Step 1: Use the fact that \( \sqrt{2} + i \) is a root of the characteristic polynomial.
Let \( \lambda = \sqrt{2} + i \) be an eigenvalue of \( P \). The characteristic polynomial of \( P \) will have \( \lambda \) as a root, and its conjugate \( \bar{\lambda} = \sqrt{2} - i \) will also be a root due to the rational entries of the matrix \( P \). The characteristic polynomial must therefore be of the form:
\[
(\lambda - (\sqrt{2} + i)) (\lambda - (\sqrt{2} - i)).
\]
Step 2: Expand the characteristic polynomial.
Expanding this product gives:
\[
(\lambda - (\sqrt{2} + i)) (\lambda - (\sqrt{2} - i)) = (\lambda^2 - 2\sqrt{2} \lambda + 9).
\]
Step 3: Relate this to \( P^2 \) and \( P^4 \).
Since \( \lambda \) is an eigenvalue of \( P \), we substitute \( P \) for \( \lambda \) in the characteristic polynomial. We now know that \( P^2 - 2\sqrt{2}P + 9I = 0 \). Squaring both sides of the equation, we get:
\[
P^4 = 4P^2 + 9I.
\]
Step 4: Conclusion.
Thus, the correct answer is \( \boxed{(A)} \).