Samuelson's formula is a recurrence relation for the characteristic polynomial of a square matrix that uses only addition, subtraction, and multiplication. It applies to matrices over any commutative ring with a multiplicative identity (Abdeljaoued 1997, p. 25).
Write an matrix in block matrix form
as
|
(1)
|
where ,
is a row vector, and
is a column vector. Define
|
(2)
|
where
is the identity matrix and
. Expansion by cofactors
gives
|
(3)
|
where
denotes the adjugate matrix. Expressing this adjugate matrix in terms of the coefficients
of
yields Samuelson's formula
|
(4)
|
Starting with ,
successive leading submatrices give the characteristic
polynomial of the full matrix without division by
integers. This avoids the divisions by
that occur in recurrences based on the matrix
trace.