Let $A$ be a matrix with no repeated eigenvalues: $\lambda_{1}, \lambda_{2}, \ldots, \lambda_{n}.$ Let $p(x)$ and $r(x)$ be two polynomials satisfying $$p(\lambda_{i})=r(\lambda_{i}) \text{ for } i = 1, 2, \ldots, n.$$ Show that $p(A)=r(A).$
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Hint: What are some of the roots of $p-r$? The Cayley-Hamilton theorem will also be useful. |
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You need to show that $p(A) = r(A)$ or $$p(A) - r(A) = 0.$$ In other words, the eigenvalues of $A$ are roots of $p(x) - r(x).$ What are the values of $p(x) - r(x)$ at $x = \lambda_i,$ for $i = 1, 2, \ldots, n$? |
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Note that $p(A)$ and $q(A)$ are two matrices which have the same set of eigenvectors as $A$ (say $\{v_{i}\}$) and eigenvalues ($\{p(\lambda_{i})\}$ and $\{q(\lambda_{i})\}$ respectively). As both of them have $N$ linearly independent eignevectors (follows as $A$ has N distinct eigenvalues), they admit a spectral decomposition as $$ p(A) = \sum_{i=0}^{N-1}{p(\lambda_{i})v_{i}v_{i}^{H}} \\ q(A) = \sum_{i=0}^{N-1}{q(\lambda_{i})v_{i}v_{i}^{H}} $$ It is therefore easy to see that they are equal. |
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