
The characteristic equation of a square matrix is given by Eq. (10.90). The CayleyHamilton theorem states that any matrix solves its own characteristic equation, that is
where the RHS of Eq. (10.118) is the zero matrix. Consider the matrix,
The characteristic polynomial is
We now show that
Application of the Cayley-Hamilton theorem to finding inverses
Continuing from the example above, we have shown that
multiplying both sides by gives,
this rearranges to,
Plugging in in Eq. (10.120),
It is always a good idea to check that ,
Example 10.12 Find using the Cayley-Hamilton theorem for a matrix given by,
Solution To use the Cayley-Hamilton theorem, we first need to determine the characteristic equation. With the row transformation on , we have
By Cayley-Hamilton, we have the following expression in terms of the matrix ,
We take on both sides which gives,
and this gives the inverse in the form,
We now need to determine the matrices on the RHS of Eq. (10.124),
This gives us the inverse as,