AN UPPER BOUND FOR THE DETERMINANT OF A MATRIX WITH GIVEN ENTRY SUM AND SQUARE SUM ORTWIN GASPER HUGO PFOERTNER MARKUS SIGG Waltrop, Germany Munich, Germany EMail: hugo@pfoertner.org Freiburg, Germany EMail: mail@MarkusSigg.de Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg vol. 10, iss. 3, art. 63, 2009 Title Page Contents Received: 05 March, 2009 Accepted: 15 September, 2009 Communicated by: S.S. Dragomir 2000 AMS Sub. Class.: 15A15, 15A45, 26D07. Key words: Determinant, Matrix Inequality, Hadamard’s Determinant Theorem, Hadamard Matrix. Abstract: By deducing characterisations of the matrices which have maximal determinant in the set of matrices with given entry sum and square sum, we prove the inequality | det M | ≤ |α|(β − δ)(n−1)/2 for real n × n-matrices M , where nα and nβ are the sum of the entries and the sum of the squared entries of M , respectively, and δ := (α2 − β)/(n − 1), provided that α2 ≥ β. This result is applied to find an upper bound for the determinant of a matrix whose entries are a permutation of an arithmetic progression. JJ II J I Page 1 of 18 Go Back Full Screen Close Contents 1 Introduction 3 2 Conventions 4 3 Main Theorem 5 4 Application 13 Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg vol. 10, iss. 3, art. 63, 2009 Title Page Contents JJ II J I Page 2 of 18 Go Back Full Screen Close 1. Introduction Let n ≥ 2 be a positive integer and a = (a1 , . . . , an2 ) a vector of real numbers. What is the maximal determinant D(a) of a matrix whose elements are a permutation of the entries of a? The answer is unknown even for the special case a := (1, . . . , n2 ) if n > 6, see [4]. By computational optimisation using algorithms like tabu search, we have found matrices with the following determinants, which thus are lower bounds for D(1, . . . , n2 ): n lower bound for D(1, . . . , n2 ) 2 10 3 412 4 40 800 5 6 839 492 6 1 865 999 570 7 762 150 368 499 8 440 960 274 696 935 9 346 254 605 664 223 620 10 356 944 784 622 927 045 792 It would be nice to also have a good upper bound for D(1, . . . , n2 ). We will show how to find an upper bound by treating the problem of determining D(a) as a continuous optimisation task. This is done by maximising the determinant under two equality contraints: by fixing the sum and the square sum of the matrix’s entries. Our result is a characterisation of the matrices with maximal determinant in the set of matrices with given entry sum and square sum, and a general inequality for the absolute value of the determinant of a matrix. For the problem of finding D(1, . . . , n2 ), the upper bound derived in this way turns out to be quite sharp. So here we have an example where analytical optimisation gives valuable information about a combinatorial optimisation problem. Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg vol. 10, iss. 3, art. 63, 2009 Title Page Contents JJ II J I Page 3 of 18 Go Back Full Screen Close 2. Conventions Throughout this article, let n > 1 be a natural number and N := {1, . . . , n}. Matrix always means a real n × n matrix, the set of which we denote by M. For M ∈ M and i, j ∈ N we denote by Mi the i-th row of M , by M j the j-th column of M , and by Mi,j the entry of M at position (i, j). If M is a matrix or a row or a column of a matrix, then by s(M ) we denote the sum of the entries of M and by q(M ) the sum of their squares. The identity matrix is denoted by I. By J we name the matrix which has 1 at all of its fields, while e is the column vector in Rn with all entries being 1. Matrices of the structure xI +yJ will play an important role, so we state some of their properties: Lemma 2.1. Let x, y ∈ R and M := xI + yJ. Then we have: Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg vol. 10, iss. 3, art. 63, 2009 Title Page 1. det M = xn−1 (x + ny) Contents 2. M is invertible if and only if x 6∈ {0, −ny}. 3. If M is invertible, then M −1 = x1 I − y J. x(x+ny) Proof. Since J = eeT , it holds that JJ II J I Page 4 of 18 Go Back M e = (xI + yeeT )e = (x + yeT e)e = (x + ny)e and M v = (xI + yeeT )v = xv Full Screen n for all v ∈ R with v ⊥ e. Hence M has the eigenvalue x with multiplicity n − 1 and the simple eigenvalue x + ny. This shows (1). (2) is an immediate consequence of (1). (3) can be verified by a straight calculation. Close 3. Main Theorem Let α, β ∈ R with β > 0 and Mα,β := {M ∈ M : s(M ) = nα, q(M ) = nβ}. Furthermore, let α2 − β δ := . n−1 In the proof of the following lemma, matrices are specified whose determinants will later turn out to be the greatest possible: Lemma 3.1. Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg vol. 10, iss. 3, art. 63, 2009 1. Mα,β 6= ∅ if and only if α2 ≤ nβ. If α2 ≤ nβ, then there exists an M ∈ Mα,β with n−1 det M = α(β − δ) 2 . Title Page Contents n 2 2 2. If α ≤ β, then there exists an M ∈ Mα,β with det M = β . 2 3. There exists an M ∈ Mα,β with det M 6= 0 if and only if α < nβ. Proof. (1) Suppose Mα,β 6= ∅, say M ∈ Mα,β . Reading M and J as elements of 2 Rn , the Cauchy inequality shows that !2 n X 1 Mi,j α2 = 2 n i,j=1 1 hM, Ji2 n2 n X 1 2 2 2 ≤ 2 kM k2 kJk2 = Mi,j = nβ. n i,j=1 = JJ II J I Page 5 of 18 Go Back Full Screen Close 1 For the other implication suppose α2 ≤ nβ, i. e. β ≥ δ, and set γ := (β − δ) 2 and M := γI + n1 (α − γ)J. Then M ∈ Mα,β , and by Lemma 2.1 n−1 det M = γ n−1 γ + n n1 (α − γ) = γ n−1 α = α(β − δ) 2 . 1 √ 3α 2 (2) Let α ≤ β. First suppose α ≥ 0, so γ := 2 − 1 gives γ 2 ≤ 1. Set β p 2 0 p γ 1 − γ p 2 p β−α pα A := and B := β − 1 − γ 2 γ 0 . 2 − β−α α 0 0 1 Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg vol. 10, iss. 3, art. 63, 2009 3 Then s(A) = 2α, q(A) = 2β, det A = β, s(B) = 3α, q(B) = 3β, det B = β 2 . In the case of n = 2k with k ∈ N, use k copies of A to build the block matrix A .. , M := . A which has the required properties. In the case of n = 2k + 1 with k ∈ N, use k − 1 copies of A to build the block matrix A .. . , M := A B which again fulfills the requirements. n In the case of α < 0, an M 0 ∈ M−α,β with det M 0 = β 2 exists. For even n, the matrix M := −M 0 ∈ Mα,β has the requested determinant, while for odd n swapping two rows of −M 0 gives the desired matrix M . Title Page Contents JJ II J I Page 6 of 18 Go Back Full Screen Close (3) If α2 < nβ, then the existence of an M ∈ Mα,β with det M 6= 0 is proved by (1) in the case of α 6= 0 and by (2) in the case of α = 0. For α2 = nβ and M ∈ Mα,β , the calculation in (1) shows that hM, Ji = kM k2 kJk2 . However, this equality holds only if M is a scalar multiple of J, so we have det M = 0 because of det J = 0. For α2 ≤ β we have given two types of matrices in Lemma 3.1, the first one n−1 n having the determinant α(β − δ) 2 , the second one with the determinant β 2 . The proof of Theorem 3.3 below will use the fact that for α2 < β the determinant of the first type is strictly smaller than that of the second type. Indeed, the following stronger statement holds: Lemma 3.2. Let α2 ≤ nβ. Then |α|(β − δ) α2 = β. n−1 2 ≤ β with equality if and only if Title Page n−x n−1 n−1 for The proof is completed by applying the AM-GM inequality to f (x)1/n : f (x) = x n−x n−1 n−1 ! n1 vol. 10, iss. 3, art. 63, 2009 n 2 Proof. This is obvious for α = 0, so let α = 6 0. With f (x) := x x ∈ [0, n] we have r n−1 n 2 − |α|(β − δ) 2 β 2 = f αβ . 1 n Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg Contents JJ II J I Page 7 of 18 Go Back x + (n − 1) n−x n−1 ≤ =1 n Full Screen Close with equality if and only if x = n−x , n−1 i. e. if and only if x = 1. If α2 < nβ, then by Lemma 3.1 there exists an M ∈ Mα,β with det M 6= 0, and, by possibly swapping two rows of M , det M > 0 can be achieved. As Mα,β is compact, the determinant function assumes a maximum value on Mα,β . The next theorem, which is essentially due to O. Gasper, shows that this maximum value is given by the determinants noted in Lemma 3.1: 2 Theorem 3.3. Let α ( < nβ and M ∈ Mα,β with maximal determinant. Then (1) M M T = βI if α2 ≤ β: n (2) det M = β 2 j (3) s(Mi ) = s(M ) = α for all i, j ∈ N if α2 ≥ β: (4) M M T = (β − δ)I + δJ n−1 (5) det M = |α|(β − δ) 2 Proof. From Lemma 3.1, we know that det M > 0. The matrix M solves an extremum problem with equality contraints det X −→ max (P) (X ∈ M∗ ), s(X) = nα q(X) = nβ Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg vol. 10, iss. 3, art. 63, 2009 Title Page Contents JJ II J I where M∗ is the set of invertible matrices. The Lagrange function of (P) is given by Page 8 of 18 L(X, λ, µ) = det X − λ(s(X) − nα) − µ(q(X) − nβ), Go Back so there exist λ, µ ∈ R with dMdi,j L(M, λ, µ) = 0 for all i, j ∈ N . It is well known that d −1 det M = (det M ) (M T ) dMi,j i,j Full Screen −1 (see e. g. [1], 10.6), thus we get (det M ) (M T ) (3.1) − λM − 2µJ = 0, i. e. (det M )I = λM M T + 2µJM T . Close Suppose λ = 0. Then (det M )n = det(2µJM T ) = det(2µJ) det M = 0 det M = 0 by applying the determinant function to (3.1). This contradicts det M > 0. Hence λ 6= 0. (3.2) T T As M M has diagonal elements q(M1 ), . . . , q(Mn ), and JM has diagonal elements s(M1 ), . . . , s(Mn ), we get n det M = λq(M ) + 2µs(M ) = λnβ + 2µnα Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg vol. 10, iss. 3, art. 63, 2009 by applying the trace function to (3.1), consequently Title Page det M = λβ + 2µα. Contents (3.3) The symmetry of (det M )I and the symmetry of λM M T in (3.1) show that µJM T is symmetric as well. As all rows of JM T are identical, namely equal to (s(M1 ), . . . , s(Mn )), we obtain JJ II J I Page 9 of 18 (3.4) µs(M1 ) = · · · = µs(Mn ). In the following, we inspect the cases µ = 0 and µ 6= 0 and prove: ( µ = 0 =⇒ α2 ≤ β ∧ (1) ∧ (2), (3.5) µ 6= 0 =⇒ α2 ≥ β ∧ (3) ∧ (4) ∧ (5). Case µ = 0: Then (3.3) reads det M = λβ, so taking (3.2) into account and dividing (3.1) by λ gives βI = M M T , i. e. (1). Part (2) follows by applying the determinant Go Back Full Screen Close √ function to (1). Using the Cauchy inequality and the fact that 1 β M is orthogonal and thus an isometry w.r.t. the euclidean norm k · k2 , we get: !2 n X 1 (3.6) α2 = 2 s(Mi ) n i=1 n 1 X ≤ 2n s(Mi )2 n i=1 = 1 1 1 kM ek22 = βkek22 = βn = β. n n n Case µ 6= 0: Then s(M1 ) = · · · = s(Mn ) by (3.4). The identity Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg vol. 10, iss. 3, art. 63, 2009 Title Page s(M1 ) + · · · + s(Mn ) = s(M ) = nα shows that s(Mi ) = α for all i ∈ N . Taking into account that the determinant is invariant against matrix transposition, this proves (3). Furthermore, JM T = αJ, and (3.1) becomes (3.7) λM M T = (det M )I − 2µαJ, Contents JJ II J I Page 10 of 18 Go Back hence 1 (det M − 2µα) λ for all i ∈ N , and q(M1 ) = · · · = q(Mn ). With q(Mi ) = (M M T )i,i = q(M1 ) + · · · + q(Mn ) = q(M ) = nβ, this shows that (3.8) (M M T )i,i = q(Mi ) = β for all i ∈ N . Full Screen Close Let i, j ∈ N with i 6= j. Equation (3.7) gives (M M T )i,k = − λ1 2µα for all k ∈ N \ {i}, and we get X (M M T )i,k β + (n − 1)(M M T )i,j = (M M T )i,i + k6=i = n X (M M T )i,k k=1 = = = n X n X Mi,p Mk,p k=1 p=1 n X Mi,p s(M p ) p=1 n X Mi,p α = s(Mi ) α = α2 , so (3.9) (M M )i,j α2 − β = δ. = n−1 Equations (3.8) and (3.9) together prove (4). With Lemma 2.1, this yields (det M )2 = det(M M T ) = (β − δ)n−1 (β − δ + nδ) = α2 (β − δ)n−1 , and taking the square root gives (5). Suppose that α2 < β. Then by Lemma 3.1 there n exists an M 0 ∈ Mα,β with det M 0 = β 2 , and by Lemma 3.2, det M = |α|(β − δ) vol. 10, iss. 3, art. 63, 2009 Title Page Contents p=1 T Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg n−1 2 n < β 2 = det M 0 , JJ II J I Page 11 of 18 Go Back Full Screen Close which contradicts the maximality of det M . Hence α2 ≥ β. We have now proved (3.5) and are ready to deduce the statements of the theorem: If α2 < β, then (3.5) shows that µ = 0 and thus (1) and (2). If α2 > β, then (3.5) shows that µ 6= 0 and thus (3), (4) and (5). Finally suppose that α2 = β. Then δ = 0, hence (1) ⇐⇒ (4) and (2) ⇐⇒ (5). If µ 6= 0, then (3.5) shows (3), (4) and (5), from which (1) and (2) follow. If µ = 0, then (3.5) shows (1) and (2), from which (4) and (5) follow. It remains to prove (3) in the case of α2 = β and µ = 0. To this purpose, look at (3.6) again, where α2 = β means equality in the Cauchy inequality, which tells us that (s(M1 ), . . . , s(Mn )) is a scalar multiple of e, hence s(M1 ) = · · · = s(Mn ), and (3) follows as in the case µ 6= 0. Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg vol. 10, iss. 3, art. 63, 2009 Title Page Contents JJ II J I Page 12 of 18 Go Back Full Screen Close 4. Application The following is a more application-oriented extract of Theorem 3.3: Proposition 4.1. Let M ∈ M, α := n1 s(M ), β := n1 q(M ) and δ := α2 < β 2 α =β α2 > β =⇒ =⇒ =⇒ α2 −β . n−1 Then: n | det M | ≤ β 2 | det M | ≤ |α|(β − δ) | det M | ≤ |α|(β − δ) n−1 2 n−1 2 =β Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg n 2 n < β2 vol. 10, iss. 3, art. 63, 2009 2 Proof. This is clear if det M = 0. In the case of det M 6= 0, we get α < nβ by Lemma 3.1, and the stated inequalities are true by Lemma 3.2 and Theorem 3.3. For M ∈ M with |Mi,j | ≤ 1 for all i, j ∈ N , Proposition 4.1 tells us that ! n2 ! n2 n n n n 1 X 1 X 2 ≤ = n2, Mi,j 1 (4.1) | det M | ≤ β 2 = n i,j=1 n i,j=1 which is simply the determinant theorem of Hadamard [3]. If Mi,j ∈ {−1, 1} for all i, j ∈ N and | det M | = nn/2 , i. e. M is a Hadamard matrix, then Proposition 4.1 shows that α2 ≤ β must hold. For a Hadamard matrix M , the value s(M ) is called the excess of M . Since q(M ) = n2 in the case of Mi,j ∈ {−1, 1}, Proposition 4.1 yields an upper bound for the excess, known as Best’s inequality [2]: (4.2) M is a Hadamard matrix =⇒ 3 s(M ) ≤ n 2 The results (4.1) and (4.2), which both can be proved more directly, are mentioned here just as by-products of Proposition 4.1. In the following, we are interested only Title Page Contents JJ II J I Page 13 of 18 Go Back Full Screen Close in the case α2 ≥ β, where the inequality | det M | ≤ |α|(β − δ) n−1 2 =: g(M ) n holds. Note that Lemma 3.2 states that g(M ) < β 2 is true for α2 < β also, but | det M | is not necessarily bounded by g(M ) in this situation: 1 0 M := , | det M | = 1 , g(M ) = 0. 0 −1 We are now going to apply Proposition 4.1 to the problem stated in the introduction. This problem is a special case of finding an upper bound for the determinant of matrices whose entries are a permutation of an arithmetic progression: Proposition 4.2. Let p, q be real numbers with q > 0 and M a matrix whose entries are a permutation of the numbers p, p + q, . . . , p + (n2 − 1)q. Set r := p n2 − 1 + q 2 and % := n3 + n2 + n + 1 . 12 Then n 2 | det M | ≤ n q n n4 − 1 r + 12 2 Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg vol. 10, iss. 3, art. 63, 2009 Title Page Contents JJ II J I Page 14 of 18 n2 Go Back Full Screen and 2 r >% =⇒ n n | det M | ≤ n q |r|% n−1 2 n 2 <n q n n4 − 1 r + 12 2 n2 Close . Proof. For α := n1 s(M ) and β := n1 q(M ) a calculation shows that α2 − β = n(n − 1)q 2 (r2 − %), hence (α2 > β ⇐⇒ r2 > %). The bounds noted in Proposition 4.1 yield the asserted inequalities for | det M |. Corollary 4.3. If M is a matrix whose entries are a permutation of 1, . . . , n2 , then n2 + 1 | det M | ≤ n 2 n n3 + n2 + n + 1 12 n−1 2 . Proof. Apply Proposition 4.2 to (p, q) := (1, 1). For r = (n2 + 1)/2 it is easy to see that r2 > %, which yields the stated bound. Comparing the lower bounds for D(1, . . . , n2 ) noted in the introduction with the upper bounds resulting from rounding down the values given by Corollary 4.3 shows that the quality of these upper bounds is quite convincing: Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg vol. 10, iss. 3, art. 63, 2009 Title Page n determinant of best known matrix upper bound given by Corollary 4.3 2 10 11 3 412 450 4 40 800 41 021 5 6 839 492 6 865 625 6 1 865 999 570 1 867 994 210 7 762 150 368 499 762 539 814 814 8 440 960 274 696 935 441 077 015 225 642 9 346 254 605 664 223 620 346 335 386 150 480 625 10 356 944 784 622 927 045 792 357 017 114 947 987 625 629 These are the record matrices R(n) corresponding to the noted determinants: 4 R(2) = 1 2 , 3 9 R(3) = 4 2 3 8 6 5 1 , 7 12 3 R(4) = 14 5 13 8 1 11 6 16 9 4 2 7 , 10 15 Contents JJ II J I Page 15 of 18 Go Back Full Screen Close 25 7 R(5) = 6 10 16 46 9 39 R(7) = 26 20 4 32 42 48 11 22 8 28 16 15 36 44 17 40 19 3 15 24 12 13 1 9 14 23 2 18 11 3 20 22 8 4 17 5 , 19 21 2 30 34 41 6 25 37 27 7 13 47 33 38 10 24 14 29 1 23 49 35 18 31 5 21 , 45 12 43 68 67 30 56 R(9) = 23 1 45 15 64 1 53 46 79 17 R(10) = 68 100 21 69 52 7 37 20 50 14 38 74 77 52 2 57 63 42 75 93 16 72 15 70 12 43 79 8 54 32 31 35 75 61 3 47 49 87 76 31 29 99 23 36 3 13 R(6) = 14 20 26 1 44 57 28 R(8) = 25 19 59 26 62 10 53 27 63 21 80 39 13 84 65 4 71 58 50 35 9 32 96 73 3 49 42 11 65 17 51 57 81 94 45 5 30 85 62 48 44 11 26 61 71 60 18 66 46 16 6 82 20 78 95 6 56 34 73 24 36 24 35 7 22 4 18 29 33 40 81 72 22 5 59 28 39 91 83 51 38 7 8 43 90 55 21 25 34 2 19 9 12 35 2 22 36 60 39 54 58 78 25 4 44 48 24 69 19 54 22 28 10 27 37 64 97 74 92 17 15 16 33 29 1 20 3 51 55 42 33 9 47 52 14 49 4 34 56 37 13 34 36 2 41 70 , 76 47 9 55 41 66 13 77 86 14 67 89 40 12 5 23 10 12 32 30 40 43 23 64 5 46 30 10 60 33 98 26 80 . 19 88 25 18 59 8 11 31 , 28 6 27 50 15 11 41 48 6 58 31 53 45 38 18 7 16 21 62 32 61 29 27 , 63 24 8 17 Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg vol. 10, iss. 3, art. 63, 2009 Title Page Contents JJ II J I Page 16 of 18 Go Back Full Screen Close Calculating the matrix M M T for each record matrix M reveals that M M T has roughly the structure (β − δ)I + δJ that was noted in Theorem 3.3 for the optimal matrices of the corresponding real optimisation problem. Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg vol. 10, iss. 3, art. 63, 2009 Title Page Contents JJ II J I Page 17 of 18 Go Back Full Screen Close References [1] D.S. BERNSTEIN, Matrix Mathematics: Theory, Facts, and Formulas with Application to Linear Systems Theory, Princeton University Press, 2005. [2] M.R. BEST, The excess of a Hadamard matrix. Nederl. Akad. Wet., Proc. Ser. A, 80 (1977), 357–361. [3] J. HADAMARD, Résolution d’une question relative aux déterminants, Darboux Bull., (2) XVII (1893), 240–246. Upper Bound for the Determinant of a Matrix Ortwin Gasper, Hugo Pfoertner and Markus Sigg vol. 10, iss. 3, art. 63, 2009 [4] N.J.A. SLOANE, The Online Encyclopedia of Integer Sequences, id:A085000. [ONLINE: http://www.research.att.com/~njas/sequences/ A085000]. Title Page Contents JJ II J I Page 18 of 18 Go Back Full Screen Close