The Cayley-Hamilton theorem states that every square matrix satisfies its own characteristic polynomial. For a given matrix , the characteristic polynomial is defined as
where is the identity matrix and is a scalar. According to the theorem, if we substitute the matrix into its characteristic polynomial, we obtain
This means that if you compute the polynomial using the matrix in place of the variable , the result will be the zero matrix. The Cayley-Hamilton theorem has important implications in various fields, such as control theory and systems dynamics, where it is used to solve differential equations and analyze system stability.
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