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Powers of matrices

   The Cayley - Hamilton theorem asserts that each tex2html_wrap_inline550 matrix A satisfies the polynomial equation tex2html_wrap_inline554 , where tex2html_wrap_inline556 is the characteristic polynomial of degree d.

This implies that tex2html_wrap_inline560 , where tex2html_wrap_inline562 . If A has n distinct eigenvalues tex2html_wrap_inline568 , the coefficients tex2html_wrap_inline570 can be found by solving the system of equations tex2html_wrap_inline572 .

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 tex2html_wrap_inline574 at random and solvegif for tex2html_wrap_inline576 the equations tex2html_wrap_inline578 . If the resulting matrix is singular, re-sample tex2html_wrap_inline580 until a non-singular matrix is found.



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