Characteristic Polynomial
A polynomial whose roots determine the eigenvalues of a square matrix, fundamental to understanding linear transformations and their properties.
Characteristic Polynomial
The characteristic polynomial is a fundamental tool in linear algebra that provides crucial information about a square matrix and its associated linear transformation. For an n×n matrix A, the characteristic polynomial is defined as:
p(λ) = det(λI - A)
where:
- λ is a variable
- I is the identity matrix
- det denotes the determinant
Properties
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Degree: The characteristic polynomial is always of degree n, where n is the dimension of the matrix.
-
Eigenvalues: The roots of the characteristic polynomial are precisely the eigenvalues of the matrix A. This connection makes it essential for:
- Analyzing system stability
- Computing matrix diagonalization
- Solving systems of differential equations
-
Coefficients: The coefficients of the characteristic polynomial contain important invariants:
- The constant term is (-1)ⁿ times the determinant of A
- The coefficient of λⁿ⁻¹ is -tr(A), where tr is the matrix trace
Applications
The characteristic polynomial finds applications in:
-
Dynamical Systems
- Determining system stability
- eigenvalue decomposition
- Solving coupled differential equations
-
Graph Theory
- The characteristic polynomial of a graph's adjacency matrix provides information about:
- Number of paths
- graph spectrum
- Structural characteristics
- The characteristic polynomial of a graph's adjacency matrix provides information about:
-
Control Theory
- Analyzing system stability
- Computing transfer function
Calculation Methods
Several approaches exist for computing characteristic polynomials:
-
Direct Expansion
- Using the determinant definition
- Practical for small matrices (n ≤ 3)
-
Faddeev-LeVerrier Algorithm
- An efficient method for larger matrices
- Computes coefficients recursively
-
- Modern software systems can handle large matrices
- Provides exact rather than numerical results
Relationship to Other Concepts
The characteristic polynomial connects deeply to:
- minimal polynomial (divides the characteristic polynomial)
- Jordan canonical form (structure of repeated eigenvalues)
- matrix similarity (share the same characteristic polynomial)
- cayley-hamilton theorem (matrix satisfies its characteristic polynomial)
Historical Development
The concept emerged from the work of augustin-louis cauchy and others in the 19th century, originally in the context of solving systems of differential equations. Its importance grew with the development of:
- matrix theory
- spectral theory
- Modern linear algebra methods
The characteristic polynomial remains a cornerstone of linear algebra and its applications, bridging pure mathematics with practical engineering and scientific applications.