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单词 LectureNotesOnDeterminants
释义

lecture notes on determinants


1 Introduction.

The determinantMathworldPlanetmath operationMathworldPlanetmath is an algebraicformulaMathworldPlanetmathPlanetmath involving additionPlanetmathPlanetmath and multiplication that combines the n2entries of an n×n matrix of numbers into a single number.The determinant has many useful and surprising properties. Inparticular the determinant “determines” whether or not a matrix issingularPlanetmathPlanetmath. If the determinant is zero, the matrix is singular; if not,the matrix is invertiblePlanetmathPlanetmathPlanetmath.

2 Notation.

We can regard an n×n matrix A as an entity in and of itself,as a collectionMathworldPlanetmath of n2 numbers arranged in a table, or as a list ofcolumn vectorsMathworldPlanetmath:

A=[a11a12a1na21a22a2nan1an2ann]=[𝐚1,𝐚2,,𝐚n],

where

𝐚1=[a11an1]=a11𝐞1+an1𝐞n,𝐚2=[a12an2]=a12𝐞1+an2𝐞n,etc.

Correspondingly, we employ the following notation for the determinant:

det(A)=|a11a1nan1ann|=|𝐚1,,𝐚n|.

3 Defining properties.

The determinant operation obeyscertain key properties. The correct application of these rules allowsus to evaluate the determinant of a given square matrixMathworldPlanetmath. For the sakeof simplicity, we describe these rules for the case of the 2×2and 3×3determinants. Determinants of larger sizes obey analogous rules.

  1. 1.

    Multi-linearity. The determinant operation is linearin each of its vector arguments.

    1. (a)

      The determinant distributes over addition. Thus, for a3×3 matrix A and a column vector 𝐛3, we have

      |𝐚1+𝐛,𝐚2,𝐚3|=|𝐚1,𝐚2,𝐚3|+|𝐛,𝐚2,𝐚3|
      |𝐚1,𝐚2+𝐛,𝐚3|=|𝐚1,𝐚2,𝐚3|+|𝐚1,𝐛,𝐚3|
      |𝐚1,𝐚2,𝐚3+𝐛|=|𝐚1,𝐚2,𝐚3|+|𝐚1,𝐚2,𝐛|

      Thus, if A,B are two 2×2 matrices the determinant of thesum A+B will have a total of 4 terms (think FOIL):

      det(A+B)=|𝐚1+𝐛1,𝐚2+𝐛2|
      =|𝐚1,𝐚2|+|𝐚1,𝐛2|+|𝐛1,𝐚2|+|𝐛1,𝐛2|
      =det(A)+|𝐚1,𝐛2|+|𝐛1,𝐚2|+det(B)

      Warning: the formula det(A+B)=det(A)+det(B) is most certainlywrong; it has the F and the L terms from FOIL, but is missing theO and the I terms. Remember, the determinant is not linear; it’smulti-linear!

    2. (b)

      Scaling one column of a matrix, scales the determinant by thesame amount. Thus, for a scalar k, we have

      |k𝐚1,𝐚2,𝐚3|=k|𝐚1,𝐚2,𝐚3|=kdet(A).

      Similarly,

      |𝐚1,k𝐚2,𝐚3|=|𝐚1,𝐚2,k𝐚3|=kdet(A).

      Let’s see what happens to the determinant if we scale the entirematrix:

      det(kA)=|k𝐚1,k𝐚2,k𝐚3|
      =k|𝐚1,k𝐚2,k𝐚3|=k2|𝐚1,𝐚2,k𝐚3|=k3|𝐚1,𝐚2,𝐚3|
      =k3det(A).
    3. (c)

      A matrix with a zero column has a zero determinant. Forexample,

      |𝟎,𝐚2,𝐚3|=|0a12a130a22a230a32a33|=0.
  2. 2.

    Skew-symmetry. A multi-variable function or formula iscalled symmetricPlanetmathPlanetmathPlanetmathPlanetmath if it does not depend on the order of thearguments/variables. For example, ordinary addition andmultiplication are symmetric operations. A multi-variable functionis said to be skew-symmetric if changing the order of any twoarguments changes the sign of the operation. The 3-dimensionalcross-product is an example of a skew-symmetric operation:

    𝐮×𝐯=-𝐯×𝐮,𝐮,𝐯3.

    Likewise, the n×n determinant is a skew-symmetric operation,albeit one with n arguments.

    Thus, for a 2×2 matrix A we have

    det(A)=|𝐚1,𝐚2|=-|𝐚2,𝐚1|.

    Thereare six possible ways to rearrange the columns of a 3×3matrix. Correspondingly, for a 3×3 matrix A we have

    det(A)=|𝐚1,𝐚2,𝐚3|
    =-|𝐚2,𝐚1,𝐚3|=-|𝐚3,𝐚2,𝐚1|=-|𝐚1,𝐚3,𝐚2|
    =+|𝐚2,𝐚3,𝐚1|=+|𝐚3,𝐚1,𝐚2|

    The determinants in the 3rd line are equal to det(A) because, ineach case, the matrices in question differ from A by 2 columnexchanges.

    Skew-symmetry of the determinant operation has an important consequence: amatrix with two identical columns has zero determinant. Consider,for example a 3×3 matrix A with identical first and secondcolumns. By skew-symmetry, if we exchange the first two columns wenegate the value of the determinant:

    |𝐚1,𝐚1,𝐚3|=-|𝐚1,𝐚1,𝐚3|.

    Therefore, det(A) is equal to its negationMathworldPlanetmath. This can only meanthat det(A)=0.

  3. 3.

    The identity rule. The determinant of the identitymatrixMathworldPlanetmath is equal to 1. Written out in symbols for the3×3 case, this means that

    det(I3)=|𝐞1,𝐞2,𝐞3|=1.

4 Evaluation.

The above properties dictate the rules bywhich we evaluate a determinant. Overall, the process is veryreminiscent of binomial expansion — the algebra that goes intoexpanding an expression like (x+y)3. The essential differencePlanetmathPlanetmath inevaluating determinants is that for scalar algebra the order of thevariables is unimportant: xy=yx. However, when weevaluate determinants, the choice of order can introduce a minus sign,or result in a zero answer, if some of the arguments are repeated.

Let’s see how evaluation works for 2×2 determinants.

|abcd|=|a𝐞1+c𝐞2,b𝐞1+d𝐞2|
=ab|𝐞1,𝐞1|+ad|𝐞1,𝐞2|+cb|𝐞2,𝐞1|+cd|𝐞2,𝐞2|
=0+ad|𝐞1,𝐞1|-bc|𝐞1,𝐞2|+0
=(ad-bc)|𝐞1,𝐞2|
=ad-bc

In the above evaluation we used skew-symmetry 3 times:

|𝐞1,𝐞1|=0,|𝐞2,𝐞2|=0,|𝐞2,𝐞1|=-|𝐞1,𝐞2|.

At the very end, we also used the identity rule.It is useful to contrast the above manipulations with the expansion of

(ax+cy)(bx+dy)=abx2+(ac+bd)xy+cdy2.

The distributive step is the same. The different answers arise becauseordinary multiplication is a symmetric operation.

Next, let’s see how to evaluate a 3×3 determinant.

|a1b1c1a2b2c2a3b3c3|=|a1𝐞1+a2𝐞2+a3𝐞3,b1𝐞1+b2𝐞2+b3𝐞3,c1𝐞1+c2𝐞2+c3𝐞3|

The symmetric analogue would be an expansion of the form

(a1x+a2y+a3z)(b1x+b2y+b3z)(c1x+c2y+c3z)=a1b1c1x3+

In both cases, if we were to expandfully, we would get an expression involving 333=27terms. However, skew-symmetry tells us that a determinant thatinvolves repeated standard vectors will equal to zero. Thus, from the27 terms we only keep the 6 terms that involve all three standardstandard vectors:

|a1b1c1a2b2c2a3b3c3|=a1b2c3|𝐞1,𝐞2,𝐞3|+a2b3c1|𝐞2,𝐞3,𝐞1|+a3b1c2|𝐞3,𝐞1,𝐞2|+
+a1b3c2|𝐞1,𝐞3,𝐞2|+a2b1c3|𝐞2,𝐞1,𝐞3|+a3b2c1|𝐞3,𝐞2,𝐞1|

Using skew symmetry once again (one flip gives a minus sign; two flipsgive a plus sign), and the identity rule we obtain

|a1b1c1a2b2c2a3b3c3|=a1b2c3+a2b3c1+a3b1c2-a1b3c2-a2b1c3-a3b2c1

Notice that each of the 6 terms in the above expression involves anentry from all 3 rows and from all 3 columns; it’s a sudoku kind ofthing. The choice of sign depends on the number of column flipsthat takes the corresponding list of standard vectors to the identitymatrix; an even numberMathworldPlanetmath of flips gives a +, an odd numberMathworldPlanetmath a -1.

5 Row operations.

Above, we observed that the terms in the final expression treat rowsand columns on an equal footing.

Theorem 1.

Let A be a square matrix. Then, det(A)=det(AT).

In other words, transposing a matrix does not alter the value of itsdeterminant. One consequence of the row-column symmetry is thateverything one can say about determinants in terms of columns, one cansay using rows. In particular, we can state some useful facts aboutthe effect of row operations on the value of a determinant.

Again, for the sake of simplicity we focus on the 3×3 case.Let A be a 3×3 matrix, expressed as a column of row vectors.The hats above the symbols are there to remind us that we are dealingwith row rather than column vectors.

A=[a11a12a13a21a22a23a31a32a33]=[𝐚^1𝐚^2𝐚^3];
𝐚^1=[a11,a12,a13],𝐚^2=[a21,a22,a23],𝐚^3=[a31,a32,a33].

Below we list the effect of each of the 3 types of elementary rowoperations on the determinant of a matrix, and a provide an explanation.

  1. 1.

    Row replacements do not affect the valueof the determinant. Consider, for example the effect of a rowreplacement operation R2R2+kR1. Here k is a scalar and E is an elementary matrixthat encodes the row operation in question:

    E=[100k10001],det(EA)=|𝐚^1𝐚^2+k𝐚^1𝐚^3|=|𝐚^1𝐚^2𝐚^3|+k|𝐚^1𝐚^1𝐚^3|=det(A).
  2. 2.

    Row scaling operations scale the determinant by the samefactor. Consider, for example, the operation R2kR2:

    E=[1000k0001],det(EA)=|𝐚^1k𝐚^2𝐚^3|=k|𝐚^1𝐚^2𝐚^3|=kdet(A)
  3. 3.

    A row exchange operation negates the determinant. Consider, forexample,the exchange of rows 1 and 3:

    E=[001010100],det(EA)=|𝐚^3𝐚^2𝐚^1|=-|𝐚^1𝐚^2𝐚^3|=-det(A)

Above, if we take A to be the identity matrix, we obtain the valuefor the determinant of an elementary matrix. We summarize as follows.

Theorem 2.

Let E be an elementary matrix. Then,

det(EA)=det(E)det(A)

where

det(E)={1if E encodes a row replacement;kif E encodes a scaling of a particular row by a factorof k0;-1if E encodes the exchange of two rows.

Of course, a sequenceMathworldPlanetmath of elementary row operations can be used totransform every matrix into reduced echelon form. This is a usefulobservation, because it gives us an alternative method for computingdeterminants; namely, we can compute the determinant of an n×nsquare matrix A by row reducing A to row-echelon form. Let’ssummarize this process by writing

EkE1A=U,
det(Ek)det(E1)det(A)=det(U),

where E1,,Ek is a sequence of elementary row operations, andwhere U is a matrix in reduced echelon form. If A is singular,then the bottom row of U willconsist of zeros, and hence det(U)=0. Since the determinant of anelementary matrix is never zero, this implies that det(A)=0,also.

If A is invertible, then U is the identity matrix, and hence

det(Ek)det(E1)det(A)=1.

Since the determinant of an elementary matrix is explicitly known (seeTheoremMathworldPlanetmath 2), thisgives us a way of calculating det(A).We are also in a position to prove some important theorems.

Theorem 3.

Let A be a square matrix. Then, det(A)=0 ifand only if A is singular.

Theorem 4.

Let A,B be n×n matrices. Then,

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

Proof. As above, Let E1,,Ek be the elementarymatrices that row reduce A to reduced echelon form;

EkE1A=U.

Above, we showed that

det(UB)=det(EkE1AB)=det(Ek)det(E1)det(AB).

If A is singular, then the bottom row of U will be zero, and sowill the bottom row of UB. Hence, in this case, det(AB)=0=det(A)det(B), because det(A)=0, also. Suppose then that A isinvertible. This means that U is the identity matrix, and hence

det(B)=det(Ek)det(E1)det(AB).

However,

det(Ek)det(E1)=1/det(A),

and the desired conclusionMathworldPlanetmath follows.

Theorem 5.

Let A be an invertible matrix. Then

det(A-1)=1/det(A).

Proof.By the above theorem,

1=det(I)=det(AA-1)
=det(A)det(A-1).

6 Cofactor expansion.

Cofactor expansion is another method for evaluating determinants. Itorganizes the computation of larger determinants, and can be useful incalculating the determinants of matrices containing zero entries.At this point, we introduce some useful jargon. Given an n×nmatrix A, we call the (n-1)×(n-1) matrix obtained by deletingrow i and column j the ij minor of A, and denote it byAij. We also set

Cij=(-1)i+jdet(Aij)

and call Cij the ijsigned cofactor of A.We are going to prove the following.

Theorem 6.

Consider a 3×3 matrix

A=[a11a12a13a21a22a23a31a32a33].

The determinant of A can beobtained by means of cofactor expansion along the first column:

det(A)=a11C11+a21C21+a31C31=a11|a22a23a32a33|-a21|a12a13a32a33|+a31|a12a13a22a23|;

or, along the first row:

det(A)=a11C11+a12C12+a13C13=a11|a22a23a32a33|-a12|a21a23a31a33|+a13|a21a22a31a32|.

More generally, the determinant of an n×n matrix can beobtained by cofactor expansion along any column j:

det(A)=a1jC1j+a2jC2j++anjCnj,j=1,2,,n;

or, along any row i:

det(A)=ai1Ci1+ai2Ci2++ainCin,i=1,2,,n.

The proof works by writing

A=[𝐚1,𝐚2,𝐚3],𝐚1=a11𝐞1+a21𝐞2+a31𝐞3,

and then using multi-linearity:

|a11a12a13a21a22a23a31a32a33|=|𝐚1,𝐚2,𝐚3|
=a11|𝐞1,𝐚2,𝐚3|+a21|𝐞2,𝐚2,𝐚3|+a31|𝐞3,𝐚2,𝐚3|
=a11|1a12a130a22a230a32a33|+a21|0a12a131a22a230a32a33|+a31|0a12a130a22a231a32a33|
=a11|a22a23a32a33|-a21|a12a13a32a33|+a31|a12a23a13a23|
=a11C11+a21C21+a31C31.

The intermediate steps, namely

|𝐞1,𝐚2,𝐚3|=C11,|𝐞2,𝐚2,𝐚3|=C21,|𝐞3,𝐚2,𝐚3|=C31.

need to be explained.

Theorem 7.

Let A=[a1,a2,a3,,an] be an n×n matrix.Then,

|𝐞i,𝐚2,𝐚3,𝐚n|=Ci1,
|𝐚1,𝐞i,𝐚3,,𝐚n|=Ci2,
|𝐚1,𝐚2,𝐞i,,𝐚n|=Ci3,
  𝑒𝑡𝑐

Proof. Expanding |𝐞1,𝐚2,𝐚3|we obtain 9 terms:

|𝐞1,𝐚2,𝐚3|=|𝐞1,a12𝐞1+a22𝐞2+a32𝐞3,a13𝐞1+a23𝐞2+a33𝐞3|.

However, there can’t be any terms with a double occurrence of 𝐞1,and so we end up evaluating a 2×2 determinant:

|𝐞1,𝐚2,𝐚3|=|𝐞1,a22𝐞2+a32𝐞3,a23𝐞2+a33𝐞3|
=a22a33|𝐞1,𝐞2,𝐞3|+a22a23|𝐞1,𝐞2,𝐞2|+a32a23|𝐞1,𝐞3,𝐞2|+a32a33|𝐞1,𝐞3,𝐞3|
=|a22a23a32a33|
=C11

Similarly,

|𝐞2,𝐚2,𝐚3|=-|𝐚2,𝐞2,𝐚3|=-|a120a13a221a23a320a33|=-|a12a13a32a33|=C21.
|𝐞3,𝐚2,𝐚3|=-|𝐚2,𝐞3,𝐚3|=+|𝐚2,𝐚3,𝐞3|=+|a12a130a22a230a32a331|=|a12a13a22a23|=C31.

This argument generalizes to matrices of arbitrary size.

Next, by way of example, let’s consider the expansion of a 3×3matrix along the 2nd column:

|a11a12a13a21a22a23a31a32a33|=|𝐚1,𝐚2,𝐚3|=|𝐚1,a12𝐞1+a22𝐞2+a32𝐞3,𝐚3|
=a12|𝐚1,𝐞1,𝐚3|+a22|𝐚1,𝐞2,𝐚3|+a32|𝐚1,𝐞3,𝐚3|
=a12|a111a13a210a23a310a33|+a22|a110a13a211a23a310a33|+a32|a110a13a210a23a311a33|
=a12|a21a23a31a33|-a22|a11a13a31a33|+a32|a11a13a21a23|
=a12C12+a22C22+a32C32.

The above argument generalizes to expansions along any column, andindeed to expansions of a matrix of arbitrary size.Forexample, for a 4×4 matrix we write

𝐚1=a11𝐞1a21𝐞2+a31𝐞3+a41𝐞4

and use multi-linearity to obtain

|a11a12a13a14a21a22a23a24a31a32a33a34a41a42a43a44|=|𝐚1,𝐚2,𝐚3,𝐚4|
=a11|𝐞1,𝐚2,𝐚3,𝐚4|+a21|𝐞2,𝐚2,𝐚3,𝐚4|+a31|𝐞3,𝐚2,𝐚3,𝐚4|+a41|𝐞4,𝐚2,𝐚3,𝐚4|
=a11C11+a21C21+a31C31+a41C41.

Working with row vectors, the same argument also establishes thevalidity of cofactor expansion along rows. For example, here is thederivation ofcofactor expansion along the 2nd row of a 3×3 matrix:

|a11a12a13a21a22a23a31a32a33|=|𝐚^1𝐚^2𝐚^3|=|𝐚^1a21𝐞^1+a22𝐞^2+a23𝐞^3𝐚^3|
=a21|𝐚^1𝐞^1𝐚^3|+a22|𝐚^1𝐞^2𝐚^3|+a23|𝐚^1𝐞^3𝐚^3|
=a21C21+a22C22+a23C23.

Here 𝐞^i=𝐞iT denote the elementary row vectors.

Here is a useful theorem about determinants that can be proved usingcofactor expansions.

Theorem 8.

The determinant of an uppertriangular matrixMathworldPlanetmath is the product of the diagonal entries.

Consider, for example the determinant of the following 4×4upper triangular matrix; the stars indicate an arbitrary number. Werepeatedly use cofactor expansion along the first column. ThemultipleMathworldPlanetmath zeros mean that, each time, the cofactor expansion has only one term.

|a***0b**00c*000d|=a|b**0c*00d|
=ab|c*0d|
=abcd

7 The adjugate matrix.

The cofactors Cij of an n×n matrix A can be arrangedinto an n×n matrix, called adjA, the adjugate of A. Inthe 3×3 case we define

adjA=[C11C21C31C12C22C32C13C23C33].

Note that the entries of adjA are indexed differently than theentries of A. For A, the entry in the i-th row and j-thcolumn is denoted by aij. However the cofactor Cij isplaced in row j and column i. Remarkably, the matrix of cofactorsadjA is closely related to the inversePlanetmathPlanetmath of A.

Theorem 9.

Let A be an n×n matrix. Then, AadjA=det(A)I.Furthermore, if A is invertible, then A-1=(1/det(A))adjA.

Let’s consider the proof for the 3×3 case. We aimto show that

[C11C21C31C12C22C32C13C23C33][a11a12a13a21a22a23a31a32a33]=[det(A)000det(A)000det(A)]

Writing A=|𝐚1,𝐚2,𝐚3|, using the properties of the determinant and Theorem7

det(A)=|𝐚1,𝐚2,𝐚3|=a11|𝐞1,𝐚2,𝐚3|+a21|𝐞2,𝐚2,𝐚3|+a31|𝐞3,𝐚2,𝐚3|
=a11C11+a21C21+a31C31.
0=|𝐚1,𝐚1,𝐚3|=a11|𝐚1,𝐞1,𝐚3|+a21|𝐚1,𝐞2,𝐚3|+a31|𝐚1,𝐞3,𝐚3|
=a11C12+a21C22+a31C32.
0=|𝐚1,𝐚2,𝐚1|=a11|𝐚1,𝐚2,𝐞1|+a21|𝐚1,𝐚2,𝐞2|+a31|𝐚1,𝐚2,𝐞3|
=a11C13+a21C23+a31C33.

This gives us the first column of the multiplication. To obtain thesecond column, we observe

0=|𝐚2,𝐚2,𝐚3|=a12|𝐞1,𝐚2,𝐚3|+a22|𝐞2,𝐚2,𝐚3|+a32|𝐞3,𝐚2,𝐚3|
=a12C11+a22C21+a32C31.
det(A)=|𝐚1,𝐚2,𝐚3|=a12|𝐚1,𝐞1,𝐚3|+a22|𝐚1,𝐞2,𝐚3|+a32|𝐚1,𝐞3,𝐚3|
=a12C12+a22C22+a32C32.
0=|𝐚1,𝐚2,𝐚2|=a12|𝐚1,𝐚2,𝐞1|+a22|𝐚1,𝐚2,𝐞2|+a32|𝐚1,𝐚2,𝐞3|
=a12C13+a22C23+a31C33.

The values in the 3rd column are established in a similarPlanetmathPlanetmath fashion.

8 Cramer’s rule

We can also use determinants and cofactors to solve a linear systemA𝐱=𝐛, where A is an invertible, square matrix.Of course, if A is invertible, then a solution exists and isunique; indeed, 𝐱=A-1𝐛. However, Cramer’s rule allows usto calculate 𝐱 directly, without first calculating A-1 andthen performing a matrix-vector multiplication.

Let’ssee how this works for the case of a 3×3 matrix A=|𝐚1,𝐚2,𝐚3|. Given a 𝐛3, we are searchingfor the 3 numbersx1,x2,x3 such that

𝐛=x1𝐚1+x2𝐚2+x3𝐚3.

Substituting this into thefollowing determinant and expanding produces a useful equation:

|𝐛,𝐚2,𝐚3|=|x1𝐚1+x2𝐚2+x3𝐚3,𝐚2,𝐚3|
=x1|𝐚1,𝐚2,𝐚3|+x2|𝐚2,𝐚2,𝐚3|+x3|𝐚3,𝐚2,𝐚3|
=x1det(A)+0+0.

Similarly

|𝐚1,𝐛,𝐚3|=x1|𝐚1,𝐚1,𝐚3|+x2|𝐚1,𝐚2,𝐚3|+x3|𝐚1,𝐚3,𝐚3|=x2det(A)
|𝐚1,𝐚2,𝐛|=x1|𝐚1,𝐚2,𝐚1|+x2|𝐚1,𝐚2,𝐚2|+x3|𝐚1,𝐚2,𝐚3|=x3det(A)

Therefore, the desired solution can be obtained as follows:

x1=|𝐛,𝐚2,𝐚3||𝐚1,𝐚2,𝐚3|x2=|𝐚1,𝐛,𝐚3||𝐚1,𝐚2,𝐚3|x3=|𝐚1,𝐚2,𝐛||𝐚1,𝐚2,𝐚3|

We generalize and summarize as follows.

Theorem 10.

Let A be an invertible n×n matrix, and bRn avector. Then the unique solution to the linear equation Ax=bis given by

xi=detAi(𝐛)detA,i=1,2,,n,

where Ai(b) denotes the matrix obtained by replacing column iof A with b.

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