Determinants c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 1 / 25 Notation The determinant of a square matrixn×n A is denoted det(A) or |A|. c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 2 / 25 Definition of Determinant The determinant ofn×n A = [aij ] is defined as n! n X Y m(pk ) |n×n A|= (−1) aipk (i) , k=1 i=1 where p1 , . . . , pn! are the n! distinct bijections (one-to-one and onto functions) from {1, . . . , n} to {1, . . . , n} and m(pk ) = n−1 X n X 11[pk (i) > pk (i∗ )]. i=1 i∗ =i+1 c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 3 / 25 Example: n = 2 Suppose " A= a11 a12 # . a21 a22 Then n! = 2, p1 (1) = 1 p1 (2) = 2 m(p1 ) = 0 p2 (1) = 2 p2 (2) = 1 m(p2 ) = 1, and |A| = 2 2 X Y (−1)m(pk ) aipk (i) k=1 i=1 = a11 a22 − a12 a21 . c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 4 / 25 Example: n = 3 Find an expression for the determinant of a11 a12 a13 . A= a a a 21 22 23 a31 a32 a33 c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 5 / 25 Example: n = 1 Suppose A = [a11 ]. Then n! = 1, p1 (1) = 1 m(p1 ) = 0, and |A| = 1 X (−1)m(pk ) k=1 c Copyright 2012 Dan Nettleton (Iowa State University) 1 Y aipk (i) = a11 . i=1 Statistics 611 7 / 25 Verbal Description of Determinant Computation 1 Form all possible products of n matrix elements that contain exactly one element from each row and exactly one element from each column. 2 For each product, count the number of pairs of elements for which the “lower” element is to the “left” of the “higher” element. (For example, a31 is “lower” than a12 because a31 is in the third row while a12 is in the first row. Also, a31 is to the “left” of a12 because a31 is in the first column while a12 is in the second column.) If the number of such pairs is odd, multiply the product by −1. If the number of pairs is even, multiply the product by 1. 3 Add the signed products determined in steps 1 and 2. c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 8 / 25 Prove that if A is an n × n matrix and c ∈ R, then c Copyright 2012 Dan Nettleton (Iowa State University) |cA| = cn |A|. Statistics 611 9 / 25 Prove that ifn×n A is lower or upper triangular, then |A| = n Y aii . i=1 (Note that this result implies |A| = c Copyright 2012 Dan Nettleton (Iowa State University) Qn i=1 aii for a diagonal matrix.) Statistics 611 11 / 25 Suppose A is an n × n matrix. Prove that |A| = |A0 |. c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 13 / 25 Proof: Let qk = p−1 k ; i.e., qk (j) = i ⇐⇒ pk (i) = j. Note that i < i∗ , pk (i) = j > pk (i∗ ) = j∗ ⇐⇒ j∗ < j, qk (j∗ ) = i∗ > qk (j) = i. Thus, m(pk ) = m(qk ). c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 14 / 25 Proof: It follows that n! n X Y m(pk ) |A| = (−1) aipk (i) = = k=1 n! X i=1 n Y k=1 j=1 (−1)m(pk ) n! X (−1) k=1 0 m(qk ) n Y aqk (j)j aqk (j)j j=1 = |A |. 2 c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 15 / 25 Find an expression for I 0 I 0 n×n n×m = n×n n×m B m×m C B m×m C m×n m×n c Copyright 2012 Dan Nettleton (Iowa State University) . Statistics 611 16 / 25 Result A.18 (b): If A and B are each n × n matrices, then |AB| = |A||B|. (We will not go through a proof here. Most graduate-level linear algebra textbooks contain a proof of this result.) c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 20 / 25 Use Result A.18 (b) to prove A nonsingular ⇐⇒ |A| = 6 0. n×n c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 21 / 25 Determinant of a Partitioned Matrix If A is nonsingular, A B C D = |A||D − CA−1 B|. A B C D = |D||A − BD−1 C|. If D is nonsingular, c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 24 / 25 Proof: A B C D A B A B A B = |A||A−1 | = |AA−1 | = |I| C D C D C D A B A−1 −A−1 B A B −1 = |A| |A | = |A| C D 0 C D I I 0 = |A| = |A||D − CA−1 B|. CA−1 D − CA−1 B 2 A similar argument proves the second result. c Copyright 2012 Dan Nettleton (Iowa State University) Statistics 611 25 / 25