Use the characteristic polynomial convention , with the identity matrix. Put . Then
The required characteristic polynomial equation for this matrix is therefore
Using instead negates the cubic polynomial and leaves the eigenvalues unchanged.
Define the characteristic polynomial using , where is the identity matrix. Expanding the determinant along the first row gives
Thus the characteristic equation is
The convention changes the sign of this cubic polynomial but gives the same roots.
The factorization of the characteristic polynomial shows that is an eigenvalue. To find its normalized eigenvector, solve together with . The first two independent linear equations are
The first equation and normalization give . The second gives , while . Consequently,
All entries are positive and sum to one. This probability vector is the stationary distribution.
For , the entries of are the column sums of . Hence
so is an eigenvalue of , with eigenvector .
The determinant is unchanged by matrix transposition, so
Thus has a nontrivial null space, giving
The same argument with shows that a matrix and its transpose have the same characteristic polynomial. It does not say that they have the same eigenvectors: here .
The linear ordinary differential equation has differential operator . Put and use the product rule twice:
Substitution cancels the and terms, leaving . Two integrations give . Hence the general solution is
The two arbitrary constants account for the order of the differential equation; the factor in the particular term reflects the repeated root of the characteristic polynomial.
For , the triangular matrix formula gives the characteristic polynomial
The three eigenvalues are distinct, so part (d) already proves the existence of an eigenvector basis. Explicit choices, ordered by eigenvalues , are
Their column matrix has determinant one, and direct multiplication gives respectively one, three and two times the indicated vector.
For , expansion along the last row gives
Again the three eigenvalues are distinct. An explicit eigenvector basis, ordered by eigenvalues , is
Its column matrix has determinant . In particular, 's diagonal entries are not its eigenvalues: it is not a triangular matrix.
Finally , so every nonzero vector is an eigenvector with eigenvalue one. Choose the standard basis . These are linearly independent even though their eigenvalues coincide. Distinct eigenvalues are sufficient for an eigenvector basis, and are not necessary.
The initial values are and . The characteristic polynomial of the linear recurrence is
with roots and . Hence . The initial conditions give , , so , . Therefore
The characteristic polynomial of the homogeneous linear recurrence is , so its repeated-root solutions are . A constant particular solution is one. Thus . The initial conditions give and , hence
The factor is required by the repeated root of a polynomial; omitting it would lose one independent solution.
The characteristic polynomial is . Therefore . The initial values give and , yielding , . Hence
The two constants are fixed by the two initial conditions of this second-order linear recurrence.
The iteration matrix has eigenvalues : expanding its characteristic polynomial down the first column leaves the triangular two-by-two block with diagonal entries . The distinct eigenvalues ensure diagonalizability. Thus its spectral radius is .
The previous bound gives , so the Gauss-Seidel iteration converges for every initial guess under the stated diagonalization. Its limit is the exact solution . Since , a fixed matrix also sends this transformed error to zero; its operator norm can account for any amplification in the original coordinates.
The characteristic polynomial is
Thus the eigenvalues are 1 and 11. Corresponding eigenvectors are and . Their dot product is zero and each has Euclidean norm . Normalizing gives
The columns are orthonormal, so . The eigenvector equations give and hence , proving the claimed orthogonal diagonalization of a real symmetric matrix.
The characteristic polynomial is . Its distinct eigenvalues are and . For either eigenvalue , the vector is an eigenvector, since .
Choose
The determinant of is , so
Its columns being eigenvectors gives , and left multiplication by proves .
The characteristic polynomial is
Its two distinct real roots are the eigenvalues
Their product is , so . Equivalently, implies . The positive eigenvalue is the golden ratio.
The decomposition into and the zero-sum vector subspace gives characteristic polynomial . For , has algebraic multiplicity and geometric multiplicity one; zero has both multiplicities . At , only the eigenvalue 1 occurs, with both multiplicities one. Referring to a multiplicity zero for the absent root zero is merely a bookkeeping convention, not an assertion that it is an eigenvalue.
The interior grid is , with fixed-end displacements . Hence
Use the monic characteristic polynomial convention , where is the identity matrix. Expansion of the determinant along the first row gives
The eigenvalues are the roots of a polynomial . With the alternative determinant convention , the characteristic polynomial is because the matrix has odd size; its roots of a polynomial are unchanged.
By polynomial division, write with . Because is a monic polynomial, this division works even over a commutative ring. Evaluating at makes the multiple of vanish, leaving . This explains the reduction in two-coefficient reduction of matrix powers without multiplying out every intermediate matrix.
Over a field, the minimal polynomial divides and gives the strongest such universal reduction: use the polynomial remainder modulo instead. For the scalar matrix , the characteristic polynomial is , while the minimal polynomial is only . Every matrix power is then a scalar multiple of .
For a nonzero positive-weight eigenform at a good prime, the two oldforms are independent. At level multiplied by , the Hecke operator is the bad-prime operator, with matrix . Distinct roots of its characteristic polynomial give eigenforms and . Weight-zero constants are an exception to the independence assertion.
Principal minor Created 2026-10-05 Updated 2026-10-14
A principal minor is the determinant of a square submatrix selected using the same index set for rows and columns. For a three-by-three matrix, the coefficient of in its monic characteristic polynomial is the sum of its three principal minors of order two.