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converges for all eigenvalues of A. With the assumption that eigenvalues of A are
distinct, we must have
1
j a j < li i <
1
j a j
j a l i j <
1
or
for
i ¼
1, 2,
...
, n
(
3
:
169
)
Another example is the exponential matrix polynomial de
ned by
1
A 2
2
A 3
3
A k
k !
e A
¼ I þ A þ
! þ
! þ¼
(
:
)
3
170
k ¼ 0
3.11.3 C AYLEY - H AMILTON T HEOREM
THEOREM 3.3
Any n n square matrix satis
es its own characteristic polynomial, that is,
P ( A ) ¼
0
(
3
:
171
)
where P (l) ¼jl I A j
is the characteristic polynomial of matrix A.
Proof: We prove the theorem for a special case when matrix A has n distinct
eigenvalues. Let P(l) (l)
be the characteristic polynomial of A. Then P(l) (l)
is a polyno-
mial of degree n in
l
and is given by
n
n 1
n 2
P (l) ¼ l
þ a 1 l
þ a 2 l
þþa n 1 l þ a n
(
3
:
172
)
Then
X
n
P ( A ) ¼ A n
þ a 1 A n 1
þ a 2 A n 2
0 a i A n i
þþa n 1 A þ a n I ¼
(
3
:
173
)
i ¼
k M 1 , therefore,
Since A k
¼ M L
X
X
¼ M X
n
i ¼ 0 a i A n i
n
i ¼ 0 a i M L
n
i ¼ 0 a i L
n i M 1
n i M 1
P ( A ) ¼
¼
2
4
3
5
P (l 1 )
0
0
0
P (l 2 )
0
M 1
¼ M
(
:
)
3
174
.
.
.
.
. .
0
0
P (l n )
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