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For an invertible matrix over a field, Cayley-Hamilton makes every matrix-power entry and trace sequence linearly recurrent

Statement

Let K be a field, let n≥1, and let A∈Mn(K) be invertible. Write

χA(t)=tn+b1tn−1+⋯+bn.

Then bn≠0, and for every pair u,v<n the sequence m↦(Am)uv, as well as the sequence m↦tr⁡(Am), satisfies from m=0 the order-n recurrence

sm+n+b1sm+n−1+⋯+bnsm=0.

Facts & Assumptions

Given: A field K, a positive size n, and an invertible matrix A∈Mn(K) with the displayed characteristic polynomial.

[L1]

Every finite-dimensional endomorphism satisfies its characteristic polynomial: χT(T)=0 (Cayley-Hamilton: every finite-dimensional endomorphism satisfies its characteristic polynomial, χT(T)=0).

[L3]

The operator characteristic polynomial is the characteristic polynomial of any representing matrix (The basis-independent characteristic polynomial χT of an endomorphism of a finite-dimensional space, including χT=1 in dimension zero).

[L5]

The trace of a field matrix is the finite sum of its diagonal entries (The trace tr⁡(A) as the sum of the diagonal entries).

[L6]

An invertible positive-sized matrix over a commutative ring has unit determinant (An invertible square matrix over a commutative ring has unit determinant).

Proof

technique · direct
1.1givenL1L2L3

Apply [L1] to the coordinate endomorphism [L2]. By [L3], its characteristic polynomial is χA, so the representing matrices satisfy An+b1An−1+⋯+bnI=0.

1.2L4L6algebra

By [L4], the constant coefficient is bn=det⁡(−A)=(−1)ndet⁡(A). The determinant is a unit by [L6], so bn≠0 in the field K and the relation has order n under the page's recurrence convention.

2.1step 1.1algebra

Multiplying the identity in step 1.1 by Am gives Am+n+b1Am+n−1+⋯+bnAm=0 for every m≥0.

3.1step 2.1L5algebra

Extracting the (u,v) entry from step 2.1 proves the displayed recurrence for every matrix-power entry; summing its diagonal entries and using [L5] proves the same recurrence for the trace sequence.

4.1step 3.1step 1.2∎

Steps 3.1 and 1.2 establish both families of order-n recurrences from m=0.

Depends on

Used by

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Sources