Tuesday, September 17, 2024

Cayley Hamilton Theorem

Statement:  

Let T be a linear operator on a finite dimensional vector space V. If  f is the characteristic polynomial for T, Then f(T)=0, i.e. the minimal polynomial divides the characteristic polynomial.

Proof:

Let K be the commutative ring with identity consisting of all polynomials in T.
Choose an ordered basis ​\( \{\alpha_1, \alpha_2, … ,\alpha_n\} \)​ for V.
Let A be the matrix of T in the basis ​\( \{\alpha_1, \alpha_2, … ,\alpha_n\} \)​.
Then we have,
​\( T(\alpha_i)=\displaystyle\sum_{j=1}^{n}A_{ji}\alpha_j ,              (1\le i\le n) \)​
​\( \implies \displaystyle\sum_{j=1}^{n}(\delta_{ij}T-A_{ji}I)\alpha_j=0 ,  (1\le i\le n) \)​ …….. (1)
Let ​\( B\in K^{n\times n} \)​ and the ​\( (i, j)^{th} \)​ entry of B is given by ​\( B_{ij}=(\delta_{ij}T-A_{ji}I) \)​.
When ​\( n=2 \)​,        ​\( B = \begin{bmatrix} T-A_{11}I & -A_{21}I \\[0.3em] -A_{12}I & T-A_{22}I \\[0.3em] \end{bmatrix} \)​
and,
​\( det B=(T-A_{11}I)(T-A_{22}I)-A_{12}A_{21}I \)​
\( =T^2-(A_{11}+A_{22})T+(A_{11}A_{22}-A_{12}A_{21})I \)
​\( =T^2- (trace \ of \ A) T+ (det A)I \)​
​\( det \ B=f(T) \)​
where f is a characteristic polynomial and  ​\( f=x^2-(trace \ of \ A) x+(det \ A) \)​
In case of ​\( n>2 \)​,
det ​\( B=f(T) \)​ where f is the determinant of the matrix ​\( (xI-A) \)​ where the ​\( (i, j)^{th} \)​ entry is ​\( (xI-A)_{ij}=(\delta_{ij}x-A_{ji}) \)​
To show ​\( f(T)=0 \)​ , i.e. to prove f(T) to be a zero operator, it is sufficient to prove that ​\( (det \ B)\alpha_k=0 \)​       for      ​\( (1\le k\le n) \)​
Now from (1),
​\( \displaystyle\sum_{j=1}^{n}B_{ij}\alpha_j=0 \)​        ………… (2)
When n=2,
​\( \begin{bmatrix} T-A_{11}I & -A_{21}I \\[0.3em] -A_{12}I & T-A_{22}I \\[0.3em] \end{bmatrix} \)​ ​\( \begin{bmatrix} \alpha_1 \\[0.3em] \alpha_2 \\[0.3em] \end{bmatrix} \)​ ​\( = \begin{bmatrix} 0 \\[0.3em] 0 \\[0.3em] \end{bmatrix} \)​
Denote the classical adjoint of B by ​\( \bar{B} \)​ then
​\( \bar{B} = \begin{bmatrix} T-A_{22}I & A_{21}I \\[0.3em] A_{12}I & T-A_{11}I \\[0.3em] \end{bmatrix} \)​​
\( \therefore \bar{B}B = \begin{bmatrix} T-A_{22}I & A_{21}I \\[0.3em] A_{12}I & T-A_{11}I \\[0.3em] \end{bmatrix} \begin{bmatrix} T-A_{11}I & -A_{21}I \\[0.3em] -A_{12}I & T-A_{22}I \\[0.3em] \end{bmatrix} \)
\( =\begin{bmatrix} (T-A_{11}I)(T-A_{22}I)-A_{12}A_{21}I & (T-A_{11}I)A_{21}I-A_{21}I(T-A_{11}I)  \\[0.3em] -A_{12}I(T-A_{22}I)+(T-A_{22}I)A_{12}I & -A_{12}A_{21}I+(T-A_{11}I)(T-A_{22}I)\\[0.3em] \end{bmatrix} \)
​​\( =\begin{bmatrix} det B & 0 \\[0.3em] 0 & det B \\[0.3em] \end{bmatrix} \)​
​\( =(det \ B)I \)​
Hence,
​\( (det B)\begin{bmatrix} \alpha_1 \\[0.1em] \alpha_2 \\[0.1em] \end{bmatrix}=(det B)I\begin{bmatrix} \alpha_1 \\[0.1em] \alpha_2 \\[0.1em] \end{bmatrix} \)​
​\( =(\bar{B}B)\begin{bmatrix} \alpha_1 \\[0.3em] \alpha_2 \\[0.3em] \end{bmatrix} \)​
​\( =\bar{B}\Bigg(B\begin{bmatrix} \alpha_1 \\[0.3em] \alpha_2 \\[0.3em] \end{bmatrix}\Bigg) \)​
​\( =\bar{B}(0) \)​
Then ​\( (det \ B)\begin{bmatrix} \alpha_1 \\[0.3em] \alpha_2 \\[0.3em] \end{bmatrix}=0 \implies f(T)=0 \)​
If n>2 (in general), denote ​\( adj. B=\bar{B} \)​.
Then from (2),
​\( \displaystyle\sum_{j=1}^{n}(\bar{B}_{ki}B_{ij})\alpha_j=0 \)​
For each pair k, i and summing for i, we have,
​\( 0=\displaystyle\sum_{i=1}^{n}\Big(\displaystyle\sum_{j=1}^{n}\bar{B}_{ki}B_{ij}\Big)\alpha_j \)​
​\( =\displaystyle\sum_{j=1}^{n}\Big(\displaystyle\sum_{i=1}^{n}\bar{B}_{ki}B_{ij}\Big)\alpha_j \)​
But, ​\( \Big(\displaystyle\sum_{i=1}^{n}\bar{B}_{ki}B_{ij}\Big)=\delta_{kj}(det \ B) \)​
Therefore,
​\( 0=\displaystyle\sum_{j=1}^{n}\delta_{kj}(det \ B)\alpha_j=(det \ B)\alpha_k , \)​
​\( \implies (det \ B)=f(T)=0 \)​
Then if f is a characteristic polynomial of T, then ​\( f(T)=0 \)​.

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