This blog has been created by Sonia Agüera Artero as an integrated project for Biomedical Engineering at the Polithechnic School of the "Universidad Europea de Madrid", Academic Year 2013/2014.

jueves, 8 de mayo de 2014

Characteristic polynomial

Every square matrix is associated with a characteristic polynomial. This polynomial encodes several important properties of the matrix, most notably its eigenvalues, its determinant and its trace.
Given a square matrix A, we want to find a polynomial whose zeros are the eigenvalues of A. For a diagonal matrix A, the characteristic polynomial is easy to define: if the diagonal entries are a1, a2, a3, etc. then the characteristic polynomial will be: (t-a1)(t-a2)(t-a3)…

This works because the diagonal entries are also the eigenvalues of this matrix.
For a general matrix A, one can proceed as follows. A scalar λ is an eigenvalue of A if and only if there is an eigenvector v ≠ 0 such that:
or
(where I is the identity matrix). Since v is non-zero, this means that the matrix λ I − A is singular (non-invertible), which in turn means that its determinant is 0. Thus the roots of the function det (λ I − A) are the eigenvalues of A, and it is clear that this determinant is a polynomial in λ.


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