MATH 304 Linear Algebra Lecture 7: Evaluation of determinants. The Vandermonde determinant. Cramer’s rule. Determinants Determinant is a scalar assigned to each square matrix. Notation. The determinant of a matrix A = (aij )1≤i,j≤n is denoted det A or a a ... a 1n 11 12 a a ... a 2n 21 22 . .. . . . . . ... . . an1 an2 . . . ann Principal property: det A 6= 0 if and only if a system of linear equations with the coefficient matrix A has a unique solution. Equivalently, det A 6= 0 if and only if the matrix A is invertible. Explicit definition in low dimensions a b = ad − bc, Definition. det (a) = a, c d a11 a12 a13 a21 a22 a23 = a11 a22 a33 + a12 a23 a31 + a13 a21 a32 − a31 a32 a33 −a13 a22 a31 − a12 a21 a33 − a11 a23 a32 . +: −: * ∗ ∗ ∗ ∗ * ∗ * ∗ ∗ * ∗ ∗ ∗ ∗ , ∗ * * * ∗ ∗ , * ∗ ∗ * ∗ ∗ * ∗ ∗ ∗ ∗ * , * ∗ ∗ ∗ * ∗ , ∗ * ∗ ∗ ∗ * ∗ ∗ * * ∗ . ∗ ∗ * . ∗ Properties of determinants Determinants and elementary row operations: • if a row of a matrix is multiplied by a scalar r , the determinant is also multiplied by r ; • if we add a row of a matrix multiplied by a scalar to another row, the determinant remains the same; • if we interchange two rows of a matrix, the determinant changes its sign. Properties of determinants Tests for singularity: • if a matrix A has a zero row then det A = 0; • if a matrix A has two identical rows then det A = 0; • if a matrix has two proportional rows then det A = 0. Properties of determinants Special matrices: • det I = 1; • the determinant of a diagonal matrix is equal to the product of its diagonal entries; • the determinant of an upper triangular matrix is equal to the product of its diagonal entries. Properties of determinants Determinant of the transpose: • If A is a square matrix then det AT = det A. Columns vs. rows: • if one column of a matrix is multiplied by a scalar, the determinant is multiplied by the same scalar; • adding a scalar multiple of one column to another does not change the determinant; • interchanging two columns of a matrix changes the sign of its determinant; • if a matrix A has a zero column or two proportional columns then det A = 0. Row and column expansions Given an n×n matrix A = (aij ), let Mij denote the (n − 1)×(n − 1) submatrix obtained by deleting the ith row and the jth column of A. Theorem For any 1 ≤ k, m ≤ n we have that n X det A = (−1)k+j akj det Mkj , j=1 (expansion by kth row ) det A = n X (−1)i+m aim det Mim . i=1 (expansion by mth column) Signs for row/column expansions + − + − .. . − + − + .. . + − + − .. . − + − + .. . ··· · · · · · · · · · ... 1 2 3 Example. A = 4 5 6. 7 8 9 Expansion by 1 ∗ ∗ ∗ 5 6 ∗ 8 9 5 det A = 1 8 the 1st row: ∗ 2 ∗ ∗ ∗ 4 ∗ 6 4 5 7 8 7 ∗ 9 4 6 6 + 34 − 2 7 9 7 9 3 ∗ ∗ 5 8 = (5 · 9 − 6 · 8) − 2(4 · 9 − 6 · 7) + 3(4 · 8 − 5 · 7) = 0. 1 2 3 Example. A = 4 5 6. 7 8 9 Expansion by the 2nd column: 1 ∗ 3 1 ∗ 3 ∗ 2 ∗ 4 ∗ 6 ∗ 5 ∗ 4 ∗ 6 ∗ 8 ∗ 7 ∗ 9 7 ∗ 9 4 6 1 3 1 3 + 5 det A = −2 7 9 − 84 6 7 9 = −2(4 · 9 − 6 · 7) + 5(1 · 9 − 3 · 7) − 8(1 · 6 − 3 · 4) = 0. 1 2 3 Example. A = 4 5 6. 7 8 9 Subtract the the 3rd row: 1 2 4 5 7 8 1st row from the 2nd row and from 3 1 2 3 1 2 3 6 = 3 3 3 = 3 3 3 = 0 9 7 8 9 6 6 6 since the last matrix has two proportional rows. 1 2 3 Another example. B = 4 5 6 . 7 8 13 Let’s do some row reduction. Add −4 times the 1st row to the 2nd row: 1 2 3 1 2 3 4 5 6 = 0 −3 −6 7 8 13 7 8 13 Add −7 times the 1st row to the 3rd row: 1 2 3 1 2 3 0 −3 −6 = 0 −3 −6 7 8 13 0 −6 −8 Expand the determinant by the 1st column: 1 2 3 −3 −6 0 −3 −6 = 1 −6 −8 0 −6 −8 Thus 1 2 −3 −6 = (−3) det B = −6 −8 −6 −8 1 2 = (−3)(−2)(−2) = −12. = (−3)(−2) 3 4 2 −2 0 3 −5 3 2 1 Example. C = 1 −1 0 −3, det C =? 2 0 0 −1 Expand the determinant by the 3rd column: 2 −2 0 3 2 −2 3 −5 3 2 1 = −2 1 −1 −3 1 −1 0 −3 2 0 −1 2 0 0 −1 Add −2 times the 2nd row to the 1st row: 0 0 9 2 −2 3 det C = −2 1 −1 −3 = −2 1 −1 −3 2 0 −1 2 0 −1 Expand the determinant by the 1st row: 0 0 9 1 −1 det C = −2 1 −1 −3 = −2 · 9 2 0 2 0 −1 Thus 1 −1 = −18 · 2 = −36. det C = −18 2 0 Problem. For what values of a will the following system have a unique solution? x + 2y + z = 1 −x + 4y + 2z = 2 2x − 2y + az = 3 The system has a unique solution if and only if the coefficient matrix is invertible. 1 2 1 A = −1 4 2, det A =? 2 −2 a Add −2 times the 1 2 −1 4 2 −2 3rd column to the 2nd column: 1 1 0 1 2 = −1 0 2 a 2 −2 − 2a a Expand the determinant 1 0 0 det A = −1 2 −2 − 2a by the 2nd column: 1 1 1 2 = −(−2 − 2a) −1 2 a Hence det A = −(−2 − 2a) · 3 = 6(1 + a). Thus A is invertible if and only if a 6= −1. More properties of determinants Determinants and matrix multiplication: • if A and B are n×n matrices then det(AB) = det A · det B; • if A and B are n×n matrices then det(AB) = det(BA); • if A is an invertible matrix then det(A−1 ) = (det A)−1 . Determinants and scalar multiplication: • if A is an n×n matrix and r ∈ R then det(rA) = r n det A. Examples −1 2 1 1 0 0 X = 0 2 −2, Y = −1 3 0. 0 0 −3 2 −2 1 det X = (−1) · 2 · (−3) = 6, det Y = det Y T = 3, det(XY ) = 6 · 3 = 18, det(YX ) = 3 · 6 = 18, det(Y −1 ) = 1/3, det(XY −1 ) = 6/3 = 2, det(XYX −1 ) = det Y = 3, det(X −1 Y −1 XY ) = 1, det(2X ) = 23 det X = 23 · 6 = 48, det(−3X T XY −4 ) = (−3)3 · 6 · 6 · 3−4 = −12. The Vandermonde determinant Definition. The Vandermonde determinant is the determinant of the following matrix 1 x1 x12 · · · x1n−1 1 x2 x22 · · · x2n−1 n−1 2 V = 1 x x · · · x 3 3 3 , .. . ... ... . . . .. . 1 xn xn2 · · · xnn−1 where x1 , x2 , . . . , xn ∈ R. Equivalently, V = (aij )1≤i,j≤n , where aij = xij−1 . Examples. 1 x1 = x2 − x1 . • 1 x2 1 x1 x12 1 x1 0 2 2 • 1 x2 x2 = 1 x2 x2 − x1 x2 1 x x2 1 x x2 − x x 3 3 1 3 3 3 1 0 0 x2 − x1 x22 − x1 x2 2 = 1 x2 − x1 x2 − x1 x2 = 2 x − x x − x x 3 1 1 3 3 1 x − x x2 − x x 3 1 1 3 3 1 1 x2 x2 = (x2 − x1 ) = (x2 − x1 )(x3 − x1 ) x3 − x1 x32 − x1 x3 1 x3 = (x2 − x1 )(x3 − x1 )(x3 − x2 ). Theorem 1 x 1 1 x2 1 x3 ... ... 1 xn x12 x22 x32 ··· ··· ··· ... .. . xn2 · · · Y = (xj − xi ). .. . 1≤i<j≤n xnn−1 x1n−1 x2n−1 x3n−1 Corollary The Vandermonde determinant is not equal to 0 if and only if the numbers x1 , x2 , . . . , xn are distinct. Let x1 , x2 , . . . , xn be distinct real numbers. Theorem For any b1 , b2 , . . . , bn ∈ R there exists a unique polynomial p(x) = a0 +a1 x+ · · · +an−1 x n−1 of degree less than n such that p(xi ) = bi , 1 ≤ i ≤ n. a0 + a1 x1 + a2 x12 + · · · + an−1 x1n−1 = b1 a0 + a1 x2 + a2 x22 + · · · + an−1 x2n−1 = b2 ············ a0 + a1 xn + a2 xn2 + · · · + an−1 xnn−1 = bn a0 , a1 , . . . , an−1 are unknowns. The coefficient matrix is the Vandermonde matrix. A general system of n linear equations in n variables: a11 x1 + a12 x2 + · · · + a1n xn = b1 a21 x1 + a22 x2 + · · · + a2n xn = b2 ⇐⇒ Ax = b, ········· an1 x1 + an2 x2 + · · · + ann xn = bn where a11 a12 a a 21 22 A = .. .. . . an1 an2 b1 x1 . . . a1n . . . a2n b2 x2 , x = .. , b = .. . . . ... . . bn xn . . . ann Cramer’s rule a11 x1 + a12 x2 + · · · + a1n xn = b1 a21 x1 + a22 x2 + · · · + a2n xn = b2 ⇐⇒ Ax = b · · · · · · · · · an1 x1 + an2 x2 + · · · + ann xn = bn Theorem Assume that the matrix A is invertible. Then the only solution of the system is given by det Ai xi = , i = 1, 2, . . . , n, det A where the matrix Ai is obtained by substituting the vector b for the ith column of A. Example. x + 2y + 3z = 0 4x + 5y + 6z = 0 7x + 8y + 13z = 1 Augmented matrix of the system: 1 2 3 0 (A | b) = 4 5 6 0 7 8 13 1 As obtained earlier in this lecture, det A = −12. Since det A 6= 0, there exists a unique solution of the system. Example. x + 2y + 3z = 0 4x + 5y + 6z = 0 7x + 8y + 13z = 1 1 2 3 0 4 5 6 0 7 8 13 1 By Cramer’s rule, 0 2 3 0 5 6 2 3 1 8 13 5 6 −3 1 = x= = = 1 2 3 −12 −12 4 4 5 6 7 8 13 Example. x + 2y + 3z = 0 4x + 5y + 6z = 0 7x + 8y + 13z = 1 By Cramer’s 1 4 7 y= 1 4 7 rule, 1 2 3 0 4 5 6 0 7 8 13 1 0 3 1 3 0 6 − 4 6 1 13 6 1 = = =− −12 −12 2 2 3 5 6 8 13 Example. x + 2y + 3z = 0 4x + 5y + 6z = 0 7x + 8y + 13z = 1 1 2 3 0 4 5 6 0 7 8 13 1 By Cramer’s rule, 1 2 0 4 5 0 1 2 7 8 1 4 5 −3 1 = z= = = 1 2 3 −12 −12 4 4 5 6 7 8 13 System of linear equations: x + 2y + 3z = 0 4x + 5y + 6z = 0 7x + 8y + 13z = 1 Solution: (x, y , z) = 1 1 1 . ,− , 4 2 4 Determinants and the inverse matrix Given an n×n matrix A = (aij ), let Mij denote the (n − 1)×(n − 1) submatrix obtained by deleting the ith row and the jth column of A. e = (αij ) The cofactor matrix of A is an n×n matrix A i+j defined by αij = (−1) det Mij . e T A = AA e T = (det A)I . Theorem A Corollary If det A 6= 0 then the matrix A is invertible and eT . A−1 = (det A)−1 A e T = (det A)I means that AA Pn k+j akj det Mkj = det A for all k, j=1 (−1) Pn k+j amj det Mkj = 0 for m = 6 k. j=1 (−1)