LECT.

5
1.7 Properties of Eigen Values
(I) The sum of the Eigen values of a matrix is the sum of the elements of
the principal diagonal.
(II) The product of the Eigen values of a matrix A is equal to its
1
determinants. If  is an Eigen values of a matrix A, then is the
1
Eigen value of inverse matrix A .
(III) If X be the Eigen vector corresponding to the Eigen value  then
AX = X
Soln.
Pre-multiplying (4) by A1, we get( A1A)X = A1X
1
1 1 1
i.e. (I)X = A X  X = (A X)  A X= X
1
Hence , we get that  is an Eigen value of the inverse matrix A1.
1
(IV) If  is an Eigen value of an orthogonal matrix A, then is also its an

Eigen value ..
A.
(V) If 1, 2,…, n are Eigen values of a matrix A then A m has the Eigen
values 1m, 2m, …, nm where m is a positive integers
.

1.8 CAYLEY-HAMILTON THEOREM

S tatement : Every square matrix satisfies its characteristic equation

i.e. if A be the given square matrix of order n then its characteristic equation is |
A  I| = 0.
i.e. (1)nn + K1 n1 + K2 n2 + K3 n3 + … + Kn1  + Kn = 0. …
(1)
then A will satisfy (1) i.e. (1)n An + K1 An1 + K2 An2 + K3 An3 + .. + KnI = 0
will hold good.
We take ad joint of the matrix A  I as P
i.e. P = adj. |A  I|. Also, each element of P is a co-factor of elements of |A 
I| so these co-factors are polynomials of degree (n  1) or less in .
So, can be split up into a number of matrices, which are co-efficients of
the same power of  and can be written as
P = P1 n1 + P2 n2 + P3 n3 + … + Pn1 + Pn …(2)
where P1, P2, P3,…, Pn are all square matrices of order n, whose elements are
functions of matrix A.
By matrix property it is known that if A is a square matrix then
 A  adj. A = |A|I, where I is unit matrix of same order as that of
A.
 [A  I]  P = |A  I|  I

so using (1) and (2) we may write it as

[A  I]  [P1 n1 + P2 n2 + P3 n3 + … + Pn1  + Pn]
= [(1)n n + K1 n1 + … + Kn1  + Kn]I
From (M3), equating the co-efficients of powers of , we get
(1)P1 = (1)n I, …
AP1  P2 = K1I, …
AP2  P3 = K2I, …
AP3  P4 = K3I, …
… …
APn1  Pn = Kn1I, …
and APn = KnI. …
Next, pre-multiplying the equations by A , by An1, .. and by P and by I, we
n

get
AnP1 = (1)n An, …
A P1  A P2
n n1
= K1 A n1
…
A P2  A P3
n1 n2
= K2 A n2
…
… … …
A Pn1  APn = Kn1 A
2
…
APn = Kn I …
Now, adding them, we get
O = (1)n An + K1 An1 + K2An2 + … + Kn1A + KnI
…
As left hand side terms cancel.
1.9 Inverse of a matrix using Cayley Hamilton theorem
To find the inverse of any matrix A, we multiply both sides of (X) by A 1
and get (1)n An1 + K1 An2 + K2 An3 + …+ Kn1 + Kn A1 = 0
1
 A1 = Kn
[(1)n An1 + K1 An2 + K2 An3 + … + Kn1]
References 1. Higher Engineering Mathematics,N.P.Bali

2.Advanced Engineering Mathematics,H.K.Dass

3. www.mdurohtak.ac.in, Dr. Sanjay Kumar Kaushik.