Unit 8, lesson 38

Matrix Polynomials and the Minimal Polynomial

How to evaluate a polynomial at an operator, why some nonzero polynomial annihilates it, how division shows that the minimal polynomial divides every annihilating polynomial, and why its roots in the field are the eigenvalues.

  • Video 38
  • Polynomial Tools and Cyclic Structure

The 2×22 \times 2 identity matrix and the shear with rows (1,1)(1, 1) and (0,1)(0, 1) have the same characteristic polynomial (t−1)2(t - 1)^2, yet applying the identity a hundred times changes nothing, while the hundredth power of the shear has upper right entry 100100. Eigenvalues cannot tell the two apart, but polynomial equations can. Subtracting II from the identity gives the zero matrix, while for the shear AA the difference A−IA - I is nonzero and its square is the zero matrix. This lesson defines polynomials in an operator, shows that every operator on a finite-dimensional space satisfies a nonzero polynomial equation, and singles out the shortest one, the minimal polynomial, whose roots in the scalar field are exactly the eigenvalues. Throughout, F\mathbb{F} is R\mathbb{R} or C\mathbb{C}, VV is a nonzero finite-dimensional vector space over F\mathbb{F} with dim⁡V=n\dim V = n, the operator TT lies in Hom⁡(V,V)\operatorname{Hom}(V, V), II is the identity map or the identity matrix, and a tuple such as (1,1)(1, 1) stands for a column vector.

Key terms

Polynomial in an operator

Definition Write F[t]\mathbb{F}[t] for the polynomials in one variable tt with coefficients in F\mathbb{F}. Powers of TT are defined by T0=IT^0 = I and Tk+1=T∘TkT^{k+1} = T \circ T^k. For f(t)=a0+a1t+⋯+adtdf(t) = a_0 + a_1 t + \cdots + a_d t^d in F[t]\mathbb{F}[t], the polynomial ff evaluated at TT is the operator

f(T)=a0I+a1T+⋯+adTd.f(T) = a_0 I + a_1 T + \cdots + a_d T^d.

The same formula with I=InI = I_n defines f(A)f(A) for a square matrix A∈Fn×nA \in \mathbb{F}^{n \times n}. For all f,g∈F[t]f, g \in \mathbb{F}[t] and c∈Fc \in \mathbb{F}, evaluation obeys

(f+g)(T)=f(T)+g(T),(cf)(T)=c f(T),(fg)(T)=f(T) g(T).\begin{aligned} (f + g)(T) &= f(T) + g(T), \\[0.4em] (cf)(T) &= c\,f(T), \\[0.4em] (fg)(T) &= f(T)\,g(T). \end{aligned}

The product rule holds because TjTk=Tj+kT^j T^k = T^{j+k}, so expanding f(T) g(T)f(T)\,g(T) and collecting the terms with the same total exponent is the same bookkeeping as multiplying the scalar polynomials. Since fg=gffg = gf, any two polynomials in the same operator commute, f(T) g(T)=g(T) f(T)f(T)\,g(T) = g(T)\,f(T). If AA is the matrix of TT in a basis B\mathcal{B} of VV, then the matrix of f(T)f(T) in that basis is f(A)f(A). For an invertible S∈Fn×nS \in \mathbb{F}^{n \times n} the powers satisfy (S−1AS)k=S−1AkS(S^{-1}AS)^k = S^{-1}A^k S, hence f(S−1AS)=S−1f(A) Sf(S^{-1}AS) = S^{-1} f(A)\, S.

In plain words A polynomial in TT is a recipe made of repeated applications of TT, scaled and added. The constant term becomes a multiple of the identity, so every term is an operator on the same space. Two recipes built from the same operator can be applied in either order. This says nothing about two unrelated operators, which usually do not commute.

Example Let AA be the shear with rows (1,1)(1, 1) and (0,1)(0, 1) and let f(t)=t2−3t+2f(t) = t^2 - 3t + 2. The square A2A^2 has rows (1,2)(1, 2) and (0,1)(0, 1), so

f(A)=A2−3A+2I=[0−100].f(A) = A^2 - 3A + 2I = \begin{bmatrix} 0 & -1 \\ 0 & 0 \end{bmatrix}.

The factorization f(t)=(t−1)(t−2)f(t) = (t - 1)(t - 2) gives the same matrix through the product rule. With N=A−IN = A - I, which has rows (0,1)(0, 1) and (0,0)(0, 0) and satisfies N2=0N^2 = 0,

(A−I)(A−2I)=N(N−I)=N2−N=−N.\begin{aligned} (A - I)(A - 2I) &= N(N - I) \\[0.4em] &= N^2 - N = -N. \end{aligned}

Annihilating polynomial

Definition A polynomial f∈F[t]f \in \mathbb{F}[t] is an annihilating polynomial of TT, or annihilates TT, if f≠0f \ne 0 and f(T)f(T) is the zero operator, that is, f(T)v=0f(T)v = 0 for every v∈Vv \in V. Every operator on a finite-dimensional space has one. The space Hom⁡(V,V)\operatorname{Hom}(V, V) has dimension n2n^2, so the n2+1n^2 + 1 operators

I, T, T2, …, Tn2I, \ T, \ T^2, \ \dots, \ T^{n^2}

are linearly dependent. A nontrivial relation c0I+c1T+⋯+cn2Tn2=0c_0 I + c_1 T + \cdots + c_{n^2} T^{n^2} = 0 gives the nonzero polynomial f(t)=c0+c1t+⋯+cn2tn2f(t) = c_0 + c_1 t + \cdots + c_{n^2} t^{n^2} with f(T)=0f(T) = 0. Because V≠{0}V \ne \{0\}, a nonzero constant cc gives cI≠0cI \ne 0, so every annihilating polynomial has degree at least 11. If ff annihilates TT, so does gfgf for every nonzero g∈F[t]g \in \mathbb{F}[t], since (gf)(T)=g(T) f(T)=0(gf)(T) = g(T)\,f(T) = 0.

In plain words An annihilating polynomial is a polynomial equation that the operator satisfies. Finite dimension guarantees one, because the space of operators has no room for infinitely many independent powers.

Example For the shear AA the matrix N=A−IN = A - I satisfies N2=0N^2 = 0, so (t−1)2(t - 1)^2 annihilates AA. The polynomial t−1t - 1 does not, even though (A−I)e1=0(A - I)e_1 = 0, because (A−I)e2=e1≠0(A - I)e_2 = e_1 \ne 0. Killing one eigenvector is not enough. The whole operator has to become zero. The polynomial t2−3t+2t^2 - 3t + 2 from the previous example also fails, since it gives −N≠0-N \ne 0.

Polynomial division

Definition The division theorem says that for f,m∈F[t]f, m \in \mathbb{F}[t] with m≠0m \ne 0 there are unique q,r∈F[t]q, r \in \mathbb{F}[t] with

f=qm+rf = qm + r

and either r=0r = 0 or deg⁡r<deg⁡m\deg r < \deg m. For existence, as long as the current remainder has degree at least deg⁡m\deg m, subtract the multiple b tkmb\,t^k m that cancels its leading term, where kk is the difference of the degrees and bb the ratio of the leading coefficients. Each step lowers the degree, so the process stops. For uniqueness, suppose qm+r=q′m+r′qm + r = q'm + r' with both remainders as required. Then (q−q′)m=r′−r(q - q')m = r' - r. If q≠q′q \ne q', the left side has degree at least deg⁡m\deg m while the right side is zero or has smaller degree, which is impossible. So q=q′q = q' and then r=r′r = r'. The division is carried out with tt as a scalar variable, and only afterwards is the identity evaluated at TT, which the evaluation rules allow, giving f(T)=q(T) m(T)+r(T)f(T) = q(T)\,m(T) + r(T). Dividing by m(t)=t−cm(t) = t - c leaves the constant remainder f(c)f(c), so f(c)=0f(c) = 0 exactly when t−ct - c divides ff.

In plain words Long division works for polynomials as it does for whole numbers, with the degree playing the role of size. The remainder is always smaller than the divisor, and when m(T)=0m(T) = 0 it is the only part of ff that survives at TT.

Example Divide t4t^4 by t2+1t^2 + 1. Subtracting t2(t2+1)t^2(t^2 + 1) leaves −t2-t^2, and adding t2+1t^2 + 1 leaves 11. Hence

t4=(t2−1)(t2+1)+1.t^4 = (t^2 - 1)(t^2 + 1) + 1.

The quarter turn RR with rows (0,−1)(0, -1) and (1,0)(1, 0) satisfies R2+I=0R^2 + I = 0, so evaluating at RR gives R4=(R2−I)⋅0+I=IR^4 = (R^2 - I) \cdot 0 + I = I without multiplying any matrices.

Minimal polynomial

Definition The minimal polynomial μT\mu_T of TT is the monic annihilating polynomial of least degree, where monic means that the leading coefficient is 11. It exists, because annihilating polynomials exist and dividing one of least degree by its leading coefficient keeps it annihilating. It is unique. If two different monic annihilators had the least degree dd, their difference would be nonzero, of degree less than dd, and still annihilating, which contradicts the choice of dd. The divisibility theorem says that for every f∈F[t]f \in \mathbb{F}[t]

f(T)=0  ⟺  μT∣f.f(T) = 0 \iff \mu_T \mid f.

To prove it, divide f=q μT+rf = q\,\mu_T + r with r=0r = 0 or deg⁡r<deg⁡μT\deg r < \deg \mu_T. Evaluating at TT gives 0=q(T) μT(T)+r(T)=r(T)0 = q(T)\,\mu_T(T) + r(T) = r(T). A nonzero rr would be an annihilating polynomial of smaller degree than μT\mu_T, so r=0r = 0. Conversely, f=q μTf = q\,\mu_T gives f(T)=q(T) μT(T)=0f(T) = q(T)\,\mu_T(T) = 0. For a matrix A∈Fn×nA \in \mathbb{F}^{n \times n} the minimal polynomial μA\mu_A is defined the same way. Similar matrices have the same minimal polynomial, because f(S−1AS)=S−1f(A)Sf(S^{-1}AS) = S^{-1} f(A) S is zero exactly when f(A)f(A) is. Since the matrix of f(T)f(T) is f(A)f(A), the operator TT and every matrix AA of TT have the same annihilating polynomials, so μT=μA\mu_T = \mu_A.

In plain words The minimal polynomial is the shortest polynomial equation the whole operator satisfies, and every other one is a multiple of it. To evaluate any polynomial at TT, it is enough to evaluate its remainder after division by μT\mu_T.

Example For the 2×22 \times 2 identity, t−1t - 1 annihilates it and no constant does, so its minimal polynomial is t−1t - 1. For the shear AA, the polynomial (t−1)2(t - 1)^2 annihilates AA. A monic polynomial of degree one has the form t−ct - c, and it annihilates a matrix only when the matrix equals cIcI, which AA does not. So

μA(t)=(t−1)2.\mu_A(t) = (t - 1)^2.

Both matrices have characteristic polynomial (t−1)2(t - 1)^2, yet their minimal polynomials differ. The polynomial (t−1)2(t - 1)^2 annihilates the identity as well, so an annihilating polynomial with a repeated factor does not show that the minimal polynomial has one. The divisibility theorem also explains the earlier failure of t2−3t+2t^2 - 3t + 2, which is not a multiple of (t−1)2(t - 1)^2 and therefore cannot annihilate AA.

Roots of the minimal polynomial

Definition The roots theorem says that for every λ∈F\lambda \in \mathbb{F}, μT(λ)=0\mu_T(\lambda) = 0 if and only if λ\lambda is an eigenvalue of TT, that is, Tv=λvTv = \lambda v for some nonzero v∈Vv \in V. If Tv=λvTv = \lambda v with v≠0v \ne 0, then Tkv=λkvT^k v = \lambda^k v for every kk, and therefore every f∈F[t]f \in \mathbb{F}[t] satisfies

f(T) v=f(λ) v.f(T)\,v = f(\lambda)\,v.

With f=μTf = \mu_T the left side is 00, and v≠0v \ne 0 forces μT(λ)=0\mu_T(\lambda) = 0. Conversely, if μT(λ)=0\mu_T(\lambda) = 0, then μT(t)=(t−λ) q(t)\mu_T(t) = (t - \lambda)\,q(t) with qq monic of degree deg⁡μT−1\deg \mu_T - 1, and

0=μT(T)=(T−λI) q(T).0 = \mu_T(T) = (T - \lambda I)\,q(T).

If T−λIT - \lambda I were invertible, multiplying by its inverse would give q(T)=0q(T) = 0, contradicting the minimality of μT\mu_T. So T−λIT - \lambda I is not invertible, and on the finite-dimensional space VV this means its kernel contains a nonzero vector, an eigenvector for λ\lambda. Consequently the roots of μT\mu_T in F\mathbb{F} are exactly the roots of χT\chi_T in F\mathbb{F}, although their multiplicities may differ. Only roots in the stated field count.

In plain words The minimal polynomial has every eigenvalue as a root and no other roots in the field. On an eigenvector, a polynomial in TT acts as the same polynomial evaluated at the eigenvalue.

Example The quarter turn RR with rows (0,−1)(0, -1) and (1,0)(1, 0) satisfies R2=−IR^2 = -I, and it is not a scalar multiple of II, so μR(t)=t2+1\mu_R(t) = t^2 + 1. Over R\mathbb{R} this polynomial has no roots, and indeed no nonzero real vector is turned into a multiple of itself. Over C\mathbb{C} the roots are ii and −i-i, and they are eigenvalues of the complex matrix, since

R[1−i]=[i1]=i[1−i],R[1i]=[−i1]=−i[1i].\begin{aligned} R \begin{bmatrix} 1 \\ -i \end{bmatrix} &= \begin{bmatrix} i \\ 1 \end{bmatrix} = i \begin{bmatrix} 1 \\ -i \end{bmatrix}, \\[0.4em] R \begin{bmatrix} 1 \\ i \end{bmatrix} &= \begin{bmatrix} -i \\ 1 \end{bmatrix} = -i \begin{bmatrix} 1 \\ i \end{bmatrix}. \end{aligned}

Check yourself

  1. Let AA be the matrix with rows (1,1)(1, 1) and (0,2)(0, 2). The vector e1e_1 satisfies (A−I)e1=0(A - I)e_1 = 0. Is t−1t - 1 an annihilating polynomial of AA? Find μA\mu_A.
Show the answer

No. The matrix A−IA - I has rows (0,1)(0, 1) and (0,1)(0, 1), so (A−I)e2=(1,1)≠0(A - I)e_2 = (1, 1) \ne 0 and A−IA - I is not the zero matrix. Since AA is not a scalar multiple of II, no monic polynomial of degree one annihilates it. The matrix is triangular with eigenvalues 11 and 22, and both must be roots of μA\mu_A. The product (t−1)(t−2)=t2−3t+2(t - 1)(t - 2) = t^2 - 3t + 2 does annihilate AA, because

(A−I)(A−2I)=[0101][−1100]=0.\begin{aligned} &(A - I)(A - 2I) \\[0.4em] &\quad = \begin{bmatrix} 0 & 1 \\ 0 & 1 \end{bmatrix} \begin{bmatrix} -1 & 1 \\ 0 & 0 \end{bmatrix} = 0. \end{aligned}

So μA(t)=t2−3t+2\mu_A(t) = t^2 - 3t + 2. A polynomial that kills one eigenvector is not thereby an annihilator.

  1. Let BB be the diagonal matrix with diagonal entries 3,3,−13, 3, -1. Find μB\mu_B and χB\chi_B, and use polynomial division to write B3B^3 as a combination of BB and II.
Show the answer

A polynomial acts on a diagonal matrix entry by entry, so f(B)f(B) is diagonal with entries f(3),f(3),f(−1)f(3), f(3), f(-1). Thus f(B)=0f(B) = 0 exactly when f(3)=0f(3) = 0 and f(−1)=0f(-1) = 0. The monic polynomial of least degree with both roots is

μB(t)=(t−3)(t+1)=t2−2t−3,\mu_B(t) = (t - 3)(t + 1) = t^2 - 2t - 3,

while χB(t)=(t−3)2(t+1)\chi_B(t) = (t - 3)^2(t + 1). The repeated entry 33 appears twice in χB\chi_B but only once in μB\mu_B. Dividing t3t^3 by μB\mu_B, first subtract t μBt\,\mu_B to leave 2t2+3t2t^2 + 3t, then subtract 2μB2\mu_B to leave 7t+67t + 6. So

t3=(t+2)(t2−2t−3)+7t+6,t^3 = (t + 2)(t^2 - 2t - 3) + 7t + 6,

and evaluating at BB gives B3=7B+6IB^3 = 7B + 6I. The diagonal entries confirm it, since 7⋅3+6=27=337 \cdot 3 + 6 = 27 = 3^3 and 7⋅(−1)+6=−1=(−1)37 \cdot (-1) + 6 = -1 = (-1)^3.

  1. Suppose TT is invertible. Show that μT(0)≠0\mu_T(0) \ne 0 and that T−1T^{-1} is a polynomial in TT. Then find the inverse of the matrix AA from question 1 this way.
Show the answer

An invertible TT has trivial kernel, so 00 is not an eigenvalue, and by the roots theorem 00 is not a root of μT\mu_T. Write μT(t)=t g(t)+c0\mu_T(t) = t\,g(t) + c_0 with c0=μT(0)≠0c_0 = \mu_T(0) \ne 0. Evaluating at TT gives T g(T)=−c0IT\,g(T) = -c_0 I, and g(T)g(T) commutes with TT, so

T−1=−1c0 g(T).T^{-1} = -\frac{1}{c_0}\, g(T).

For the matrix AA of question 1, μA(t)=t(t−3)+2\mu_A(t) = t(t - 3) + 2, so g(t)=t−3g(t) = t - 3 and c0=2c_0 = 2. Hence

A−1=−12(A−3I)=[1−12012],A^{-1} = -\frac{1}{2}(A - 3I) = \begin{bmatrix} 1 & -\tfrac{1}{2} \\ 0 & \tfrac{1}{2} \end{bmatrix},

and multiplying by AA gives II.

How this lesson connects

It also uses roots and factors of polynomials in one variable.