Determinant
In mathematics, the determinant is a scalar-valued function of the entries of a square matrix. The determinant of a matrix A is commonly denoted det(A), det A, or |A|. Its value characterizes some properties of the matrix and the linear map represented, on a given basis, by the matrix. In particular, the determinant is nonzero if and only if the matrix is invertible and the corresponding linear map is an isomorphism. However, if the determinant is zero, the matrix is referred to as singular, meaning it does not have an inverse.
The determinant is completely determined by the two following properties: the determinant of a product of matrices is the product of their determinants, and the determinant of a triangular matrix is the product of its diagonal entries.
The determinant of a 2 × 2 matrix is
- Failed to parse (Conversion error. Server ("https://wikimedia.org/api/rest_") reported: "Cannot get mml. Server problem."): {\displaystyle {\begin{vmatrix}a&b\\c&d\end{vmatrix}}=ad-bc,}
and the determinant of a 3 × 3 matrix is
- Failed to parse (Conversion error. Server ("https://wikimedia.org/api/rest_") reported: "Cannot get mml. Server problem."): {\displaystyle {\begin{vmatrix}a&b&c\\d&e&f\\g&h&i\end{vmatrix}}=aei+bfg+cdh-ceg-bdi-afh.}
The determinant of an n × n matrix can be defined in several equivalent ways, the most common being the Leibniz formula, which expresses the determinant as a sum of (the factorial of n) signed products of matrix entries. It can be computed by the Laplace expansion, which expresses the determinant as a linear combination of determinants of submatrices, or with Gaussian elimination, which allows computing a row echelon form with the same determinant, equal to the product of the diagonal entries of the row echelon form.
Determinants can also be defined by some of their properties. Namely, the determinant is the unique function defined on the n × n matrices that has the four following properties:
- The determinant of the identity matrix is 1.
- The exchange of two rows multiplies the determinant by −1.
- Multiplying a row by a number multiplies the determinant by this number.
- Adding a multiple of one row to another row does not change the determinant.
The above properties relating to rows (properties 2–4) may be replaced by the corresponding statements with respect to columns.
The determinant is invariant under matrix similarity. This implies that, given a linear endomorphism of a finite-dimensional vector space, the determinant of the matrix that represents it on a basis does not depend on the chosen basis. This allows defining the determinant of a linear endomorphism, which does not depend on the choice of a coordinate system.
Determinants occur throughout mathematics. For example, a matrix is often used to represent the coefficients in a system of linear equations, and determinants can be used to solve these equations (Cramer's rule), although other methods of solution are computationally much more efficient. Determinants are used for defining the characteristic polynomial of a square matrix, whose roots are the eigenvalues. In geometry, the signed n-dimensional volume of a n-dimensional parallelepiped is expressed by a determinant, and the determinant of a linear endomorphism determines how the orientation and the n-dimensional volume are transformed under the endomorphism. This is used in calculus with exterior differential forms and the Jacobian determinant, in particular for changes of variables in multiple integrals.
Two by two matrices
[edit | edit source]The determinant of a 2 × 2 matrix Failed to parse (Conversion error. Server ("https://wikimedia.org/api/rest_") reported: "Cannot get mml. Server problem."): {\displaystyle {\begin{pmatrix}a&b\\c&d\end{pmatrix}}} is denoted either by "det" or by vertical bars around the matrix, and is defined as
For example,
First properties
[edit | edit source]The determinant has several key properties that can be proved by direct evaluation of the definition for Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 2 \times 2} -matrices, and that continue to hold for determinants of larger matrices. They are as follows:[1] first, the determinant of the identity matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{pmatrix}1 & 0 \\ 0 & 1 \end{pmatrix}} is 1. Second, the determinant is zero if two rows are the same:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{vmatrix} a & b \\ a & b \end{vmatrix} = ab - ba = 0.}
This holds similarly if the two columns are the same. Moreover,
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{vmatrix}a & b + b' \\ c & d + d' \end{vmatrix} = a(d+d')-(b+b')c = \begin{vmatrix}a & b\\ c & d \end{vmatrix} + \begin{vmatrix}a & b' \\ c & d' \end{vmatrix}.}
Finally, if any column is multiplied by some number Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle r} (i.e., all entries in that column are multiplied by that number), the determinant is also multiplied by that number:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{vmatrix} r \cdot a & b \\ r \cdot c & d \end{vmatrix} = rad - brc = r(ad-bc) = r \cdot \begin{vmatrix} a & b \\c & d \end{vmatrix}.}
Geometric meaning
[edit | edit source]If the matrix entries are real numbers, the matrix A represents the linear map that maps the basis vectors to the columns of A. The images of the basis vectors form a parallelogram that represents the image of the unit square under the mapping. The parallelogram defined by the columns of the above matrix is the one with vertices at (0, 0), (a, c), (a + b, c + d), and (b, d), as shown in the accompanying diagram.
The absolute value of ad − bc is the area of the parallelogram, and thus represents the scale factor by which areas are transformed by A.
The absolute value of the determinant together with the sign becomes the signed area of the parallelogram. The signed area is the same as the usual area, except that it is negative when the angle from the first to the second vector defining the parallelogram turns in a clockwise direction (which is opposite to the direction one would get for the identity matrix).
To show that ad − bc is the signed area, one may consider a matrix containing two vectors u ≡ (a, c) and v ≡ (b, d) representing the parallelogram's sides. The signed area can be expressed as |u| |v| sin θ for the angle θ between the vectors, which is simply base times height, the length of one vector times the perpendicular component of the other. Due to the sine this already is the signed area, yet it may be expressed more conveniently using the cosine of the complementary angle to a perpendicular vector, e.g. u⊥ = (−c, a), so that |u⊥| |v| cos θ′ becomes the signed area in question, which can be determined by the pattern of the scalar product to be equal to ad − bc according to the following equations:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \text{Signed area} = |\boldsymbol{u}|\,|\boldsymbol{v}|\,\sin\,\theta = \left|\boldsymbol{u}^\perp\right|\,\left|\boldsymbol{v}\right|\,\cos\,\theta' = \begin{pmatrix} -c \\ a \end{pmatrix} \cdot \begin{pmatrix} b \\ d \end{pmatrix} = ad - bc. }
Thus the determinant gives the area scale factor and the orientation induced by the mapping represented by A. When the determinant is equal to one, the linear mapping defined by the matrix preserves area and orientation.
If an n × n real matrix A is written in terms of its column vectors Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A = \left[\begin{array}{c|c|c|c} \mathbf{a}_1 & \mathbf{a}_2 & \cdots & \mathbf{a}_n\end{array}\right]} , then
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A\begin{pmatrix}1 \\ 0\\ \vdots \\0\end{pmatrix} = \mathbf{a}_1, \quad A\begin{pmatrix}0 \\ 1\\ \vdots \\0\end{pmatrix} = \mathbf{a}_2, \quad \ldots, \quad A\begin{pmatrix}0 \\0 \\ \vdots \\1\end{pmatrix} = \mathbf{a}_n. }
This means that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} maps the unit n-cube to the n-dimensional parallelotope defined by the vectors Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{a}_1, \mathbf{a}_2, \ldots, \mathbf{a}_n,} the region Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P = \left\{c_1 \mathbf{a}_1 + \cdots + c_n\mathbf{a}_n \mid 0 \leq c_i\leq 1 \ \forall i\right\}} (Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\textstyle \forall} stands for "for all" as a logical symbol.)
The determinant gives the signed n-dimensional volume of this parallelotope, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A) = \pm \text{vol}(P),} and hence describes more generally the n-dimensional volume scale factor of the linear transformation produced by A.[2] (The sign shows whether the transformation preserves or reverses orientation.) In particular, if the determinant is zero, then this parallelotope has volume zero and is not fully n-dimensional, which indicates that the dimension of the image of A is less than n. This means that A produces a linear transformation which is neither onto nor one-to-one, and so is not invertible.
Definition
[edit | edit source]Let A be a square matrix with n rows and n columns, so that it can be written as
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A = \begin{bmatrix} a_{1,1} & a_{1,2} & \cdots & a_{1,n} \\ a_{2,1} & a_{2,2} & \cdots & a_{2,n} \\ \vdots & \vdots & \ddots & \vdots \\ a_{n,1} & a_{n,2} & \cdots & a_{n,n} \end{bmatrix}.}
The entries Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_{1,1}} etc. are, for many purposes, real or complex numbers. As discussed below, the determinant is also defined for matrices whose entries are in a commutative ring.
The determinant of A is denoted by det(A), or it can be denoted directly in terms of the matrix entries by writing enclosing bars instead of brackets:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{vmatrix} a_{1,1} & a_{1,2} & \cdots & a_{1,n} \\ a_{2,1} & a_{2,2} & \cdots & a_{2,n} \\ \vdots & \vdots & \ddots & \vdots \\ a_{n,1} & a_{n,2} & \cdots & a_{n,n} \end{vmatrix}.}
There are various equivalent ways to define the determinant of a square matrix A, i.e. one with the same number of rows and columns: the determinant can be defined via the Leibniz formula, an explicit formula involving sums of products of certain entries of the matrix. The determinant can also be characterized as the unique function depending on the entries of the matrix satisfying certain properties. This approach can also be used to compute determinants by simplifying the matrices in question.
Leibniz formula
[edit | edit source]3 × 3 matrices
[edit | edit source]The Leibniz formula for the determinant of a 3 × 3 matrix is the following:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{vmatrix}a&b&c\\d&e&f\\g&h&i\end{vmatrix} = aei + bfg + cdh - ceg - bdi - afh.\ }
In this expression, each term has one factor from each row, all in different columns, arranged in increasing row order. For example, bdi has b from the first row second column, d from the second row first column, and i from the third row third column. The signs are determined by how many transpositions of factors are necessary to arrange the factors in increasing order of their columns (given that the terms are arranged left-to-right in increasing row order): positive for an even number of transpositions and negative for an odd number. For the example of bdi, the single transposition of bd to db gives dbi, whose three factors are from the first, second and third columns respectively; this is an odd number of transpositions, so the term appears with negative sign.
The rule of Sarrus is a mnemonic for the expanded form of this determinant: the sum of the products of three diagonal north-west to south-east lines of matrix elements, minus the sum of the products of three diagonal south-west to north-east lines of elements, when the copies of the first two columns of the matrix are written beside it as in the illustration. This scheme for calculating the determinant of a 3 × 3 matrix does not carry over into higher dimensions.
n × n matrices
[edit | edit source]Generalizing the above to higher dimensions, the determinant of an Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n \times n} matrix is an expression involving permutations and their signatures. A permutation of the set Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \{1, 2, \dots, n \}} is a bijective function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sigma} from this set to itself, with values Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sigma(1), \sigma(2),\ldots,\sigma(n)} exhausting the entire set. The set of all such permutations, called the symmetric group, is commonly denoted Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S_n} . The signature Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sgn(\sigma)} of a permutation Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sigma} is Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle +1,} if the permutation can be obtained with an even number of transpositions (exchanges of two entries); otherwise, it is Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle -1.}
Given a matrix
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A=\begin{bmatrix} a_{1,1}\ldots a_{1,n}\\ \vdots\qquad\vdots\\ a_{n,1}\ldots a_{n,n} \end{bmatrix},}
the Leibniz formula for its determinant is, using sigma notation for the sum,
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A)=\begin{vmatrix} a_{1,1}\ldots a_{1,n}\\ \vdots\qquad\vdots\\ a_{n,1}\ldots a_{n,n} \end{vmatrix} = \sum_{\sigma \in S_n}\sgn(\sigma)a_{1,\sigma(1)}\cdots a_{n,\sigma(n)}.}
Using pi notation for the product, this can be shortened into
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A) = \sum_{\sigma \in S_n} \left( \sgn(\sigma) \prod_{i=1}^n a_{i,\sigma(i)}\right)} .
The Levi-Civita symbol Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \varepsilon_{i_1,\ldots,i_n}} is defined on the n-tuples of integers in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \{1,\ldots,n\}} as 0 if two of the integers are equal, and otherwise as the signature of the permutation defined by the n-tuple of integers. With the Levi-Civita symbol, the Leibniz formula becomes
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A) = \sum_{i_1,i_2,\ldots,i_n} \varepsilon_{i_1\cdots i_n} a_{1,i_1} \!\cdots a_{n,i_n},}
where the sum is taken over all n-tuples of integers in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \{1,\ldots,n\}.} [3][4]
Properties
[edit | edit source]Characterization of the determinant
[edit | edit source]The determinant can be characterized by the following three key properties. To state these, it is convenient to regard an Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n \times n} matrix A as being composed of its Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} columns, so denoted as
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A = \big ( a_1, \dots, a_n \big ),}
where the column vector Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_i} (for each i) is composed of the entries of the matrix in the i-th column.
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det\left(I\right) = 1} , where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I} is an identity matrix.
- The determinant is multilinear: if the jth column of a matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A}
is written as a linear combination Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_j = r \cdot v + w}
of two column vectors v and w and a number r, then the determinant of A is expressible as a similar linear combination:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align}|A| &= \big | a_1, \dots, a_{j-1}, r \cdot v + w, a_{j+1}, \dots, a_n | \\ &= r \cdot | a_1, \dots, v, \dots a_n | + | a_1, \dots, w, \dots, a_n | \end{align}}
- The determinant is alternating: whenever two columns of a matrix are identical, its determinant is 0:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle | a_1, \dots, v, \dots, v, \dots, a_n| = 0.}
If the determinant is defined using the Leibniz formula as above, these three properties can be proved by direct inspection of that formula. Some authors also approach the determinant directly using these three properties: it can be shown that there is exactly one function that assigns to any Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n \times n} matrix A a number that satisfies these three properties.[5] This also shows that this more abstract approach to the determinant yields the same definition as the one using the Leibniz formula.
To see this it suffices to expand the determinant by multi-linearity in the columns into a (huge) linear combination of determinants of matrices in which each column is a standard basis vector. These determinants are either 0 (if the columns are linearly dependent, by property 3) or else ±1 (by property 1 and 3 - the minus sign appears when the columns are permuted according to an odd permutation), so the linear combination gives the expression above in terms of the Levi-Civita symbol. While less technical in appearance, this characterization cannot entirely replace the Leibniz formula in defining the determinant, since without it the existence of an appropriate function is not clear.[citation needed]
Immediate consequences
[edit | edit source]These rules have several further consequences:
- The determinant is a homogeneous function, i.e., Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(cA) = c^n\det(A)} (for an Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n \times n} matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} ).
- Interchanging any pair of columns of a matrix multiplies its determinant by −1. This follows from the determinant being multilinear and alternating (properties 2 and 3 above): Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle |a_1, \dots, a_j, \dots a_i, \dots, a_n| = - |a_1, \dots, a_i, \dots, a_j, \dots, a_n|.} This formula can be applied iteratively when several columns are swapped. For example Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle |a_3, a_1, a_2, a_4 \dots, a_n| = - |a_1, a_3, a_2, a_4, \dots, a_n| = |a_1, a_2, a_3, a_4, \dots, a_n|.} Yet more generally, any permutation of the columns multiplies the determinant by the sign of the permutation.
- If some column can be expressed as a linear combination of the other columns (i.e. the columns of the matrix form a linearly dependent set), the determinant is 0. As a special case, this includes: if some column is such that all its entries are zero, then the determinant of that matrix is 0.
- Adding a scalar multiple of one column to another column does not change the value of the determinant. This is a consequence of multilinearity and being alternative: by multilinearity the determinant changes by a multiple of the determinant of a matrix with two equal columns, which determinant is 0, since the determinant is alternating.
- If Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} is a triangular matrix, i.e. Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_{ij}=0} , whenever Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i>j} or, alternatively, whenever Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i<j} , then its determinant equals the product of the diagonal entries: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A) = a_{11} a_{22} \cdots a_{nn} = \prod_{i=1}^n a_{ii}.} Indeed, such a matrix can be reduced, by appropriately adding multiples of the columns with fewer nonzero entries to those with more entries, to a diagonal matrix (without changing the determinant). For such a matrix, using the linearity in each column reduces to the identity matrix, in which case the stated formula holds by the very first characterizing property of determinants. Alternatively, this formula can also be deduced from the Leibniz formula, since the only permutation Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sigma} which gives a non-zero contribution is the identity permutation.
Example
[edit | edit source]These characterizing properties and their consequences listed above are both theoretically significant, but can also be used to compute determinants for concrete matrices. In fact, Gaussian elimination can be applied to bring any matrix into upper triangular form, and the steps in this algorithm affect the determinant in a controlled way. The following concrete example illustrates the computation of the determinant of the matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} using that method:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A = \begin{bmatrix} -2 & -1 & 2 \\ 2 & 1 & 4 \\ -3 & 3 & -1 \end{bmatrix}. }
| Matrix | Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle B = \begin{bmatrix} -3 & -1 & 2 \\ 3 & 1 & 4 \\ 0 & 3 & -1 \end{bmatrix} } |
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle C = \begin{bmatrix} -3 & 5 & 2 \\ 3 & 13 & 4 \\ 0 & 0 & -1 \end{bmatrix} } |
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle D = \begin{bmatrix} 5 & -3 & 2 \\ 13 & 3 & 4 \\ 0 & 0 & -1 \end{bmatrix} } |
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle E = \begin{bmatrix} 18 & -3 & 2 \\ 0 & 3 & 4 \\ 0 & 0 & -1 \end{bmatrix} } |
| Obtained by |
add the second column to the first |
add 3 times the third column to the second |
swap the first two columns |
add Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle -\frac{13} 3} times the second column to the first |
| Determinant | Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle |A| = |B|} |
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle |B| = |C|} |
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle |D| = -|C|} |
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle |E| = |D|} |
Combining these equalities gives Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle |A| = -|E| = -(18 \cdot 3 \cdot (-1)) = 54.}
Transpose
[edit | edit source]The determinant of the transpose of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} equals the determinant of A:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det\left(A^\textsf{T}\right) = \det(A)} .
This can be proven by inspecting the Leibniz formula.[6] This implies that in all the properties mentioned above, the word "column" can be replaced by "row" throughout. For example, viewing an n × n matrix as being composed of n rows, the determinant is an n-linear function.
Multiplicativity and matrix groups
[edit | edit source]The determinant is a multiplicative map, i.e., for square matrices Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle B} of equal size, the determinant of a matrix product equals the product of their determinants:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(AB) = \det (A) \det (B)}
This key fact can be proven by observing that, for a fixed matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle B} , both sides of the equation are alternating and multilinear as a function depending on the columns of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} . Moreover, they both take the value Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det B} when Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} is the identity matrix. The above-mentioned unique characterization of alternating multilinear maps therefore shows this claim.[7]
A matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} with entries in a field is invertible precisely if its determinant is nonzero. This follows from the multiplicativity of the determinant and the formula for the inverse involving the adjugate matrix mentioned below. In this event, the determinant of the inverse matrix is given by
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det\left(A^{-1}\right) = \frac{1}{\det(A)} = [\det(A)]^{-1}} .
In particular, products and inverses of matrices with non-zero determinant (respectively, determinant one) still have this property. Thus, the set of such matrices (of fixed size Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} over a field Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle K} ) forms a group known as the general linear group Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{GL}_n(K)} (respectively, a subgroup called the special linear group Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{SL}_n(K) \subset \operatorname{GL}_n(K)} . More generally, the word "special" indicates the subgroup of another matrix group of matrices of determinant one. Examples include the special orthogonal group (which if n is 2 or 3 consists of all rotation matrices), and the special unitary group.
Because the determinant respects multiplication and inverses, it is in fact a group homomorphism from Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{GL}_n(K)} into the multiplicative group Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle K^\times} of nonzero elements of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle K} . This homomorphism is surjective and its kernel is Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{SL}_n(K)} (the matrices with determinant one). Hence, by the first isomorphism theorem, this shows that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{SL}_n(K)} is a normal subgroup of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{GL}_n(K)} , and that the quotient group Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{GL}_n(K)/\operatorname{SL}_n(K)} is isomorphic to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle K^\times} .
The Cauchy–Binet formula is a generalization of that product formula for rectangular matrices. This formula can also be recast as a multiplicative formula for compound matrices whose entries are the determinants of all quadratic submatrices of a given matrix.[8][9]
Laplace expansion
[edit | edit source]Laplace expansion expresses the determinant of a matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} recursively in terms of determinants of smaller matrices, known as its minors. The minor Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle M_{i,j}} is defined to be the determinant of the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (n-1) \times (n-1)} matrix that results from Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} by removing the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i} -th row and the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle j} -th column. The expression Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (-1)^{i+j}M_{i,j}} is known as a cofactor. For every Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i} , one has the equality
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A) = \sum_{j=1}^n (-1)^{i+j} a_{i,j} M_{i,j},}
which is called the Laplace expansion along the ith row. For example, the Laplace expansion along the first row (Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i=1} ) gives the following formula:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{vmatrix}a&b&c\\ d&e&f\\ g&h&i\end{vmatrix} = a\begin{vmatrix}e&f\\ h&i\end{vmatrix} - b\begin{vmatrix}d&f\\ g&i\end{vmatrix} + c\begin{vmatrix}d&e\\ g&h\end{vmatrix} }
Unwinding the determinants of these Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 2 \times 2} -matrices gives back the Leibniz formula mentioned above. Similarly, the Laplace expansion along the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle j} -th column is the equality
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A)= \sum_{i=1}^n (-1)^{i+j} a_{i,j} M_{i,j}.}
Laplace expansion can be used iteratively for computing determinants, but this approach is inefficient for large matrices. However, it is useful for computing the determinants of highly symmetric matrix such as the Vandermonde matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{vmatrix} 1 & 1 & 1 & \cdots & 1 \\ x_1 & x_2 & x_3 & \cdots & x_n \\ x_1^2 & x_2^2 & x_3^2 & \cdots & x_n^2 \\ \vdots & \vdots & \vdots & \ddots & \vdots \\ x_1^{n-1} & x_2^{n-1} & x_3^{n-1} & \cdots & x_n^{n-1} \end{vmatrix} = \prod_{1 \leq i < j \leq n} \left(x_j - x_i\right). } The n-term Laplace expansion along a row or column can be generalized to write an n x n determinant as a sum of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \tbinom nk} terms, each the product of the determinant of a k x k submatrix and the determinant of the complementary (n−k) x (n−k) submatrix.
Adjugate matrix
[edit | edit source]The adjugate matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{adj}(A)} is the transpose of the matrix of the cofactors, that is,
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (\operatorname{adj}(A))_{i,j} = (-1)^{i+j} M_{ji}.}
For every matrix, one has[10]
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (\det A) I = A\operatorname{adj}A = (\operatorname{adj}A)\,A. }
Thus the adjugate matrix can be used for expressing the inverse of a nonsingular matrix:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A^{-1} = \frac 1{\det A}\operatorname{adj}A. }
Block matrices
[edit | edit source]The formula for the determinant of a Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 2 \times 2} matrix above continues to hold, under appropriate further assumptions, for a block matrix, i.e., a matrix composed of four submatrices Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A, B, C, D} of dimension Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m \times m} , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m \times n} , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n \times m} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n \times n} , respectively. The easiest such formula, which can be proven using either the Leibniz formula or a factorization involving the Schur complement, is
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det\begin{pmatrix}A& 0\\ C& D\end{pmatrix} = \det(A) \det(D) = \det\begin{pmatrix}A& B\\ 0& D\end{pmatrix}.}
If Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} is invertible, then it follows with results from the section on multiplicativity that
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} \det\begin{pmatrix}A& B\\ C& D\end{pmatrix} & = \det(A)\det\begin{pmatrix}A& B\\ C& D\end{pmatrix} \underbrace{\det\begin{pmatrix}A^{-1}& -A^{-1} B\\ 0& I_n\end{pmatrix}}_{=\,\det(A^{-1})\,=\,(\det A)^{-1}}\\ & = \det(A) \det\begin{pmatrix}I_m& 0\\ C A^{-1}& D-C A^{-1} B\end{pmatrix}\\ & = \det(A) \det(D - C A^{-1} B), \end{align}}
which simplifies to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det (A) (D - C A^{-1} B)} when Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle D} is a Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 1 \times 1} matrix.
A similar result holds when Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle D} is invertible, namely
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} \det\begin{pmatrix}A& B\\ C& D\end{pmatrix} & = \det(D)\det\begin{pmatrix}A& B\\ C& D\end{pmatrix} \underbrace{\det\begin{pmatrix}I_m& 0\\ -D^{-1} C& D^{-1}\end{pmatrix}}_{=\,\det(D^{-1})\,=\,(\det D)^{-1}}\\ & = \det(D) \det\begin{pmatrix}A - B D^{-1} C& B D^{-1}\\ 0& I_n\end{pmatrix}\\ & = \det(D) \det(A - B D^{-1} C). \end{align}}
Both results can be combined to derive Sylvester's determinant theorem, which is also stated below.
If the blocks are square matrices of the same size further formulas hold. For example, if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle C} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle D} commute (i.e., Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle CD=DC} ), then[11]
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det\begin{pmatrix}A& B\\ C& D\end{pmatrix} = \det(AD - BC).}
This formula has been generalized to matrices composed of more than Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 2 \times 2} blocks, again under appropriate commutativity conditions among the individual blocks.[12]
For Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A = D} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle B = C} , the following formula holds (even if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle B} do not commute).
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det\begin{pmatrix}A & B\\ B & A\end{pmatrix} = \det\begin{pmatrix}A+B & B\\ B+A & A\end{pmatrix} = \det\begin{pmatrix}A+B & B\\ 0 & A-B\end{pmatrix} = \det(A+B) \det(A-B).}
It is possible to compute the determinant by the block matrices in a fast way with the use of fast matrix multiplication algorithms in the time Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle O({n^\omega })} for Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle ~2.37 \le \omega < 3} , by the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle LU} decomposition.[13]
Sylvester's determinant theorem
[edit | edit source]Sylvester's determinant theorem states that for A, an m × n matrix, and B, an n × m matrix (so that A and B have dimensions allowing them to be multiplied in either order forming a square matrix):
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det\left(I_\mathit{m} + AB\right) = \det\left(I_\mathit{n} + BA\right),}
where Im and In are the m × m and n × n identity matrices, respectively.
From this general result several consequences follow.
- For the case of column vector c and row vector r, each with m components, the formula allows quick calculation of the determinant of a matrix that differs from the identity matrix by a matrix of rank 1:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det\left(I_\mathit{m} + cr\right) = 1 + rc.}
- More generally,[14] for any invertible m × m matrix X,
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(X + AB) = \det(X) \det\left(I_\mathit{n} + BX^{-1}A\right),}
- For a column and row vector as above:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(X + cr) = \det(X) \det\left(1 + rX^{-1}c\right) = \det(X) + r\,\operatorname{adj}(X)\,c.}
- For square matrices Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle B} of the same size, the matrices Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle AB} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle BA} have the same characteristic polynomials (hence the same eigenvalues).
A generalization is Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det\left(Z + AWB\right) = \det\left( Z\right) \det\left(W \right) \det\left(W^{-1} + B Z^{-1} A\right)} (see Matrix determinant lemma), where Z is an m × m invertible matrix and W is an n × n invertible matrix.
Sum
[edit | edit source]The determinant of the sum Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A+B} of two square matrices of the same size is not in general expressible in terms of the determinants of A and of B.
However, for positive semidefinite matrices Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle B} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle C} of equal size, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A + B + C) + \det(C) \geq \det(A + C) + \det(B + C)\text{,}} with the corollary[15][16] Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A + B) \geq \det(A) + \det(B)\text{.}}
Brunn–Minkowski theorem implies that the nth root of determinant is a concave function, when restricted to Hermitian positive-definite Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n\times n} matrices.[17] Therefore, if A and B are Hermitian positive-definite Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n\times n} matrices, one has Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sqrt[n]{\det(A+B)}\geq\sqrt[n]{\det(A)}+\sqrt[n]{\det(B)},} since the nth root of the determinant is a homogeneous function.
Sum identity for 2×2 matrices
[edit | edit source]For the special case of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 2\times 2} matrices with complex entries, the determinant of the sum can be written in terms of determinants and traces in the following identity:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A+B) = \det(A) + \det(B) + \text{tr}(A)\text{tr}(B) - \text{tr}(AB).}
Properties of the determinant in relation to other notions
[edit | edit source]Eigenvalues and characteristic polynomial
[edit | edit source]The determinant is closely related to two other central concepts in linear algebra, the eigenvalues and the characteristic polynomial of a matrix. Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} be an Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n \times n} matrix with complex entries. Then, by the Fundamental Theorem of Algebra, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} must have exactly n eigenvalues Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \lambda_1, \lambda_2, \ldots, \lambda_n} . (Here it is understood that an eigenvalue with algebraic multiplicity μ occurs μ times in this list.) Then, it turns out the determinant of A is equal to the product of these eigenvalues,
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A) = \prod_{i=1}^n \lambda_i=\lambda_1\lambda_2\cdots\lambda_n.}
The product of all non-zero eigenvalues is referred to as pseudo-determinant.
From this, one immediately sees that the determinant of a matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} is zero if and only if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 0} is an eigenvalue of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} . In other words, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} is invertible if and only if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 0} is not an eigenvalue of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} .
The characteristic polynomial is defined as[18]
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \chi_A(t) = \det(t \cdot I - A).}
Here, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle t} is the indeterminate of the polynomial and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I} is the identity matrix of the same size as Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} . By means of this polynomial, determinants can be used to find the eigenvalues of the matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} : they are precisely the roots of this polynomial, i.e., those complex numbers Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \lambda} such that
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \chi_A(\lambda) = 0.}
A Hermitian matrix is positive definite if all its eigenvalues are positive. Sylvester's criterion asserts that this is equivalent to the determinants of the submatrices
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A_k := \begin{bmatrix} a_{1,1} & a_{1,2} & \cdots & a_{1,k} \\ a_{2,1} & a_{2,2} & \cdots & a_{2,k} \\ \vdots & \vdots & \ddots & \vdots \\ a_{k,1} & a_{k,2} & \cdots & a_{k,k} \end{bmatrix}}
being positive, for all Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle k} between Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 1} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} .[19]
Trace
[edit | edit source]The trace tr(A) is by definition the sum of the diagonal entries of A and also equals the sum of the eigenvalues. Thus, for complex matrices A,
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(\exp(A)) = \exp(\operatorname{tr}(A))}
or, for real matrices A,
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{tr}(A) = \log(\det(\exp(A))).}
Here exp(A) denotes the matrix exponential of A, because every eigenvalue λ of A corresponds to the eigenvalue exp(λ) of exp(A). In particular, given any logarithm of A, that is, any matrix L satisfying
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \exp(L) = A}
the determinant of A is given by
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A) = \exp(\operatorname{tr}(L)).}
For example, for n = 2, n = 3, and n = 4, respectively,
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} \det(A) &= \frac{1}{2}\left(\left(\operatorname{tr}(A)\right)^2 - \operatorname{tr}\left(A^2\right)\right), \\ \det(A) &= \frac{1}{6}\left(\left(\operatorname{tr}(A)\right)^3 - 3\operatorname{tr}(A) ~ \operatorname{tr}\left(A^2\right) + 2 \operatorname{tr}\left(A^3\right)\right), \\ \det(A) &= \frac{1}{24}\left(\left(\operatorname{tr}(A)\right)^4 - 6\operatorname{tr}\left(A^2\right)\left(\operatorname{tr}(A)\right)^2 + 3\left(\operatorname{tr}\left(A^2\right)\right)^2 + 8\operatorname{tr}\left(A^3\right)~\operatorname{tr}(A) - 6\operatorname{tr}\left(A^4\right)\right). \end{align}}
cf. Cayley-Hamilton theorem. Such expressions are deducible from combinatorial arguments, Newton's identities, or the Faddeev–LeVerrier algorithm. That is, for generic n, detA = (−1)nc0 the signed constant term of the characteristic polynomial, determined recursively from
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_n = 1; ~~~c_{n-m} = -\frac{1}{m}\sum_{k=1}^m c_{n-m+k} \operatorname{tr}\left(A^k\right) ~~(1 \le m \le n)~.}
In the general case, this may also be obtained from[20]
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A) = \sum_{\begin{array}{c}k_1,k_2,\ldots,k_n \geq 0\\k_1+2k_2+\cdots+nk_n=n\end{array}}\prod_{l=1}^n \frac{(-1)^{k_l+1}}{l^{k_l}k_l!} \operatorname{tr}\left(A^l\right)^{k_l},}
where the sum is taken over the set of all integers kl ≥ 0 satisfying the equation
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum_{l=1}^n lk_l = n.}
The formula can be expressed in terms of the complete exponential Bell polynomial of n arguments sl = −(l – 1)! tr(Al) as
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A) = \frac{(-1)^n}{n!} B_n(s_1, s_2, \ldots, s_n).}
This formula can also be used to find the determinant of a matrix AIJ with multidimensional indices I = (i1, i2, ..., ir) and J = (j1, j2, ..., jr). The product and trace of such matrices are defined in a natural way as
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (AB)^I_J = \sum_K A^I_K B^K_J, \operatorname{tr}(A) = \sum_I A^I_I.}
An important arbitrary dimension n identity can be obtained from the Mercator series expansion of the logarithm when the expansion converges. If every eigenvalue of A is less than 1 in absolute value,
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(I + A) = \sum_{k=0}^\infty \frac{1}{k!} \left(-\sum_{j=1}^\infty \frac{(-1)^j}{j} \operatorname{tr}\left(A^j\right)\right)^k\,,}
where I is the identity matrix. More generally, if
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum_{k=0}^\infty \frac{1}{k!} \left(-\sum_{j=1}^\infty \frac{(-1)^j s^j}{j}\operatorname{tr}\left(A^j\right)\right)^k\,,}
is expanded as a formal power series in s then all coefficients of sm for m > n are zero and the remaining polynomial is det(I + sA).
Upper and lower bounds
[edit | edit source]For a positive definite matrix A, the trace operator gives the following tight lower and upper bounds on the log determinant
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{tr}\left(I - A^{-1}\right) \le \log\det(A) \le \operatorname{tr}(A - I)}
with equality if and only if A = I. This relationship can be derived via the formula for the Kullback–Leibler divergence between two multivariate normal distributions.
Also,
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{n}{\operatorname{tr}\left(A^{-1}\right)} \leq \det(A)^\frac{1}{n} \leq \frac{1}{n}\operatorname{tr}(A) \leq \sqrt{\frac{1}{n}\operatorname{tr}\left(A^2\right)}.}
These inequalities can be proved by expressing the traces and the determinant in terms of the eigenvalues. As such, they represent the well-known fact that the harmonic mean is less than the geometric mean, which is less than the arithmetic mean, which is, in turn, less than the root mean square.
Derivative
[edit | edit source]The Leibniz formula shows that the determinant of real (or analogously for complex) square matrices is a polynomial function from Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf R^{n \times n}} to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf R} . In particular, it is everywhere differentiable. Its derivative can be expressed using Jacobi's formula:[21]
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{d \det(A)}{d \alpha} = \operatorname{tr}\left(\operatorname{adj}(A) \frac{d A}{d \alpha}\right).}
where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{adj}(A)} denotes the adjugate of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} . In particular, if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} is invertible, we have
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{d \det(A)}{d \alpha} = \det(A) \operatorname{tr}\left(A^{-1} \frac{d A}{d \alpha}\right).}
Expressed in terms of the entries of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} , these are
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{\partial \det(A)}{\partial A_{ij}}= \operatorname{adj}(A)_{ji} = \det(A)\left(A^{-1}\right)_{ji}.}
Yet another equivalent formulation is
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A + \epsilon X) - \det(A) = \operatorname{tr}(\operatorname{adj}(A) X) \epsilon + O\left(\epsilon^2\right) = \det(A) \operatorname{tr}\left(A^{-1} X\right) \epsilon + O\left(\epsilon^2\right)} ,
using big O notation. The special case where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A = I} , the identity matrix, yields
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(I + \epsilon X) = 1 + \operatorname{tr}(X) \epsilon + O\left(\epsilon^2\right).}
This identity is used in describing Lie algebras associated to certain matrix Lie groups. For example, the special linear group Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{SL}_n} is defined by the equation Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det A = 1} . The above formula shows that its Lie algebra is the special linear Lie algebra Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathfrak{sl}_n} consisting of those matrices having trace zero.
Writing a Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 3 \times 3} matrix as Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A = \begin{bmatrix}a & b & c\end{bmatrix}} where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a, b,c} are column vectors of length 3, then the gradient over one of the three vectors may be written as the cross product of the other two:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} \nabla_\mathbf{a}\det(A) &= \mathbf{b} \times \mathbf{c} \\ \nabla_\mathbf{b}\det(A) &= \mathbf{c} \times \mathbf{a} \\ \nabla_\mathbf{c}\det(A) &= \mathbf{a} \times \mathbf{b}. \end{align}}
History
[edit | edit source]Historically, determinants were used long before matrices: A determinant was originally defined as a property of a system of linear equations. The determinant "determines" whether the system has a unique solution (which occurs precisely if the determinant is non-zero). In Europe, solutions of linear systems of two equations were expressed by Cardano in 1545 by a determinant-like entity.[22]
Determinants proper originated separately from the work of Seki Takakazu in 1683 in Japan and parallelly of Leibniz in 1693.[23][24][25][26] Cramer (1750) stated, without proof, Cramer's rule.[27] Both Cramer and also Bézout (1779) were led to determinants by the question of plane curves passing through a given set of points.[28]
Vandermonde (1771) first recognized determinants as independent functions.[24] Laplace (1772) gave the general method of expanding a determinant in terms of its complementary minors: Vandermonde had already given a special case.[29] Immediately following, Lagrange (1773) treated determinants of the second and third order and applied it to questions of elimination theory; he proved many special cases of general identities.
Gauss (1801) made the next advance. Like Lagrange, he made much use of determinants in the theory of numbers. He introduced the word "determinant" (Laplace had used "resultant"), though not in the present signification, but rather as applied to the discriminant of a quadratic form.[30] Gauss also arrived at the notion of reciprocal (inverse) determinants, and came very near the multiplication theorem.[clarification needed]
The next contributor of importance is Binet (1811, 1812), who formally stated the theorem relating to the product of two matrices of m columns and n rows, which for the special case of m = n reduces to the multiplication theorem. On the same day (November 30, 1812) that Binet presented his paper to the Academy, Cauchy also presented one on the subject. (See Cauchy–Binet formula.) In this he used the word "determinant" in its present sense,[31][32] summarized and simplified what was then known on the subject, improved the notation, and gave the multiplication theorem with a proof more satisfactory than Binet's.[24][33] With him begins the theory in its generality.
Jacobi (1841) used the functional determinant which Sylvester later called the Jacobian.[34] In his memoirs in Crelle's Journal for 1841 he specially treats this subject, as well as the class of alternating functions which Sylvester has called alternants. About the time of Jacobi's last memoirs, Sylvester (1839) and Cayley began their work. Cayley 1841 introduced the modern notation for the determinant using vertical bars.[35][36]
The study of special forms of determinants has been the natural result of the completion of the general theory. Axisymmetric determinants have been studied by Lebesgue, Hesse, and Sylvester; persymmetric determinants by Sylvester and Hankel; circulants by Catalan, Spottiswoode, Glaisher, and Scott; skew determinants and Pfaffians, in connection with the theory of orthogonal transformation, by Cayley; continuants by Sylvester; Wronskians (so called by Muir) by Christoffel and Frobenius; compound determinants by Sylvester, Reiss, and Picquet; Jacobians and Hessians by Sylvester; and symmetric gauche determinants by Trudi. Of the textbooks on the subject Spottiswoode's was the first. In America, Hanus (1886), Weld (1893), and Muir/Metzler (1933) published treatises.
Applications
[edit | edit source]Cramer's rule
[edit | edit source]Determinants can be used to describe the solutions of a linear system of equations, written in matrix form as Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle Ax = b} . This equation has a unique solution Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} if and only if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det (A)} is nonzero. In this case, the solution is given by Cramer's rule:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_i = \frac{\det(A_i)}{\det(A)} \qquad i = 1, 2, 3, \ldots, n}
where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A_i} is the matrix formed by replacing the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i} -th column of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} by the column vector Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle b} . This follows immediately by column expansion of the determinant, i.e.
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A_i) = \det\begin{bmatrix}a_1 & \ldots & b & \ldots & a_n\end{bmatrix} }
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle =\sum_{j=1}^n x_j\det\begin{bmatrix}a_1 & \ldots & a_{i-1} & a_j & a_{i+1} & \ldots & a_n\end{bmatrix} = x_i\det(A) }
where the vectors Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_j} are the columns of A. The rule is also implied by the identity
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A\, \operatorname{adj}(A) = \operatorname{adj}(A)\, A = \det(A)\, I_n.}
Cramer's rule can be implemented in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname O(n^3)} time, which is comparable to more common methods of solving systems of linear equations, such as LU, QR, or singular value decomposition.[37]
Linear independence
[edit | edit source]Determinants can be used to characterize linearly dependent vectors: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det A} is zero if and only if the column vectors of the matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} are linearly dependent.[38] For example, given two linearly independent vectors Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle v_1, v_2 \in \mathbf R^3} , a third vector Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle v_3} lies in the plane spanned by the former two vectors exactly if the determinant of the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 3 \times 3} matrix consisting of the three vectors is zero. The same idea is also used in the theory of differential equations: given functions Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_1(x), \dots, f_n(x)} (supposed to be Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n-1} times differentiable), the Wronskian is defined to be
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle W(f_1, \ldots, f_n)(x) = \begin{vmatrix} f_1(x) & f_2(x) & \cdots & f_n(x) \\ f_1'(x) & f_2'(x) & \cdots & f_n'(x) \\ \vdots & \vdots & \ddots & \vdots \\ f_1^{(n-1)}(x) & f_2^{(n-1)}(x) & \cdots & f_n^{(n-1)}(x) \end{vmatrix}.}
It is non-zero (for some Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} ) in a specified interval if and only if the given functions and all their derivatives up to order Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n-1} are linearly independent. If it can be shown that the Wronskian is zero everywhere on an interval then, in the case of analytic functions, this implies the given functions are linearly dependent. See the Wronskian and linear independence. Another such use of the determinant is the resultant, which gives a criterion when two polynomials have a common root.[39]
Cross Product
[edit | edit source]The computation of a cross product is equivalent to finding the formal determinant a specific 3 by 3 matrix. Specifically, for vectors Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{a}=a_1\mathbf{i}+a_2\mathbf{j}+a_3\mathbf{k}} , and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{b}=b_1\mathbf{i}+b_2\mathbf{j}+b_3\mathbf{k}} :
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf{a\times b} = \det \begin{pmatrix} \mathbf{i}&\mathbf{j}&\mathbf{k}\\ a_1 & a_2 & a_3 \\ b_1 & b_2 & b_3 \\ \end{pmatrix} }
Orientation of a basis
[edit | edit source]The determinant can be thought of as assigning a number to every sequence of n vectors in Rn, by using the square matrix whose columns are the given vectors. The determinant will be nonzero if and only if the sequence of vectors is a basis for Rn. In that case, the sign of the determinant determines whether the orientation of the basis is consistent with or opposite to the orientation of the standard basis. In the case of an orthogonal basis, the magnitude of the determinant is equal to the product of the lengths of the basis vectors. For instance, an orthogonal matrix with entries in Rn represents an orthonormal basis in Euclidean space, and hence has determinant of ±1 (since all the vectors have length 1). The determinant is +1 if and only if the basis has the same orientation. It is −1 if and only if the basis has the opposite orientation.
More generally, if the determinant of A is positive, A represents an orientation-preserving linear transformation (if A is an orthogonal 2 × 2 or 3 × 3 matrix, this is a rotation), while if it is negative, A switches the orientation of the basis.
Volume and Jacobian determinant
[edit | edit source]As pointed out above, the absolute value of the determinant of real vectors is equal to the volume of the parallelepiped spanned by those vectors. As a consequence, if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f : \mathbf R^n \to \mathbf R^n} is the linear map given by multiplication with a matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} , and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S \subset \mathbf R^n} is any measurable subset, then the volume of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(S)} is given by Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle |\det(A)|} times the volume of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S} .[40] More generally, if the linear map Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f : \mathbf R^n \to \mathbf R^m} is represented by the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m \times n} matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} , then the ratio between the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} -dimensional volumes of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(S)} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S} is given by:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{\operatorname{volume}(f(S))}{\operatorname{volume}(S)} = \sqrt{\det\left(A^\textsf{T} A\right)}.}
When Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m < n} this is zero.
By calculating the volume of the tetrahedron bounded by four points, they can be used to identify skew lines. The volume of any tetrahedron, given its vertices Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a, b, c, d} , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac 1 6 \cdot |\det(a-b,b-c,c-d)|} , or any other combination of pairs of vertices that form a spanning tree over the vertices.
For a general differentiable function, much of the above carries over by considering the Jacobian matrix of f. For
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f: \mathbf R^n \rightarrow \mathbf R^n,}
the Jacobian matrix is the n × n matrix whose entries are given by the partial derivatives
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle D(f) = \left(\frac {\partial f_i}{\partial x_j}\right)_{1 \leq i, j \leq n}.}
Its determinant, the Jacobian determinant, appears in the higher-dimensional version of integration by substitution: for suitable functions f and an open subset U of Rn (the domain of f), the integral over f(U) of some other function φ : Rn → Rm is given by
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{f(U)} \phi(\mathbf{v})\, d\mathbf{v} = \int_U \phi(f(\mathbf{u})) \left|\det(\operatorname{D}f)(\mathbf{u})\right| \,d\mathbf{u}.}
The Jacobian also occurs in the inverse function theorem.
When applied to the field of Cartography, the determinant can be used to measure the rate of expansion of a map near the poles.[41]
Areas and Collinearity
[edit | edit source]The determinant provides a convenient way to calculate the area of a triangle in the xy-plane. The area of a triangle whose vertices are Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (x_{1}, y_{1})} , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (x_{2}, y_{2})} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (x_{3}, y_{3})} is given by:[42]
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \pm \frac{1}{2} \det \begin{pmatrix} x_{1} & y_{1} & 1 \\ x_{2} & y_{2} & 1 \\ x_{3} & y_{3} & 1 \end{pmatrix} }
where the sign Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \pm} is chosen to yield a positive area. An immediate corollary of this result is that if the determinant is zero, there is no triangle, which implies the points are collinear. The determinant, therefore, provides a useful tool to test for collinearity.
Since two points uniquely identify a line in the xy-plane, one of the rows in the determinant can be replaced with any arbitrary point Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (x, y)} to express the general equation of a line through points Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (x_{1}, y_{1})} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (x_{2}, y_{2})} as:
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det \begin{pmatrix} x & y & 1 \\ x_{1} & y_{1} & 1 \\ x_{2} & y_{2} & 1 \end{pmatrix} = 0. }
Abstract algebraic aspects
[edit | edit source]Determinant of an endomorphism
[edit | edit source]The above identities concerning the determinant of products and inverses of matrices imply that similar matrices have the same determinant: two matrices A and B are similar, if there exists an invertible matrix X such that A = X−1BX. Indeed, repeatedly applying the above identities yields
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A) = \det(X)^{-1} \det(B)\det(X) = \det(B) \det(X)^{-1} \det(X) = \det(B).}
The determinant is therefore also called a similarity invariant. The determinant of a linear transformation
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle T : V \to V}
for some finite-dimensional vector space V is defined to be the determinant of the matrix describing it, with respect to an arbitrary choice of basis in V. By the similarity invariance, this determinant is independent of the choice of the basis for V and therefore only depends on the endomorphism T.
Square matrices over commutative rings
[edit | edit source]The above definition of the determinant using the Leibniz rule works more generally when the entries of the matrix are elements of a commutative ring Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle R} , such as the integers Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbf Z} , as opposed to the field of real or complex numbers. Moreover, the characterization of the determinant as the unique alternating multilinear map that satisfies Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(I) = 1} still holds, as do all the properties that result from that characterization.[43]
A matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A \in \operatorname{Mat}_{n \times n}(R)} is invertible (in the sense that there is an inverse matrix whose entries are in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle R} ) if and only if its determinant is an invertible element in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle R} .[44] For Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle R = \mathbf Z} , this means that the determinant is +1 or −1. Such a matrix is called unimodular.
The determinant being multiplicative, it defines a group homomorphism
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{GL}_n(R) \rightarrow R^\times, }
between the general linear group (the group of invertible Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n \times n} -matrices with entries in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle R} ) and the multiplicative group of units in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle R} . Since it respects the multiplication in both groups, this map is a group homomorphism.
Given a ring homomorphism Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f : R \to S} , there is a map Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{GL}_n(f) : \operatorname{GL}_n(R) \to \operatorname{GL}_n(S)} given by replacing all entries in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle R} by their images under Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f} . The determinant respects these maps, i.e., the identity
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(\det((a_{i,j}))) = \det ((f(a_{i,j})))}
holds. In other words, the displayed commutative diagram commutes.
For example, the determinant of the complex conjugate of a complex matrix (which is also the determinant of its conjugate transpose) is the complex conjugate of its determinant, and for integer matrices: the reduction modulo Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m} of the determinant of such a matrix is equal to the determinant of the matrix reduced modulo Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m} (the latter determinant being computed using modular arithmetic). In the language of category theory, the determinant is a natural transformation between the two functors Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{GL}_n} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (-)^\times} .[45] Adding yet another layer of abstraction, this is captured by saying that the determinant is a morphism of algebraic groups, from the general linear group to the multiplicative group,
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det: \operatorname{GL}_n \to \mathbb G_m.}
Exterior algebra
[edit | edit source]The determinant of a linear transformation Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle T : V \to V} of an Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} -dimensional vector space Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle V} or, more generally a free module of (finite) rank Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} over a commutative ring Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle R} can be formulated in a coordinate-free manner by considering the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} -th exterior power Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \bigwedge^n V} of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle V} .[46] The map Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle T} induces a linear map
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} \bigwedge^n T: \bigwedge^n V &\rightarrow \bigwedge^n V \\ v_1 \wedge v_2 \wedge \dots \wedge v_n &\mapsto T v_1 \wedge T v_2 \wedge \dots \wedge T v_n. \end{align}}
As Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \bigwedge^n V} is one-dimensional, the map Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \bigwedge^n T} is given by multiplying with some scalar, i.e., an element in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle R} . Some authors such as (Bourbaki 1998) use this fact to define the determinant to be the element in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle R} satisfying the following identity (for all Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle v_i \in V} ):
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left(\bigwedge^n T\right)\left(v_1 \wedge \dots \wedge v_n\right) = \det(T) \cdot v_1 \wedge \dots \wedge v_n.}
This definition agrees with the more concrete coordinate-dependent definition. This can be shown using the uniqueness of a multilinear alternating form on Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} -tuples of vectors in Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle R^n} . For this reason, the highest non-zero exterior power Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \bigwedge^n V} (as opposed to the determinant associated to an endomorphism) is sometimes also called the determinant of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle V} and similarly for more involved objects such as vector bundles or chain complexes of vector spaces. Minors of a matrix can also be cast in this setting, by considering lower alternating forms Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \bigwedge^k V} with Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle k < n} .[47]
Berezin integral
[edit | edit source]The conventional definition of the determinant, as a sum over permutations over a product of matrix elements, can be written using the somewhat surprising notation of the Berezin integral. In this notation, the determinant can be written as
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int \exp\left[-\theta^TA\eta\right] \,d\theta\,d\eta = \det A }
This holds for any Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n\times n} -dimensional matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A.} The symbols Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \theta,\eta} are two Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} -dimensional vectors of anti-commuting Grassmann numbers (aka "supernumbers"), taken from the Grassmann algebra. The Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \exp} here is the exponential function. The integral sign is meant to be understood as the Berezin integral. Despite the use of the integral symbol, this expression is in fact an entirely finite sum.
This unusual-looking expression can be understood as a notational trick that rewrites the conventional expression for the determinant
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det A = \sum_{\sigma \in S_n}\sgn(\sigma)a_{1,\sigma(1)}\cdots a_{n,\sigma(n)}.}
by using some novel notation. The anti-commuting property of the Grassmann numbers captures the sign (signature) of the permutation, while the integral combined with the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \exp} ensures that all permutations are explored. That is, the Taylor's series for Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \exp} terminates after exactly Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} terms, because the square of a Grassmann number is zero, and there are exactly Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} distinct Grassmann variables. Meanwhile, the integral is defined to vanish, if the corresponding Grassmann number does not appear in the integrand. Thus, the integral selects out only those terms in the Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \exp} series that have exactly Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} distinct variables; all lower-order terms vanish. Thus, the somewhat magical combination of the integral sign, the use of anti-commuting variables, and the Taylor's series for Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \exp} just encodes a finite sum, identical to the conventional summation.
This form is popular in physics, where it is often used as a stand-in for the Jacobian determinant. The appeal is that, notationally, the integral takes the form of a path integral, such as in the path integral formulation for quantized Hamiltonian mechanics. An example can be found in the theory of Fadeev–Popov ghosts; although this theory may seem rather abstruse, it's best to keep in mind that the use of the ghost fields is little more than a notational trick to express a Jacobian determinant.
The Pfaffian Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathrm{Pf}\,A} of a skew-symmetric matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} is the square-root of the determinant: that is, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left(\mathrm{Pf}\,A\right)^2=\det A.} The Berezin integral form for the Pfaffian is even more suggestive; it is
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int \exp\left[- \tfrac{1}{2} \theta^T A \theta\right] \,d\theta = \mathrm{Pf}\, A }
The integrand has exactly the same formal structure as a normal Gaussian distribution, albeit with Grassman numbers, instead of real numbers. This formal resemblance accounts for the occasional appearance of supernumbers in the theory of stochastic dynamics and stochastic differential equations.
Generalizations and related notions
[edit | edit source]Determinants as treated above admit several variants: the permanent of a matrix is defined as the determinant, except that the factors Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sgn(\sigma)} occurring in Leibniz's rule are omitted. The immanant generalizes both by introducing a character of the symmetric group Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle S_n} in Leibniz's rule.
Determinants for finite-dimensional algebras
[edit | edit source]For any associative algebra Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} that is finite-dimensional as a vector space over a field Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F} , there is a determinant map [48]
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det : A \to F.}
This definition proceeds by establishing the characteristic polynomial independently of the determinant, and defining the determinant as the lowest order term of this polynomial. This general definition recovers the determinant for the matrix algebra Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A = \operatorname{Mat}_{n \times n}(F)} , but also includes several further cases including the determinant of a quaternion,
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det (a + ib+jc+kd) = a^2 + b^2 + c^2 + d^2} ,
the norm Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle N_{L/F} : L \to F} of a field extension, as well as the Pfaffian of a skew-symmetric matrix and the reduced norm of a central simple algebra.
Infinite matrices
[edit | edit source]For matrices with an infinite number of rows and columns, the above definitions of the determinant do not carry over directly. For example, in the Leibniz formula, an infinite sum (all of whose terms are infinite products) would have to be calculated. Functional analysis provides different extensions of the determinant for such infinite-dimensional situations, which however only work for particular kinds of operators.
The Fredholm determinant defines the determinant for operators known as trace class operators by an appropriate generalization of the formula
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(I+A) = \exp(\operatorname{tr}(\log(I+A))). }
Another infinite-dimensional notion of determinant is the functional determinant.
Operators in von Neumann algebras
[edit | edit source]For operators in a finite factor, one may define a positive real-valued determinant called the Fuglede−Kadison determinant using the canonical trace. In fact, corresponding to every tracial state on a von Neumann algebra there is a notion of Fuglede−Kadison determinant.
Related notions for non-commutative rings
[edit | edit source]For matrices over non-commutative rings, multilinearity and alternating properties are incompatible for n ≥ 2,[49] so there is no good definition of the determinant in this setting.
For square matrices with entries in a non-commutative ring, there are various difficulties in defining determinants analogously to that for commutative rings. A meaning can be given to the Leibniz formula provided that the order for the product is specified, and similarly for other definitions of the determinant, but non-commutativity then leads to the loss of many fundamental properties of the determinant, such as the multiplicative property or that the determinant is unchanged under transposition of the matrix. Over non-commutative rings, there is no reasonable notion of a multilinear form (existence of a nonzero Template:Clarify span with a regular element of R as value on some pair of arguments implies that R is commutative). Nevertheless, various notions of non-commutative determinant have been formulated that preserve some of the properties of determinants, notably quasideterminants and the Dieudonné determinant. For some classes of matrices with non-commutative elements, one can define the determinant and prove linear algebra theorems that are very similar to their commutative analogs. Examples include the q-determinant on quantum groups, the Capelli determinant on Capelli matrices, and the Berezinian on supermatrices (i.e., matrices whose entries are elements of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mathbb Z_2} -graded rings).[50] Manin matrices form the class closest to matrices with commutative elements.
Calculation
[edit | edit source]Determinants are mainly used as a theoretical tool. They are rarely calculated explicitly in numerical linear algebra, where for applications such as checking invertibility and finding eigenvalues the determinant has largely been supplanted by other techniques.[51] Computational geometry, however, does frequently use calculations related to determinants.[52]
While the determinant can be computed directly using the Leibniz rule this approach is extremely inefficient for large matrices, since that formula requires calculating Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n!} (Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} factorial) products for an Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n \times n} matrix. Thus, the number of required operations grows very quickly: it is of order Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n!} . The Laplace expansion is similarly inefficient. Therefore, more involved techniques have been developed for calculating determinants.
Gaussian elimination
[edit | edit source]Gaussian elimination consists of left multiplying a matrix by elementary matrices for getting a matrix in a row echelon form. One can restrict the computation to elementary matrices of determinant 1. In this case, the determinant of the resulting row echelon form equals the determinant of the initial matrix. As a row echelon form is a triangular matrix, its determinant is the product of the entries of its diagonal.
So, the determinant can be computed for almost free from the result of a Gaussian elimination.
Decomposition methods
[edit | edit source]Some methods compute Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A)} by writing the matrix as a product of matrices whose determinants can be more easily computed. Such techniques are referred to as decomposition methods. Examples include the LU decomposition, the QR decomposition or the Cholesky decomposition (for positive definite matrices). These methods are of order Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname O(n^3)} , which is a significant improvement over Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname O (n!)} .[53]
For example, LU decomposition expresses Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} as a product
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A = PLU. }
of a permutation matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P} (which has exactly a single Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 1} in each column, and otherwise zeros), a lower triangular matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle L} and an upper triangular matrix Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle U} . The determinants of the two triangular matrices Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle L} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle U} can be quickly calculated, since they are the products of the respective diagonal entries. The determinant of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P} is just the sign Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \varepsilon} of the corresponding permutation (which is Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle +1} for an even number of permutations and is Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle -1 } for an odd number of permutations). Once such a LU decomposition is known for Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle A} , its determinant is readily computed as
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \det(A) = \varepsilon \det(L)\cdot\det(U). }
Further methods
[edit | edit source]The order Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname O(n^3)} reached by decomposition methods has been improved by different methods. If two matrices of order Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} can be multiplied in time Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle M(n)} , where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle M(n) \ge n^a} for some Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a>2} , then there is an algorithm computing the determinant in time Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle O(M(n))} .[54] This means, for example, that an Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname O(n^{2.376})} algorithm for computing the determinant exists based on the Coppersmith–Winograd algorithm. This exponent has been further lowered, as of 2016, to 2.373.[55]
In addition to the complexity of the algorithm, further criteria can be used to compare algorithms. Especially for applications concerning matrices over rings, algorithms that compute the determinant without any divisions exist. (By contrast, Gauss elimination requires divisions.) One such algorithm, having complexity Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname O(n^4)} is based on the following idea: one replaces permutations (as in the Leibniz rule) by so-called closed ordered walks, in which several items can be repeated. The resulting sum has more terms than in the Leibniz rule, but in the process several of these products can be reused, making it more efficient than naively computing with the Leibniz rule.[56] Algorithms can also be assessed according to their bit complexity, i.e., how many bits of accuracy are needed to store intermediate values occurring in the computation. For example, the Gaussian elimination (or LU decomposition) method is of order Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname O(n^3)} , but the bit length of intermediate values can become exponentially long.[57] By comparison, the Bareiss Algorithm, is an exact-division method (so it does use division, but only in cases where these divisions can be performed without remainder) is of the same order, but the bit complexity is roughly the bit size of the original entries in the matrix times Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} .[58]
If the determinant of A and the inverse of A have already been computed, the matrix determinant lemma allows rapid calculation of the determinant of A + uvT, where u and v are column vectors.
Charles Dodgson (i.e. Lewis Carroll of Alice's Adventures in Wonderland fame) invented a method for computing determinants called Dodgson condensation. This method does not always work in its original form.[59]
See also
[edit | edit source]Notes
[edit | edit source]- ↑ Lang 1985, §VII.1
- ↑ "Determinants and Volumes". textbooks.math.gatech.edu. Retrieved 16 March 2018.
- ↑ McConnell (1957). Applications of Tensor Analysis. Dover Publications. pp. 10–17.
- ↑ Harris 2014, §4.7
- ↑ Serge Lang, Linear Algebra, 2nd Edition, Addison-Wesley, 1971, pp 173, 191.
- ↑ Lang 1987, §VI.7, Theorem 7.5
- ↑ Alternatively, Bourbaki 1998, §III.8, Proposition 1 proves this result using the functoriality of the exterior power.
- ↑ Horn & Johnson 2018, §0.8.7
- ↑ Kung, Rota & Yan 2009, p. 306
- ↑ Horn & Johnson 2018, §0.8.2.
- ↑ Silvester, J. R. (2000). "Determinants of Block Matrices". Math. Gaz. 84 (501): 460–467. doi:10.2307/3620776. JSTOR 3620776. S2CID 41879675.
- ↑ Sothanaphan, Nat (January 2017). "Determinants of block matrices with noncommuting blocks". Linear Algebra and Its Applications. 512: 202–218. arXiv:1805.06027. doi:10.1016/j.laa.2016.10.004. S2CID 119272194.
- ↑ Bunch & Hopcroft 1974.
- ↑ Proofs can be found in http://www.ee.ic.ac.uk/hp/staff/dmb/matrix/proof003.html
- ↑ Lin, Minghua; Sra, Suvrit (2014). "Completely strong superadditivity of generalized matrix functions". arXiv:1410.1958 [math.FA].
- ↑ Paksoy; Turkmen; Zhang (2014). "Inequalities of Generalized Matrix Functions via Tensor Products". Electronic Journal of Linear Algebra. 27: 332–341. doi:10.13001/1081-3810.1622.
- ↑ Serre, Denis (Oct 18, 2010). "Concavity of det1/n over HPDn". MathOverflow.
- ↑ Lang 1985, §VIII.2, Horn & Johnson 2018, Def. 1.2.3
- ↑ Horn & Johnson 2018, Observation 7.1.2, Theorem 7.2.5
- ↑ A proof can be found in the Appendix B of Kondratyuk, L. A.; Krivoruchenko, M. I. (1992). "Superconducting quark matter in SU(2) color group". Zeitschrift für Physik A. 344 (1): 99–115. Bibcode:1992ZPhyA.344...99K. doi:10.1007/BF01291027. S2CID 120467300.
- ↑ Horn & Johnson 2018, § 0.8.10
- ↑ Grattan-Guinness 2003, §6.6
- ↑ Cajori, F. A History of Mathematics p. 80
- ↑ 24.0 24.1 24.2 Campbell, H: "Linear Algebra With Applications", pages 111–112. Appleton Century Crofts, 1971
- ↑ Eves 1990, p. 405
- ↑ A Brief History of Linear Algebra and Matrix Theory at: "A Brief History of Linear Algebra and Matrix Theory". Archived from the original on 10 September 2012. Retrieved 24 January 2012.
- ↑ Kleiner 2007, p. 80
- ↑ Bourbaki (1994, p. 59)
- ↑ Muir, Sir Thomas, The Theory of Determinants in the historical Order of Development [London, England: Macmillan and Co., Ltd., 1906]. Template:JFM
- ↑ Kleiner 2007, §5.2
- ↑ The first use of the word "determinant" in the modern sense appeared in: Cauchy, Augustin-Louis "Memoire sur les fonctions qui ne peuvent obtenir que deux valeurs égales et des signes contraires par suite des transpositions operées entre les variables qu'elles renferment," which was first read at the Institute de France in Paris on November 30, 1812, and which was subsequently published in the Journal de l'Ecole Polytechnique, Cahier 17, Tome 10, pages 29–112 (1815).
- ↑ Origins of mathematical terms: http://jeff560.tripod.com/d.html
- ↑ History of matrices and determinants: http://www-history.mcs.st-and.ac.uk/history/HistTopics/Matrices_and_determinants.html
- ↑ Eves 1990, p. 494
- ↑ Cajori 1993, Vol. II, p. 92, no. 462
- ↑ History of matrix notation: http://jeff560.tripod.com/matrices.html
- ↑ Habgood & Arel 2012
- ↑ Lang 1985, §VII.3
- ↑ Lang 2002, §IV.8
- ↑ Lang 1985, §VII.6, Theorem 6.10
- ↑ Lay, David (2021). Linear Algebra and Its Applications 6th Edition. Pearson. p. 172.
- ↑ Dr. Jeff Cruza. "Triangle area".
- ↑ Dummit & Foote 2004, §11.4
- ↑ Dummit & Foote 2004, §11.4, Theorem 30
- ↑ Mac Lane 1998, §I.4. See also Natural transformation § Determinant.
- ↑ Bourbaki 1998, §III.8
- ↑ Lombardi & Quitté 2015, §5.2, Bourbaki 1998, §III.5
- ↑ Garibaldi 2004
- ↑ In a non-commutative setting left-linearity (compatibility with left-multiplication by scalars) should be distinguished from right-linearity. Assuming linearity in the columns is taken to be left-linearity, one would have, for non-commuting scalars a, b: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} ab &= ab \begin{vmatrix}1&0 \\ 0&1\end{vmatrix} = a \begin{vmatrix}1&0 \\ 0&b\end{vmatrix} \\[5mu] &= \begin{vmatrix}a&0 \\ 0&b\end{vmatrix} = b \begin{vmatrix}a&0 \\ 0&1\end{vmatrix} = ba \begin{vmatrix}1&0 \\ 0&1\end{vmatrix} = ba, \end{align}} a contradiction. There is no useful notion of multi-linear functions over a non-commutative ring.
- ↑ Varadarajan, V. S (2004), Supersymmetry for mathematicians: An introduction, American Mathematical Soc., ISBN 978-0-8218-3574-6.
- ↑ "... we mention that the determinant, though a convenient notion theoretically, rarely finds a useful role in numerical algorithms.", see Trefethen & Bau III 1997, Lecture 1.
- ↑ Fisikopoulos & Peñaranda 2016, §1.1, §4.3
- ↑ Camarero, Cristóbal (2018-12-05). "Simple, Fast and Practicable Algorithms for Cholesky, LU and QR Decomposition Using Fast Rectangular Matrix Multiplication". arXiv:1812.02056 [cs.NA].
- ↑ Bunch & Hopcroft 1974
- ↑ Fisikopoulos & Peñaranda 2016, §1.1
- ↑ Rote 2001
- ↑ Fang, Xin Gui; Havas, George (1997). "On the worst-case complexity of integer Gaussian elimination" (PDF). Proceedings of the 1997 international symposium on Symbolic and algebraic computation. ISSAC '97. Kihei, Maui, Hawaii, United States: ACM. pp. 28–31. doi:10.1145/258726.258740. ISBN 0-89791-875-4. Archived from the original (PDF) on 2011-08-07. Retrieved 2011-01-22.
- ↑ Fisikopoulos & Peñaranda 2016, §1.1, Bareiss 1968
- ↑ Abeles, Francine F. (2008). "Dodgson condensation: The historical and mathematical development of an experimental method". Linear Algebra and Its Applications. 429 (2–3): 429–438. doi:10.1016/j.laa.2007.11.022.
References
[edit | edit source]- Anton, Howard (2005), Elementary Linear Algebra (Applications Version) (9th ed.), Wiley International
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Historical references
[edit | edit source]- Bourbaki, Nicolas (1994), Elements of the history of mathematics, translated by Meldrum, John, Springer, doi:10.1007/978-3-642-61693-8, ISBN 3-540-19376-6
- Cajori, Florian (1993), A history of mathematical notations: Including Vol. I. Notations in elementary mathematics; Vol. II. Notations mainly in higher mathematics, Reprint of the 1928 and 1929 originals, Dover, ISBN 0-486-67766-4, MR 3363427
- Bézout, Étienne (1779), Théorie générale des equations algébriques, Paris
- Cayley, Arthur (1841), "On a theorem in the geometry of position", Cambridge Mathematical Journal, 2: 267–271
- Cramer, Gabriel (1750), Introduction à l'analyse des lignes courbes algébriques, Genève: Frères Cramer & Cl. Philibert, doi:10.3931/e-rara-4048
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- Grattan-Guinness, I., ed. (2003), Companion Encyclopedia of the History and Philosophy of the Mathematical Sciences, 1, Johns Hopkins University Press, ISBN 9780801873966
- Jacobi, Carl Gustav Jakob (1841), "De Determinantibus functionalibus", Journal für die reine und angewandte Mathematik, 1841 (22): 320–359, doi:10.1515/crll.1841.22.319, S2CID 123637858
- Laplace, Pierre-Simon, de (1772), "Recherches sur le calcul intégral et sur le systéme du monde", Histoire de l'Académie Royale des Sciences, Paris (seconde partie): 267–376
- Robert Forsyth Scott (1880): A Treatise on the Theory of Determinants and Their Applications in Analysis and Geometry, Cambridge University Press
- E. R. Hedrick: On Three Dimensional Determinants, Annals of Mathematics, Vol.1, No.1/4 (1899-1900), pp.49-67 (19pages). https://doi.org/10.2307/1967268 # Note: This is not the ordinal determinant.
External links
[edit | edit source]| The Wikibook Linear Algebra has a page on the topic of: Determinants |
| Wikisource has the text of the 1911 Encyclopædia Britannica article "Determinant". |
- Template:SpringerEOM
- Weisstein, Eric W. "Determinant". MathWorld.
- O'Connor, John J.; Robertson, Edmund F., "Matrices and determinants", MacTutor History of Mathematics archive, University of St Andrews
- Determinant Interactive Program and Tutorial
- Linear algebra: determinants. Archived 2008-12-04 at the Wayback Machine Compute determinants of matrices up to order 6 using Laplace expansion you choose.
- Determinant Calculator Calculator for matrix determinants, up to the 8th order.
- Matrices and Linear Algebra on the Earliest Uses Pages
- Determinants explained in an easy fashion in the 4th chapter as a part of a Linear Algebra course. Archived 2019-11-01 at the Wayback Machine