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Equations whose unknown is a matrix, such as, for instance, algebraic Riccati equations $XAX+XB+CX+D=0$ or matrix differential equations (e.g. $\dot X(t)=AX(t)$. This tag is *not* meant for general systems of linear equations $Ax=b$.

14 votes

Cayley-Hamilton revisited

Am I missing something or is Ilya Bogdanov's elimination of $A_0$ trick more or less a proof in itself? Assume that $f\left(B\right) = 0_n$. Then, $0_n = f\left(B\right) = A_kB^k + A_{k-1}B^{k-1} + . …
darij grinberg's user avatar