17 Determinants 2019/04/25 17.1 Concepts Many problems in physical sciences, in engineering , and in statistics give rise to system of simultaneous linear equations. In some cases however the number of equations can be large, and alternative methods are then required both for the numerical solution of the large “linear system”, and for the formulation and theoretical analysis of the problems that give rise to them. Some of the practical methods of solution, the “numerical methods”, are discussed in Chapter 20. The branch of mathematics concerned with the theory of linear systems Is matrix algebra, the subject of Chapters 18 and 19, but several of the more important and useful results in the theory of linear equations can be derived independently from the quantities called determinants. The theory of determinants is discussed in this chapter as a separate topic, partly because determinants have certain symmetry properties that have made them an important tool in quantum mechanics. They are used in quantum chemistry to construct electronic wave functions that are consistent with the requirements of the Pauli Exclusion Principle. Then concept of determinants has its origin in the solution of simultaneous linear equations. (1) a1 x b1 y c1 Linear equations (17.1) (2) a2 x b2 y c2 Sol. I (1) a1b2 x b1b2 y c1b2 (2) b1a2 x b1b2 y b1c2 (1) (2) : (a1b2 b1a2 ) x c1b2 b1c2 , c1b2 b1c2 x ; a1b2 b1a2 Sol. II D a1 b1 a2 b2 a1 b1 a2 b2 a1c2 c1a2 y a1b2 b1a2 a1b2 b1a2 , D1 c1 b1 c2 b2 D1 x , D , D2 a1 c1 a2 c2 D2 y D Example 17.1 The determinant is a property of a square array of 4=22 elements, the coefficients of x and y in the system of equations (17.1). It is a determinant of order 2. In the general case, a determinant of order n is a property of a square array of n2 elements, and is written column Element: aij The ith row and jth column of the array a11 a12 a1n a21 a22 a2 n an1 row an 2 ann Determinants of order n arise from the consideration of system of order n linear equations in n unknowns. 17.2 Determinants of order 3 The system of three linear equations in three unknowns, x1, x2, and x3. (1) a11 x1 a12 x2 a13 x3 b1 (2) a21 x1 a22 x2 a23 x3 b2 (3) a31 x1 a32 x2 a33 x3 b3 a11 a12 a13 D a21 a22 a23 a11 a31 a32 a33 D1 D2 x1 , x2 , D D b1 a12 a13 a22 a23 a32 a33 D3 x3 D a11 b1 a21 a12 a13 a32 a33 a31 a12 a13 a22 a23 Example 17.2 a13 a11 a12 b1 D1 b2 a22 a23 , D2 a21 b2 a23 , D3 a21 a22 b2 b3 a32 a33 a33 a32 b3 a31 b3 a31 Order n-1 Minors and cofactors Mij a11 a12 a13 a21 a22 a23 a31 a32 a33 a11 a12 a31 a32 M 23 They are important because they used for the expansion of a determinant in terms of its elements. a11 a12 a13 a21 a22 a23 a11M 11 a21M 21 a31M 31 a31 a32 a33 This is called expansion along the first column. The sign associated with element aij is 1 if i j is even i j (1) 1 if i j is odd The signs for the first-order determinant are Example 17.3 Example 17.4 A determinant can be expanded along any row or column. Cofactors Cij Cij (1) i j M ij The expansion along with the first column is then a11 a12 a13 a21 a22 a23 a11C11 a21C21 a31C31 ai1Ci1 a31 a32 a33 3 i 1 More generally, the expansion along with the jth column is a11 a12 a13 a21 a22 a23 a1 j C1 j a2 j C2 j a3 j C3 j aij Cij a31 a32 a33 and along the ith row is a13 3 i 1 An expansion in terms of cofactors is called Laplace expansion of the determinant. a11 a12 a21 a22 a23 ai1Ci1 ai1Ci1 ai1Ci1 aij Cij a31 a32 a33 3 j 1 Example 17.5 Find the cofactors of the elements of the third column of 2 4 1 1 3 2 0 1 Cij (1) i j M ij 0 We have a13 3 M 13 a23 0 M 23 4 2 1 1 2 1 1 1 2, C13 (1)13 M 13 2 3, C23 (1) 23 M 23 3 17.3 The general case A determinant of order n is a property of a square array of n2 elements, written For n=1: D a11 a11 a1n a11 a12 a13 a21 a22 a23 a2 n D a31 a32 a33 a3n an1 an 2 an 3 ann For n 2, the expansion along any row i (i= 1, 2, …, n): n D ai1Ci1 ai 2Ci 2 ain Cin aij Cij j 1 The expansion along any row j (j= 1, 2, …, n): n Example 17.6 D a1 j C1 j a2 j C2 j anj Cnj aij Cij , Cij (1) i j M ij i 1 Example 17.7 Find the value of the “triangular” determinant 1 2 3 4 5 0 6 7 8 9 D 0 0 10 11 12 1 0 0 0 13 14 0 0 0 0 15 6 7 8 9 0 10 11 12 0 0 13 14 0 0 0 15 10 11 12 1 6 0 0 13 14 0 15 1 6 10 13 15 The value of a triangular determinant is equal to the product of the elements on the diagonal, D a11 a22 a33 ann Note: on the valuation of determinants and the solution of linear equations. The expansion of a determinant in terms of its elements consists of n! products of n elements at a time, and involves n!(n-1) multiplications. It follows therefore that such expansions do not provide a practical (or accurate) method for the evaluation of large determinants. The same is true of the use of Cramer’s rule for the solution of linear equations. 17.4 The solution of linear equations In general, the system of n linear equations, a11 x1 a12 x2 a13 x3 a1n xn b1 a21 x1 a22 x2 a23 x3 a2 n xn b2 a31 x1 a32 x2 a33 x3 a3n xn b3 an1 x1 an 2 x2 an 3 x3 ann xn bn a11 a12 a13 (17.26) This solution is given by Cramer’s rule. Dn D1 D2 x1 , x2 , , xn D D D a1n a11 a21 a22 a23 a2 n If D0 D a31 a32 a33 a3n x2 (17.27) an1 an 2 an 3 ann a13 a1n a21 b2 a23 a2 n b3 a33 a3n D2 a31 D (17.28) b1 an1 bn an 3 ann Cramer’s rule applies even when all the quantities bk on the right sides of equations (17.26) are zero. In this case, all the determinants Dk are also zero and the solution is x1 x2 x3 xn 0 The case D=0 Cramer’s rule provides the unique solution of the system of linear equations (17.26) so long as the determinant of the coefficient (17.27) is not zero. The rule does not apply however when D=0 because division by D=0 in (17.28) is not allowed. There is then in general no unique solution or, in some case, no solution of the equations at all. (1) 2 x 2 y z 10 (2) x 2 y 2 z 3 (3) 3 x 2 y 4 z 20 2 2 1 D 1 2 2 0 3 2 4 (2) (3) : 4 x 4 y 2 z 17 (1) 2 : 4 x 4 y 2 z 20 The case D=0 No unique solution (no solution of the equation at all) (in consistent) (1) 2 x 2 y z 10 ( 2) x 2 y 2 z 3 (linearly dependent = linear combination of each other) (3) 3 x 2 y 4 z 23 (1) (2) : x 13 2 z , This is a solution of the system for every value of z. 1 (2) 2 (1) : y (5 z 16) 2 Homogeneous equations a11 x1 a12 x2 a13 x3 a1n xn 0 a21 x1 a22 x2 a23 x3 a2 n xn 0 a31 x1 a32 x2 a33 x3 a3n xn 0 Homogeneous inhomogeneous eq. If D0, trivial (zero) solution x=y=z=0 an1 x1 an 2 x2 an 3 x3 ann xn 0 Only the zero solution exists if D0, but other solutions also exist when D=0. (1) 2 x 2 y z 0 ( 2) x 2 y 2z 0 (3) 3 x 2 y 4 z 0 (1) (2) : x 3 z , 5z (2) 2 (1) : y 2 has D=0, the equations are linearly dependent. Nonzero solutions are obtained by solving any pair of the equations for x and y in terms of z: One of the most important theorem of systems of linear equations: A system of homogeneous linear equations has non trivial solution only if the determinant of the coefficients is zero. Secular equations A number of problems in the physical sciences give rise to systems of equations of the form a11 x1 a12 x2 a13 x3 a1n xn x1 Is a parameter to be determined. a21 x1 a22 x2 a23 x3 a2 n xn x2 a31 x1 a32 x2 a33 x3 a3n xn x3 an1 x1 an 2 x2 an 3 x3 ann xn xn In molecular-orbital theory, the Schrödinger equation is replaced by such a set of linear equations in which the quantities x1, x2, … , xn represents an orbital and the corresponding orbital energy. (a11 ) x1 a12 x2 a13 x3 a1n xn 0 a21 x1 (a22 ) x2 a23 x3 a2 n xn 0 a31 x1 a32 x2 (a33 ) x3 a3n xn 0 an1 x1 an 2 x2 an 3 x3 (ann ) xn 0 These homogeneous equations, called secular equations, have non-trivial solution only of the determinant of the coefficients is zero. (a11 ) a12 a13 a1n a21 (a22 ) a23 a2 n a31 a32 (a33 ) a3n an1 an 2 an 3 0 (17.39) (a11 ) The determinant is called a secular determinant in this context. It is zero only for some values of the parameter and these are obtained by solving equation (17.39). Because the expansion of the secular determinant is a polynomial of degree n in , the required values of are the n roots of the polynomial. Example 17.8 Find the values of for which the following system of equations has nonzero solution: 2 x y z x 11x 4 y 5 z y z x y (2 ) x y z 0 11x (4 ) y 5 z 0 x y ( ) z 0 2 D 11 1 1 4 1 1 5 3 22 2 ( 1)( 1)( 2) D 0, 1, 1, and 2. Because of the n roots of the secular determinant three exists a solution of the secular equations. Example 17.9 Solve the Hückel molecular-orbital problem for the allyl radical CH2CHCH2 in terms of the Hückel parameters and : (1) ( E )c1 c2 0 (2) c1 ( E )c2 c3 0 c2 ( E )c3 0 (3) E 0 E ( E )( E ) 2 2 2 0 0 E E1 , E2 2 and E3 2 For E E1 : (1) c2 0, c2 0, (3) c2 0, c2 0 (2) c1 c3 0, c1 c3 Setting c3=1: E c1 c2 c3 1 0 1 2 2 1 1 2 2 1 1 化二乙 17.5 Properties of determinants The following are the more important general properties of determinants. 1. Transposition The value of a determinant is unchanged if its rows and columns are interchanged: a1 b1 c1 a1 a2 a3 a2 b2 c2 b1 b2 b3 a3 b3 c3 c2 c3 c1 Column 1 row 1 Column 2 row 2 Column 3 row 3 2. Multiplication by a constant If all the elements of any row (or column) are multiplied by the same factor , the value of the new determinant is times the value of the old determinant: a1 b1 c1 a1 a2 a3 a2 b2 c2 b1 b2 b3 a3 b3 c3 c2 c3 c1 If 0, 0 0 0 a2 b2 c2 0 a3 b3 c3 Example 17.10 3. Addition rule If all the elements of any row (or column) are written as the sum of two terms the determinant can be written as the sum of two determinants: a1 d1 b1 c1 a1 b1 c1 d1 b1 c1 a2 d 2 b2 c2 a 2 b2 c2 d 2 b2 c2 a3 d 3 b3 c3 b3 c3 b3 c3 a3 d3 4. Interchange of rows (or columns). Antisymmetry If two rows (or columns) of a determinant are interchanged the value of the determinant is multiplied by (-1): a b c a b c Interchange of rows 1 and 2 1 1 a2 1 2 2 2 b2 c2 a1 b1 c1 a3 b3 c3 a3 b3 c3 a1 b1 c1 a1 c1 b1 Interchange of columns 2 and 3 a2 b2 c2 a 2 c2 b2 a3 b3 c3 c3 b3 It is this property of determinants that has made them so useful for the construction of electronic wave functions. a3 Example 17.11 Example 17.12 5. Two rows or columns equal (related to property 4) The value of a determinant is zero if two rows (or two columns) are equal: a1 b1 c1 a1 b1 c1 0 a3 b3 c3 If the rows (or columns) are identical then such an interchange must leave the determinant unchanged. Therefore –D=D and this is possible only if D=0 Example 17.13 6. Proportional rows or columns (related to property 2+5) The value of a determinant is zero if one row (or column) is a multiple of another row (or column): Example 17.14 a b c a b c 2 2 2 2 2 2 a2 b2 c2 a 2 b2 c2 a3 b3 c3 b3 c3 a3 Example 17.15 7. Addition of rows or columns (related to property 3+6) The value of a determinant is unchanged when a multiple of any row ( or column) is added to any other row (or column): a1 b1 b1 c1 a1 b1 a2 b2 b2 c2 a 2 b2 a3 b3 b3 c3 b3 a3 b1 b1 c1 a1 b1 c1 c2 b2 b2 c2 a2 b2 c2 c3 b3 b3 c3 a3 b3 c3 c1 8. Linearly-dependent rows or columns (related to property 5+6+7) The value of a determinant is zero if the rows (or columns) are linearly dependent; that is, if a row (or column) is a linear combination of the others: b1 c1 b1 c1 b1 b1 c1 c1 b1 c1 b2 c2 b2 c2 b2 b2 c2 c2 b2 c2 0 b3 c3 b3 c3 b3 b3 c3 c3 b3 c3 9. Derivative of a determinant If the elements of a determinant D are differentiate functions, the derivative D’ of D can be written: D D1 D2 D3 Dn where Di is obtained from D by differentiation of the elements of the ith row. D D1 D2 D3 Example 17.16 a1 d b1 dx c1 b2 da1 a3 dx b3 b1 da2 dx b2 c2 c3 c2 a2 c1 da3 a1 dx db1 b3 dx c3 c1 a2 db2 dx c2 a3 a1 db3 b1 dx dc1 c3 dx a2 a3 b2 dc2 dx b3 dc3 dx 17.6 Reduction to triangular form A “triangular” determinant has value equal to the product of its diagonal elements, a11 a12 a13 a1n 0 a22 a23 a2 n 0 0 0 0 0 a33 a3n a11 a22 a33 ann ann Every determinant can be reduced to triangular form by means of a systematic application of property 7 in Section 17.5. The method is an example of elimination methods discussed in Chapter 20. Example 17.17 1 2 3 1 2 3 1 2 3 1 2 3 3 2 5 0 4 4 0 4 4 0 4 4 1 (4) 1 4 2 3 6 -3row 1 2 3 -2row 1 6 0 1 0 -1/4row 2 0 0 1 17.7 Alternating functions A function f ( x1 , x2 , x3 , , xn ) of n variables is called an alternating function, or totally antisymmetric, if the interchange of any two of the variables has the effect of multiplying the value of the function by (-1). f ( x1 , x2 , x3 , , xn ) f ( x2 , x1 , x3 , , xn ) If two variables are equal the function is zero, f ( x1 , x1 , x3 , , xn ) 0 A determinant is an alternating function of its rows (columns). f1 ( x1 ) f1 ( x2 ) f1 ( x3 ) f1 ( xn ) f 2 ( x1 ) f 2 ( x2 ) f 2 ( x3 ) f 2 ( xn ) f 3 ( x1 ) f 3 ( x2 ) f 3 ( x3 ) f 3 ( xn ) f n ( x1 ) f n ( x2 ) f n ( x3 ) An alternating function of n variables has the form with f1 , f 2 , , f n (property 4, P. 490) f n ( xn ) The interchange of any pair of variables leads to the interchange of two columns and, therefore, to a change of sign. For n=2, f1 ( x1 ) f1 ( x2 ) f 2 ( x1 ) f 2 ( x2 ) 2! 2 f1 ( x1 ) f 2 ( x2 ) f1 ( x2 ) f 2 ( x1 ) 3! 6 For n=3, f1 ( x1 ) f1 ( x2 ) f 2 ( x1 ) f 2 ( x2 ) f 3 ( x1 ) f 3 ( x2 ) f1 ( x1 ) f 2 ( x2 ) f 3 ( x3 ) f1 ( x1 ) f 2 ( x3 ) f 3 ( x2 ) f 2 ( x3 ) f1 ( x2 ) f 2 ( x3 ) f 3 ( x1 ) f1 ( x2 ) f 2 ( x1 ) f 3 ( x3 ) f 3 ( x3 ) f1 ( x3 ) f 2 ( x1 ) f 3 ( x2 ) f1 ( x3 ) f 2 ( x2 ) f 3 ( x1 ) f1 ( x3 ) The expansion of the determinant has n! products of the functions The 3! 6 permutations of x1, x2, and x3 are f1 , f 2 , , f n x1 x2 x3 , x1 x3 x2 , x2 x3 x1 , x2 x1 x3 , x3 x1 x2 , x3 x2 x1 Each term contributes to the sum with + sign if the permutation is obtained from x1x2x3 by an even number of transpositions, and with – sign for an odd number of transpositions. Alternating functions in the form of single determinants or sums of determinants are important in quantum mechanics for the construction of electronic wave functions. The electron is a member of the class of particles called fermions, particles with halfintegral spin (a particle with zero or integral spin is called boson). The wave function of a system of identical fermions is totally antisymmetric with respect to the interchange of the coordinates (including spin) of the fermions. The interchange of the coordinates of any pair of fermions results in the change of sign of the wave function.