Theorem
Eigenvalues are the roots of the Characteristic Polynomial
Let:
- π΄ be an πβ¨―π matrix
- π(π) = πππ‘ππππππππ‘(π΄ - ππΌ) be its characteristic polynomial
Then a number π0 is an eigenvalue of π΄ β π(π0) = 0
Proof
By the invertible matrix theorem, the matrix equation (π΄ - ππΌ)π₯ = 0 has a non-trivial solution if and only if πππ‘ππππππππ‘(π΄ - ππΌ) = 0. Therefore:
- π0 is an eigenvalue of π΄ β π΄π₯ = π0π₯ has a non-trivial solution
- π0 is an eigenvalue of π΄ β (π΄ - π0πΌ)π₯ = 0 has a non-trivial solution
- π0 is an eigenvalue of π΄ β (π΄ - π0πΌ) is not invertible
- π0 is an eigenvalue of π΄ β πππ‘ππππππππ‘(π΄ - π0πΌ) = 0
- π0 is an eigenvalue of π΄ β π(π0) = 0