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2 - Determinants

This document discusses determinants and their properties. It begins by defining the determinant of an n×n matrix as the signed volume of the parallelepiped formed by the columns of the matrix. It then provides properties of determinants, including that determinants are linear with respect to columns and rows. It discusses how to calculate determinants of 2×2 and 3×3 matrices explicitly in terms of their entries. The document also introduces cofactors and cofactor expansions as ways to calculate determinants. It provides several examples of calculating determinants.
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0% found this document useful (0 votes)
43 views

2 - Determinants

This document discusses determinants and their properties. It begins by defining the determinant of an n×n matrix as the signed volume of the parallelepiped formed by the columns of the matrix. It then provides properties of determinants, including that determinants are linear with respect to columns and rows. It discusses how to calculate determinants of 2×2 and 3×3 matrices explicitly in terms of their entries. The document also introduces cofactors and cofactor expansions as ways to calculate determinants. It provides several examples of calculating determinants.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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APPLIED LINEAR ALGEBRA

2. Determinants
(Section 7.7 of Kreyszig)

Nguyễn Anh Tú

natu@hcmiu.edu.vn
Contents

1 Determinants

2 Properties of Determinants

3 Cramer’s Rule
Section 1

Determinants
Introduction
Determinants arise when
1 Solving linear systems.

2 Finding the volume of a parallelepiped in n-dimensional


space whose edges are the columns of A.

Determinants provide an explicit formula for to compute the


entries of A−1 in terms of the entries of A.
Determinants

• Let v1 , v2 , . . . , vn be vectors in Rn . We denote by


det(v1 , v2 , . . . , vn ) a function whose absolute value is the
volume of the parallelepiped in n-dimensional space whose
edges are v1 , v2 , . . . , vn .
• If A is the matrix with columns v1 , v2 , . . . , vn , we define

|A| = det(A) = det(v1 , v2 , . . . , vn ).

• By examining the scaling and additive properties of


volumes, we see that det need to satisfy the following
properties
Determinants
1 det(v1 , . . . , αvk , . . . , vn ) = α det(v1 , . . . , vk , . . . , vn ) for
any α ∈ R.
2 det(v1 , . . . , uk + wk , . . . , vn ) = det(v1 , . . . , uk , . . . , vn )
+det(v1 , . . . , wk , . . . , vn )
3 det(v1 , . . . , vn ) = 0 if for some j 6= k, vj = vk .
4 For the standard basis e1 , . . . , en , we have

det(e1 , . . . , en ) = 1.

Here ej is the vector whose j-th entry is 1, other entries


are 0.
5 If A0 is the matrix obtained from A by interchanging the
j-th and k-th columns then

det(A0 ) = − det(A).
Determinants of 2 × 2 matrices

From the Linearity Properties 1 and 2, we get


           
a b 1 b 0 b
det( , ) = a det( , ) + c det( , )
c d 0 d 1 d
       
1 1 1 0
= ab det( , ) + ad det( , )
0 0 0 1
       
0 1 0 0
+ cb det( , ) + cd det( , )
1 0 1 1

By Property 3,
       
0 0 1 1
det( , ) = det( , ) = 0.
1 1 0 0
Determinants of 2 × 2 matrices

By Property 5,
       
0 1 1 0
det( , ) = − det( , ) = −1.
1 0 0 1

Thus,    
a b
det( , ) = ad − bc.
c d
Determinants of 3 × 3 matrices
Similarly, we have
   
a11 a12 a13 1 1 1
det( a21
 a22 a23 ) = a11 a12 a13 det( 0 0
  0)
a31 a32 a33 0 0 0
 
1 1 0
+ a11 a12 a23 det(0 0 1)
0 0 0
 
1 1 0
+ a11 a12 a33 det(0 0 0) + · · ·
0 0 1

There are 27 terms on the right hand side, each is the product
of n entries, one from each column, and the determinant of
the corresponding 0-1 matrix.
Determinants of 3 × 3 matrices

Most of these terms are 0, by Property 3. A term can be non


zero only if there are no two entries on the same row. Thus
there are 6 terms left:
   
1 0 0 1 0 0
a11 a22 a33 det( 0 1 0 ) + a11 a32 a23 det( 0 0
   1)
0 0 1 0 1 0
   
0 1 0 0 0 1
+a21 a12 a33 det( 1 0 0 ) + a21 a32 a13 det( 1 0
   0)
0 0 1 0 1 0
   
0 1 0 0 0 1
+a31 a12 a23 det(0 0 1) + a31 a22 a13 det(0 1 0)
1 0 0 1 0 0
Determinants of 3 × 3 matrices
The determinants of the 0-1 matrices can be computed using
Properties 4 and 5. They are 1 or -1 depending on whether the
number of column interchanges needed to bring the matrix to
the identity matrix I3 is even or odd. In the end, we get
 
a11 a12 a13
det(a21 a22 a23 ) = a11 a22 a33 + a12 a23 a31 + a13 a21 a32
a31 a32 a33
− a13 a22 a31 − a11 a23 a32 − a12 a21 a33
Examples
Example

0 5
= 0 × 2 − 1 × 5 = −5
1 2

Example

So
|A| = 0 + 16 − 12 − (−4) − 0 − 6 = 2
Determinants of n × n matrices

In general, we have

a11 a12 · · · a1n


a21 a22 · · · a2n X
.. .. .. . = aσ(1),1 aσ(2),2 . . . aσ(n),n det Pσ
. . . ..
σ(1),σ(2),...,σ(n)
an1 an2 · · · ann

• Here Pσ is the matrix [eσ(1) , eσ(2) , . . . , eσ(n) ] and the sum


is taken over all n-tuple (σ(1), σ(2), . . . , σ(n)) of pairwise
distinct numbers taking values in {1, 2, . . . n}, i.e. ,
(σ(1), σ(2), . . . , σ(n) is a reordering of (1, 2, . . . , n).
• In other words, the maps σ : {1, 2, . . . n} → {1, 2, . . . n}
is one-to-one.
Permutations

• We call such σ a permutation of {1, 2, . . . n} and the


matrix Pσ is called the permutation matrix
corresponding to σ.
• The set of all permutations of {1, 2, . . . n} is denoted by
Sn . E.g.
(4, 3, 1, 2), (3, 2, 4, 1) ∈ S4 .
• Let sign(σ) = 1 or −1 depending on whether the number
of position interchanges that convert
(σ(1), σ(2), . . . , σ(n)) into (1, 2, . . . , n) is even or odd.
E.g.
sign(4, 3, 1, 2) = −1, sign(3, 2, 4, 1) = 1.
• As before, using Property 3, we see that det Pσ = sign(σ).
Determinants

Definition
An inversion of a permutation σ is a pair i < j such that
σ(i) > σ(j).
The number of inversions of σ is denote by I (σ).

Example:
I (2, 3, 1) = 2.
I (4, 3, 1, 2) = 5.
I (3, 2, 4, 1) = 4.
Theorem
For any permutation σ,

sign(σ) = (−1)I (σ) .


Determinants

Definition: Determinants

a11 a12 · · · a1n


a21 a22 · · · a2n X
.. .. . . . .. = sign(σ)aσ(1),1 aσ(2),2 . . . aσ(n),n
. . . σ∈Sn
an1 an2 · · · ann
Cofactors

Let Aij be the matrix obtained by removing the i-th row and
j-th column of the matrix A

Cij = (−1)i+j det(Aij ), 1 ≤ i, j ≤ n are called cofactors of A


Cofactor Matrix

Definition
The matrix of cofactors of A is
 
C11 C12 · · · C1n
 C21 C22 · · · C2n 
C =  .. .. ..
 

 . . . 
Cn1 Cn2 · · · Cnn
Cofactor Expansions

Theorem
• For any i,
n
X
det(A) = ail Cil = ai1 Ci1 + ai2 Ci2 + ... + ain Cin .
l=1

(Cofactor expansion along the i-th row)


• For any j,
n
X
det(A) = alj Clj = a1j C1j + a2j C2j + · · · + anj Cnj
l=1

(Cofactor expansion along the j-th column)


Examples
Determinants of 2 × 2 matrices

a11 a12
= a11 a22 − a21 a12 .
a21 a22

Determinant of a 3 × 3 matrix

a11 a12 a13


a22 a23 a21 a23
a21 a22 a23 = a11 − a12
a32 a33 a31 a33
a31 a32 a33
a21 a22
+ a13
a31 a32
= a11 a22 a33 + a12 a23 a31 + a13 a21 a32
− a13 a22 a31 − a11 a23 a32 − a12 a21 a33
Determinants of a matrix of order 3
Example
Compute det(A) where
 
1 −4 2
A =  −2 8 −9 
−1 7 0

Answer: det(A) = 15

Exercises
Find the determinant
a 0 0
1 b 0
3 −5 c

Answer: abc.
Cofactor expansions

Example

5 −7 2 2
0 3 −4
0 3 0 −4
= (−1)1+3 2 −5 −8 3
−5 −8 0 3
0 5 −6
0 5 0 −6
3 −4
= 2 (−1)2+1 (−5) = 20
5 −6
Cofactor expansions
Example
Find the determinant of
 
1 −2 3 0
 −1 1 0 2 
A=
 0

2 0 3 
3 4 0 −2

Solution

det(A) = (3)(C13 ) + (0)(C23 ) + (0)(C33 ) + (0)(C43 ) = 3C13

−1 1 2 −1 1 2
1+3
= 3(−1) 0 2 3 =3 0 2 3
3 4 −2 3 4 −2
Cofactor expansions

Solution (Cont.)

−1 1 2
1 2 −1 2
0 2 3 = (0)(−1)2+1 +(2)(−1)2+2
4 −2 3 −2
3 4 −2

−1 1
+(3)(−1)2+3
3 4
= 0 + (2)(1)(−4) + (3)(−1)(−7) = 13
Thus, det(A) = 39.
Section 2

Properties of Determinants
Triangular matrices
Theorem
If A is an n × n triangular matrix (upper triangular, lower
triangular, or diagonal), then its determinant is the product of
the entries on the main diagonal. That is

det(A) = a11 a22 a33 · · · ann

Example
If  
−2 0 0 0 0

 10 4 0 0 0 

A=
 5 0 2 0 0 

 7 6 0 5 0 
9 2 4 1 −1
then det(A) = (−2)(4)(2)(5)(−1) = 80
Determinant of Transpose
Theorem
If A is a n × n matrix A then det(AT ) = det(A).
Proof: Let A = [aij ], AT = [bij ]. Then
 X
det AT = sign(σ)bσ(1),1 bσ(2),2 ...bσ(n),n
σ

We have
bσ(1),1 bσ(2),2 ...bσ(n),n = a1,σ(1) a2,σ(2) ...an,σ(n)
= aσ−1 (1),1 aσ−1 (2),2 ...aσ−1 (n),n
where σ −1 is the inverse permutation of σ.
Since sign(σ −1 ) = sign(σ), we get
sign(σ)bσ(1),1 bσ(2),2 ...bσ(n),n = sign(σ −1 )aσ−1 (1),1 aσ−1 (2),2 ...aσ−1 (n),n .
Thus the terms in det(AT ) and det A are equal, hence
det(AT ) = det(A).
Example

Example
If  
1 2 3
A= 2 1 3 
3 1 2
then  
1 2 3
AT =  2 1 1 
3 3 2
and
|A| = 6 = AT
Determinant and elementary row operations
Theorem
Let A be a square matrix.
1 If B is obtained from A by interchanging two rows then
det(B) = − det(A).
2 If B is obtained from A by multipling on row of A with α
then det(B) = α det(A).
3 If B is obtained from A by adding multiple of one row to
another then det(B) = det(A).

Corollary
1 If two rows (columns) of A are equal, then det(A) = 0.
2 If a row (column) of A consists entirely of zeros, then
det(A) = 0.
3 det(αA) = αn det(A), where α is a constant.
Example

• Let
   
1 2 3 1 2 3
A =  0 1 4 , A1 =  −2 −3 −2 
1 2 1 1 2 1

A1 is obtained from A by R2 − 2 × R1 . We have


det(A1 ) = det(A) = −2.
• Let  
4 8 12
A2 =  0 1 4  .
1 2 1
Then det(A2 ) = 4 det(A) = (4)(−2) = −8.
Example

Evaluate
1 −4 2
−2 8 −9
−1 7 0
Solution:
1 −4 2 1 −4 2
R2 −2R1
−2 8 −9 = 0 0 −5
−1 7 0 −1 7 0

1 −4 2
0 −5
= 0 0 −5 = (1) = 15.
3 2
0 3 2
Example

Compute det(A) where


 
3 −1 2 −5
 0 5 −3 −6 
A=
 −6 7 −7 4 

−5 −8 0 9

Solution:
Add 2 times row 1 to row 3 to obtain
3 −1 2 −5
0 5 −3 −6
det(A) = =0
0 5 −3 −6
−5 −8 0 9
Example
Compute
1 1 1 1 .. 1
1 0 1 1 .. 1
1 1 0 1 .. 1
Dn =
. . . . . .
1 1 .. 1 0 1
1 1 1 .. 1 0

Solution: Employ the row operations: Rk − Rk−1 → Rk , for


k = 2, 3, .., n − 1.
1 1 1 1 .. 1
0 −1 0 0 .. 0
0 0 −1 0 .. 0
Dn = = (−1)n−1
. . . . . .
0 0 .. 0 −1 0
0 0 0 .. 0 −1
Example
Compute
0 1 1 1 .. 1
1 0 1 1 .. 1
1 1 0 1 .. 1
En =
. . . . . .
1 1 .. 1 0 1
1 1 1 .. 1 0

Hint:
R1 + R2 + ... + Rn → R1
Thus, En = (n − 1)Dn = (n − 1)(−1)n−1 .
Exercises
Find the determinant of the following matrices
1.  
0 1 2 −1
 2 5 −7 3 
A=  0

3 6 2 
−2 −5 4 −2
2.  
1 1 1
V3 =  x0 x1 x2 
x02 x12 x22
3*.  
1 1 1 1 1

 x0 x1 x2 ... xn−1 

Vn = 
 x02 x12 x22 2
... xn−1 

 . . . . . 
x0n−1 x1n−1 x2n−1 n−1
... xn−1
Determinants of Products

Definition
An n × n elementary matrix of type I, type II, or type III is a
matrix obtained from the identity matrix In by performing a
single elementary row (or elementary column) operation of
type I, type II or type III, respectively.

Example
Let    
0 0 1 1 0 0
E1 =  0 1 0  , E2 =  0 −2 0 
1 0 0 0 0 1
Then E1 is an elementary matrix of type I and E2 is an
elementary matrix of type II.
Determinants of Products
Theorem
If E is an elementary matrix, then

det(EA) = det(AE ) = det(E ) det(A).

Theorem
If A and B are n × n matrices then

det(AB) = det(A) det(B).

Corollary
If det(A) 6= 0 then A−1 exists and
1
det(A−1 ) = .
det(A)
Determinants and Invertibility

Equivalent conditions for invertibility


If A is an n × n matrix, then the following statements are
equivalent
1 A is invertible.

2 Ax = b has a unique solution for every n × 1 matrix b.

3 Ax = 0 has only the trivial solution.

4 det(A) 6= 0.

Corollary
If A is a square matrix, then Ax = 0 has a nontrivial solution if
and only if det(A) = 0.
Examples
Let  
1 0 3
A =  0 −1 2 
2 1 0
Compute det(A−1 ), det(2A).
Solution:
1 0 3
|A| = 0 −1 2 = 4.
2 1 0
Thus
1 1
A−1 = =
|A| 4
and
|2A| = 23 |A| = 32
Exercises

1. Let A and B be 4 × 4 matrices, with det(A) = −1 and


det(B) = 2. Compute
a. det(AB), b. det(B 5 ), c. det(2A), d. det(AT A).

2. Let A and P be square matrices, with P invertible. Show


that det(PAP −1 ) = det(A).

3. Suppose that A is a square matrix such that det(A4 ) = 0.


Explain why A can not be invertible.
Section 3

Cramer’s Rule
Cramer’s Rule

Consider a linear system of n equations in n unknowns:

a11 x1 + a12 x2 + ... + a1n xn = b1


a21 x1 + a22 x2 + ... + a2n xn = b2
..
.
an1 x1 + an2 x2 + ... + ann xn = bn

or in matrix notation AX = b, where A = (aij )n×n .


Cramer’s Rule
1. If D = |A| =
6 0, the system of linear equations has a unique
solution
Dk
xk = , k = 1, 2, ..., n
D
where Dk is the determinant of the matrix obtained by
substituting the k-th column of the matrix A by the column
T
b= b1 b2 · · · bn

For example:
b1 a12 · · · a1n
b2 a22 · · · a2n
D1 = .. .. .. .
. . . ..
bn an2 · · · ann
2. If D = 0 and at least one of the Dk ’s is non-zero, then the
system has no solution.
Example
Use Cramer’s rule to solve the system
(
3x − 2y = 6
−5x + 4y = 8

We have
3 −2
D = det(A) = = 2,
−5 4
6 −2 3 6
D1 = = 40, D2 = = 54.
8 4 −5 8
Therefore,
D1 40 D2 54
x= = = 20, y = = = 27.
D 2 D 2
Example
Use Cramer’s rule to solve the system

 x+ y
 + z = −2
3x − y + 2z = 4

4x + 2y + z = −8

1 1 1 −2 1 1
D= 3 −1 2 = 10, D1 = 4 −1 2 = −10
4 2 1 −8 2 1
1 −2 1 1 1 −2
D2 = 3 4 2 = −30, D3 = 3 −1 4 = 20
4 −8 1 4 2 −8
Thus,
D1 D2 D3
x= = −1, y = = −3, z = =2
Example

Use Cramer’s rule to solve the system



−2x1 + 3x2 − x3 = 1

x1 + 2x2 − x3 = 4

−2x1 − x2 + x3 = −3

−2 3 −1 1 3 −1
D= 1 2 −1 = −2, D1 = 4 2 −1 = −4
−2 −1 1 3 −1 1

−2 1 −1 −2 3 1
D2 = 1 4 −1 = −6, D3 = 1 2 4 = −8
−2 3 1 −2 −1 3
Thus, x1 = 2, x2 = 3, x3 = 4.
Exercises

Solve the following system using both Gaussian elimination


and Cramer’s rule.
1 
2x + 5y − z = 15

x − y + 3z = 4

3x + 3y − 5z = 2

2 
2x + 3y − z = 7

x− y+ z =1

4x − 5y + 2z = 3

Adjoint Matrix and Inverse Formula
Definition
The adjoint matrix of A, denoted by adj(A), is the transpose
of the matrix of cofactors of A,

adj (A) = C T .

A formula for A−1


If A is an n × n matrix, then

A adj (A) = (det A) In

Thus if det A 6= 0 then


1
A−1 = adj (A)
det A
Example
Let  
2 −3 1
A =  4 0 −2 
3 −1 −3
Thus, det A = −26 and the the matrix of cofactors is
 
−2 6 −4
C =  −10 −9 −7 
6 8 12

Therefore,
 
−2 −10 6
1 −1 
A−1 = adj (A) = 6 −9 8 
det A 26
−4 −7 12
Exercises

Section 7.7 (p. 300): 7-15, 20-25


Section 7.8 (p. 308): 1-10

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