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Samuelson's Formula


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 (r+1)×(r+1) matrix in block matrix form as

 A_(r+1)=[A_r S_r; R_r a],
(1)

where r>=1, R_r is a row vector, and S_r is a column vector. Define

 P_r(x)=det(A_r-xI_r)=sum_(j=0)^rp_jx^(r-j),
(2)

where I_r is the identity matrix and p_0=(-1)^r. Expansion by cofactors gives

 P_(r+1)(x)=(a-x)P_r(x)-R_radj(A_r-xI_r)S_r,
(3)

where adj denotes the adjugate matrix. Expressing this adjugate matrix in terms of the coefficients of P_r yields Samuelson's formula

 P_(r+1)(x)=(a-x)P_r(x)+sum_(k=1)^r(sum_(j=0)^(k-1)p_jR_rA_r^(k-1-j)S_r)x^(r-k).
(4)

Starting with P_1(x)=a_(11)-x, successive leading submatrices give the characteristic polynomial of the full matrix without division by integers. This avoids the divisions by k that occur in recurrences based on the matrix trace.


See also

Adjugate Matrix, Block Matrix, Characteristic Polynomial, Commutative Ring, Determinant

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References

Abdeljaoued, J. "The Berkowitz Algorithm, Maple and Computing the Characteristic Polynomial in an Arbitrary Commutative Ring." MapleTech 4, 21-32, 1997. https://www.cecm.sfu.ca/CAG/code/Vol4No3/pp21-32.pdf.Samuelson, P. A. "A Method of Determining Explicitly the Coefficients of the Characteristic Equation." Ann. Math. Statist. 13, 424-429, 1942. https://doi.org/10.1214/aoms/1177731540.

Cite this as:

Weisstein, Eric W. "Samuelson's Formula." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/SamuelsonsFormula.html

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