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The coefficients of the characteristic polynomial are expressed as $$ \chi_A(\lambda) = \lambda^n + D_1\lambda^{n-1} + \dots + D_n $$ Prove that $\operatorname{Tr} (A^m) = \sum_{i} \lambda^m_i$, where $\lambda_i$ are the eigenvalues of $A$ (a matrix) and from this prove the recurrent formula $$ m D_m + D_{m-1} \operatorname{Tr} (A) + D_{m-2} \operatorname{Tr} (A^2) + \dots + \operatorname{Tr} (A^m) = 0$$


My solution: Every diagonalisable matrix $A$ can be expressed as the product od the similar diagonal matrix $D$ with the eigenvalues on its diagonal and the bases containing the eigenvectors. Traces of those matrixes are same: $\operatorname{Tr}(A) = \operatorname{Tr} (D) = \sum_{i=1}^n a_{ii} = \sum_{i=i}^n \lambda_i$, so the same follows for $\operatorname{Tr} (A^m) = \operatorname{Tr} (D^m) = \sum_{i=i}^n \lambda^m_i$, for $1\le m \le n$.

I think I would prove that reccurent formula with Viet's relation, not sure how. Is there any proof of $\operatorname{Tr}(A) = \operatorname{Tr}(D)$?

Leif
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2 Answers2

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If you want to prove the recurrence formula, you would rather applies the Hamilton theorem which says that every matrix satisfies its own characteristic equation. As such, in the characteristic equation, substitute $\lambda$ by $A$. and then apply the equality on the trace operator given that: the trace of the sum of matrices is equal to sum of traces of each matrix.

Best

Hmath
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If you are willing to use a little topology, it is sufficient to consider only the diagonalizable case. More specifically, diagonalizable matrices are dense in the the set of all complex matrices, and the trace operator is continuous (as are polynomials), so if the result holds for diagonalizable $A$ then it holds for all $A$.

In the diagonalizable case, $$ A = PDP^{-1} $$ for invertible $P$ and where $D_{ij} = \lambda_{i} \delta_{ij}$. Therefore \begin{align*} tr(A^{n}) &= tr(PD^{n}P^{-1}) \\ &= tr(PP^{-1}D^{n}) \\ &= tr(D^{n}) \\ &= \sum \lambda_{i}^{m} \end{align*}

This approach also suffices to prove the Cayley-Hamilton Theorem, showing it holds for diagonalizable matrices and then using density. As Darij pointed out, the second claim is related to the trace version of Cayley-Hamilton, so it should work the same. Alternatively, you could just work directly from the result about $tr(A^{n})$, and note that $$ mD_{m} + D_{m-1}tr(A) + \dots + tr(A^{m}) = \sum_{i} \left( D_{m} + D_{m-1}\lambda_{i} + \dots + \lambda_{i}^{m} \right) $$ so you just need to prove that $$ \left( D_{m} + D_{m-1}\lambda_{i} + \dots + \lambda_{i}^{m} \right) = 0 $$ for each $\lambda_{i}$.