This implies that
, where
. If A has n distinct
eigenvalues
, the coefficients
can be found by solving the system of
equations
.
A quick method that finds a characteristic polynomial due to K... is to solve the
system of linear equations for the coefficients: pick a vector
at random and
solve
for
the equations
. If the resulting matrix is singular,
re-sample
until a non-singular matrix is found.