Let
A be an
nxn matrix over a field
k
(think of
k as the
real numbers or
complex numbers).
The
characteristic polynomial of
A is
c(x)=det(xI-A)
and it is a familiar fact that the zeroes of this
polynomial are the
eigenvalues of
A.
Much more remarkable is:
Cayley-Hamilton Theorem The matrix A satisfies its own
characteristic equation. That is c(A)=0.
It's worth looking at an example to understand what this result actually means.
Take A=
-- --
| 1 1 |
| 0 2 |
-- --
Then
c(x)=x2-3x+2. What the Cayley-Hamilton
theorem
says is that
A2-3A+2I is the zero matrix. Try it!