The characteristic polynomial is
To prove triangularizability, use induction on . The result is immediate for . Over , has a root , so has an eigenvector . Extend it to a basis. In this basis,
By induction, a change among the remaining basis vectors makes upper triangular. Thus the triangularization over an algebraically closed field gives
The minimal polynomial is the monic polynomial of least degree satisfying . To establish existence without quoting the Cayley-Hamilton theorem, let be an upper-triangular matrix similar to , with diagonal entries , and put
Then
The factors commute, so applying all of them successively lowers the invariant flag to zero:
Similarity gives the same polynomial identity for . Hence a nonzero monic annihilating polynomial of degree exists, and a least-degree one exists.
If and were two monic annihilating polynomials of the same least degree, then would be an annihilating polynomial of smaller degree unless it were zero. Thus the minimal polynomial is unique, and the minimal polynomial bound from a triangular invariant flag gives
Integer row and column operations give
Thus the Smith normal form is
The two relation vectors are the columns of the displayed matrix, so its cokernel is the presented module. Consequently
The Smith normal form of an integer matrix is a diagonal matrix
for which
with and . It exists and is unique.
The structure theorem for finitely generated modules over a principal ideal domain, specialized to , says that every finitely generated abelian group has a unique invariant-factor decomposition
Equivalently, its finite part is a direct sum of cyclic groups of prime-power order.
The Jordan normal form theorem says that every complex square matrix is similar to a direct sum of Jordan blocks, uniquely up to their order. For an eigenvalue , if its blocks have sizes , then its algebraic multiplicity and geometric multiplicity are
and its contribution to the minimal polynomial is . Thus
where is the largest -block size.
For the given matrix,
Moreover,
Hence
The eigenvalue therefore has one Jordan block of size two, so
With states ordered as and rows representing the current state, the Markov chain has transition matrix
Two matrices are equivalent when for invertible matrices and of the appropriate sizes. A change of basis in the codomain multiplies a matrix on the left, while a change of basis in the domain multiplies it on the right. Hence two matrices of the same linear map in two pairs of bases are equivalent.
Conversely, start with the map having matrix in the standard bases. Given , choose domain and codomain bases whose change-of-coordinate matrices produce and ; then represents the same map in those bases. This proves the equivalence.
The column rank of is the dimension of the span of its columns, and its row rank is the dimension of the span of its rows. If represents , its column rank is . The transpose represents the dual map
so the row rank is .
If , then
whose dimension is : extend a basis of to one of and use the dual basis. Rank-nullity now gives . This proves the equality of row rank and column rank.
For , the independent vectors lie in the coordinate subspace supported on
which has dimension . Hence , and the stated form of Hall marriage theorem gives an injection with .
Let be the matrix whose th column is . Its column rank is . By equality of row and column rank, it has linearly independent rows. Let be their indices. The submatrix is invertible, so its columns are independent. Those columns are exactly the nonzero coordinates of , and therefore these truncated vectors are linearly independent.
Expanding gives a permutation for which
Thus . Finally, order the coordinates with first. The matrix whose columns are the together with the for is block triangular, with diagonal blocks and an identity matrix. Its determinant is nonzero. Consequently
is a basis of . This is the simultaneous basis exchange from a nonzero minor.
Let be the design matrix and write . The displayed estimate in row is
With
its standard error is
The -value and two-sided -value are
respectively.
The inverse first-fundamental-form matrix is
Thus vanishes exactly when
This is the minimal surface equation for a graph.
The Markov property at deterministic times gives
Thus is a discrete-time Markov chain with transition matrix
when the minimal chain is nonexplosive, .
For an irreducible chain, state is recurrent in continuous time exactly when
and it is recurrent for the skeleton exactly when . If , the event of staying at supplies
Integrating over each interval shows that the integral diverges exactly when the series does. Irreducibility then makes recurrence equivalent for the two chains. This is recurrence equivalence for a CTMC and its fixed-time skeleton.
On the finite state space, and
Therefore
The matrix semigroup satisfies . Integrating from to gives the backward integral equation
Let be the state-by-asset matrix of discounted gains and identify with its state vector. Fix . If , , and , then
belongs to . The assumption and passage to the limit imply for every nonnegative .
The finite-state superhedging alternative now gives with
This residual cannot vanish identically, since then every would have . Hence it is strictly positive in at least one state, which has positive physical probability. This is the required inequality.
For the Fibonacci transition matrix above,
where is the th Lucas number. It counts closed symbolic itineraries of length . Since is prime, the itineraries fixed by the seventh shift have least period either or . Hence the number of cyclic classes of primitive length-seven itineraries is
Distinct primitive cyclic itineraries give distinct cycles, so has at least four distinct -cycles. This is the fibonacci transition-graph cycle count.
Expanding the numerical propagation matrix,
Its difference from is
Therefore the one-step local truncation error is
and the method is first-order accurate globally.
The matrix exponential is the absolutely convergent series
Multiplying the two expansions gives
On the other hand,
Subtracting yields
This is the leading Lie-Trotter splitting commutator error.