Page 41 - Matrices theory and applications
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2. Square Matrices
                              24
                              In other words,
                                                                n
                                          det M =0 ⇐⇒ (∃X ∈ K ,X  =0,MX =0).
                              More generally, since MX = λX (λ ∈ K) can also be written (λI n −M)X =
                              0, one sees that det(λI n − M) is zero if and only if there exists a nonzero
                                        n
                              vector in K such that MX = λX. One then says that λ is an eigenvalue
                              of M in K,and that X is an eigenvector associated to λ. An eigenvector
                              is thus always a nonzero vector. The set of the eigenvalues of M in K is
                              called the spectrum of M and is denoted by Sp (M).
                                                                       K
                                Amatrix in M n (K) may have no eigenvalues in K, as the following
                              example demonstrates, with K = IR:

                                                            0  1
                                                                   .
                                                           −10
                              In order to understand in detail in the structure of a square matrix M ∈
                              M n (K), one is thus led to consider M as a matrix with entries in K.One
                              then writes Sp(M) instead of Sp (M), and one has Sp (M)= K ∩Sp(M),
                                                         K                   K
                              since the eigenvalues are characterized by det(λI n − M) = 0, and this
                              equality has the same meaning in K as in K when λ ∈ K.
                              2.5 The Characteristic Polynomial
                              The previous calculations show that the eigenvalues of M ∈ M n (K)are
                              the roots of the polynomial
                                                   P M (X):= det(XI n − M).

                              Let us observe in passing that if X is an indeterminate, then XI n − M ∈
                              M n (K(X)). Its determinant P M is thus well-defined, since K(X)is a
                              commutative integral domain with a unit element. One calls P M the charac-
                              teristic polynomial of M. Substituting 0 for X, one sees that the constant
                                                      n
                              term in P M is simply (−1) det M. Since the term corresponding to the
                              permutation σ = id in the computation of the determinant is of degree
                              n (it is     (X − m ii )) and since the products corresponding to the other
                                       i
                              permutations are of degree less than or equal to n − 2, one sees that P M is
                              of degree n,with
                                                       n

                                                 n              n−1            n
                                      P M (X)= X −       m ii  X    + ··· +(−1) det M.
                                                      i=1
                              The coefficient
                                                            n

                                                              m ii
                                                           i=1
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