(a) For an n×n matrix A define the characteristic polynomial χA and the characteristic equation.
The Cayley-Hamilton theorem states that every n×n matrix satisfies its own characteristic equation. Verify this in the case n=2.
(b) Define the adjugate matrix adj(A) of an n×n matrix A in terms of the minors of A. You may assume that
Aadj(A)=adj(A)A=det(A)I
where I is the n×n identity matrix. Show that if A and B are non-singular n×n matrices then
adj(AB)=adj(B)adj(A)
(c) Let M be an arbitrary n×n matrix. Explain why
(i) there is an α>0 such that M−tI is non-singular for 0<t<α;
(ii) the entries of adj(M−tI) are polynomials in t.
Using parts (i) and (ii), or otherwise, show that (∗) holds for all matrices A,B.
(d) The characteristic polynomial of the arbitrary n×n matrix A is
χA(z)=(−1)nzn+cn−1zn−1+⋯+c1z+c0
By considering adj (A−tI), or otherwise, show that
adj(A)=(−1)n−1An−1−cn−1An−2−⋯−c2A−c1I.
[You may assume the Cayley-Hamilton theorem.]