Tool to calculate the characteristic polynomial of a matrix. The characteristic polynomial of a matrix M is computed as the determinant of (X.I-M).

Characteristic Polynomial of a Matrix - dCode

Tag(s) : Mathematics,Algebra,Symbolic Computation

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Tool to calculate the characteristic polynomial of a matrix. The characteristic polynomial of a matrix M is computed as the determinant of (X.I-M).

Consider \( M \) a square matrix of size \( n \), the characteristic polynomial \( P \) of the matrix \( M \) is the polynomial defined by $$ P(M) = \det( X.I_n - M ) $$ with \( I_n \) the identity matrix of size \( n \).

$$ M=\begin{pmatrix} 1 & 2 \\ 3 & 4 \end{pmatrix} \Rightarrow X.I_n - M = \begin{pmatrix} x-1 & -2 \\ -3 & x-4 \end{pmatrix} \Rightarrow \det(X.I_n - M) = (x-1)(x-4)-((-2)\times(-3)) = x^2-5x-2 $$

If \( M \) is a diagonal matrix with \( \lambda_1, \lambda_2, \ldots, \lambda_n \) as diagonal elements, then $$ P(M) = \det( X.I_n - M ) = (X-\lambda_1)(X-\lambda_2)\ldots(X-\lambda _n) $$

The calculation of the characteristic polynomial of a square matrix of order 2 can be written using the trace of the matrix M : $$ P(M) = \det( X.I_2 - M ) = X^2 - \operatorname{Tr}(M)X+ \det(M) $$

For a 3x3 matrix M the characteristic polynomial may be written using the trace of the adjugate matrix M: $$ P(M) = \det( X.I_2 - M ) = X^3 - \rm{Tr}(M)X^2 + \rm{Tr}( \rm{com}(M))X - \det(M) $$

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