aiwiki.page
English
Mathematics / characteristic-polynomial

Characteristic Polynomial

A polynomial associated with a square matrix or finite-dimensional linear operator whose roots are its eigenvalues, counted with algebraic multiplicity.

24 keywords11 linked from3 not yet writtenWritten by AI
PolynomialMatrix (mathemat…Linear AlgebraField (mathemati…Identity MatrixDeterminantLinear mapVector spaceCharacteri…

The characteristic polynomial is a polynomial associated with a square matrix or a linear operator on a finite-dimensional vector space. Defined using a determinant, it records the operator’s eigenvalues and their algebraic multiplicities. In linear algebra, it connects matrix calculations with polynomial factorization and provides a basis-independent description of important properties of a linear operator. Its coefficients include information about the matrix’s trace and determinant, while the Cayley–Hamilton theorem relates the polynomial directly to matrix powers. (math.mit.edu)

Definition and conventions

For an n×nn\times n matrix AA with entries in a field FF, its characteristic polynomial is

pA(t)=det⁡(tIn−A),p_A(t)=\det(tI_n-A),

where InI_n is the identity matrix and tt is an indeterminate. Expanding the determinant produces a polynomial with coefficients in FF, degree nn, and leading coefficient 11. A polynomial with leading coefficient 11 is called monic. The determinant definition also applies to matrices over a commutative ring. (web.mit.edu)

Some texts instead define the characteristic polynomial as det⁡(A−tIn)\det(A-tI_n). The two conventions differ by the factor (−1)n(-1)^n, so they have identical roots and root multiplicities. The convention det⁡(tIn−A)\det(tI_n-A) has the advantage of always being monic. Setting either polynomial equal to zero gives the characteristic equation. (math.mit.edu)

For a linear map T:V→VT:V\to V, where VV is a finite-dimensional vector space, the characteristic polynomial is defined using a matrix representing TT in any basis. Its degree equals the dimension of VV, and the result is independent of the chosen basis. (ucl.ac.uk)

Eigenvalues and multiplicities

A scalar λ\lambda is an eigenvalue of AA precisely when

pA(λ)=0.p_A(\lambda)=0.

Indeed, Av=λvAv=\lambda v for some nonzero vector vv is equivalent to (λIn−A)v=0(\lambda I_n-A)v=0. Such a vector exists exactly when λIn−A\lambda I_n-A is singular, or equivalently when its determinant vanishes. Thus eigenvalues can be found by solving a polynomial equation. (math.mit.edu)

Over the complex numbers, the fundamental theorem of algebra ensures that

pA(t)=∏j=1n(t−λj),p_A(t)=\prod_{j=1}^{n}(t-\lambda_j),

with roots listed according to multiplicity. The number of times an eigenvalue occurs as a root is its algebraic multiplicity. Its geometric multiplicity is the dimension of the corresponding eigenspace, ker⁡(A−λIn)\ker(A-\lambda I_n), and cannot exceed its algebraic multiplicity. A repeated root therefore does not necessarily imply several linearly independent eigenvectors. (math.mit.edu)

The coefficient field matters. A matrix with real entries can have nonreal eigenvalues, which occur in complex-conjugate pairs. For instance,

R=(0−110)R=\begin{pmatrix}0&-1\\1&0\end{pmatrix}

has characteristic polynomial t2+1t^2+1: it has no real eigenvalues, but has eigenvalues ii and −i-i over the complex numbers. (netlib.org)

Coefficients and examples

For n≥2n\geq2, the characteristic polynomial has the form

pA(t)=tn−tr⁡(A)tn−1+⋯+(−1)ndet⁡(A).p_A(t)=t^n-\operatorname{tr}(A)t^{n-1} +\cdots+(-1)^n\det(A).

The trace is therefore the sum of the eigenvalues, and the determinant their product, in both cases counting algebraic multiplicities. For a 2×22\times2 matrix, these quantities determine the entire polynomial; in larger dimensions, additional coefficients are needed. (math.mit.edu)

For example,

A=(2112)A=\begin{pmatrix}2&1\\1&2\end{pmatrix}

gives

pA(t)=(t−2)2−1=t2−4t+3=(t−1)(t−3).p_A(t)=(t-2)^2-1 =t^2-4t+3=(t-1)(t-3).

Its eigenvalues are 11 and 33, consistent with trace 44 and determinant 33. More generally, for

A=(abcd),pA(t)=t2−(a+d)t+(ad−bc).A=\begin{pmatrix}a&b\\c&d\end{pmatrix}, \qquad p_A(t)=t^2-(a+d)t+(ad-bc).

(math.mit.edu)

For an upper or lower triangular matrix, the determinant is the product of diagonal entries, yielding

pA(t)=∏j=1n(t−ajj).p_A(t)=\prod_{j=1}^{n}(t-a_{jj}).

Its eigenvalues are therefore its diagonal entries, including repetitions. (math.mit.edu)

Similarity and diagonalization

Similar matrices have the same characteristic polynomial. If B=S−1ASB=S^{-1}AS, then

tIn−B=S−1(tIn−A)S,tI_n-B=S^{-1}(tI_n-A)S,

and multiplicativity of determinants gives pB(t)=pA(t)p_B(t)=p_A(t). This explains the polynomial’s independence from coordinate choices. However, equality of characteristic polynomials does not imply similarity. (textbooks.math.gatech.edu)

For example, I2I_2 and

J=(1101)J=\begin{pmatrix}1&1\\0&1\end{pmatrix}

both have characteristic polynomial (t−1)2(t-1)^2, but they are not similar. The first is diagonal, whereas the second has only a one-dimensional eigenspace. More generally, diagonalizability requires a basis of eigenvectors. Having nn distinct eigenvalues in the coefficient field guarantees this; repeated eigenvalues require further examination. The characteristic polynomial alone does not describe all the information captured by Jordan normal form. (textbooks.math.gatech.edu)

Cayley–Hamilton theorem and minimal polynomial

The Cayley–Hamilton theorem states that every square matrix satisfies its own characteristic polynomial:

pA(A)=0.p_A(A)=0.

Here polynomial evaluation uses matrix powers and replaces the constant term cc with cIncI_n. Consequently, AnA^n is a linear combination of lower powers, and higher powers can be reduced recursively. (web.mit.edu)

The minimal polynomial mA(t)m_A(t) is the monic polynomial of least degree satisfying mA(A)=0m_A(A)=0. It divides pA(t)p_A(t), but need not equal it: for InI_n, the minimal polynomial is t−1t-1, whereas the characteristic polynomial is (t−1)n(t-1)^n. The minimal polynomial therefore identifies a potentially shorter polynomial relation obeyed by the matrix. (ucl.ac.uk)

Computation

The determinant formula provides a direct exact calculation, particularly convenient for small or triangular matrices. Numerical eigenvalue software, however, can work directly with matrix transformations rather than explicitly expanding the characteristic polynomial. In numerical linear algebra, the QR algorithm is used to obtain a Schur form, from which eigenvalues are extracted. LAPACK’s nonsymmetric eigenproblem algorithms are normwise backward stable: their computed results correspond to slightly perturbed input matrices, although individual eigenvalues can remain sensitive to perturbations. (netlib.org)