--- title: Determinant 2 tags: Linear algebra GA: G-77TT93X4N1 --- # Determinant 2 > Proof of properties. --- ## Notation $$ det(A) = |A| = D({\bf v}_1, \cdots, {\bf v}_n) $$ --- ## Definition * Determinant of identity matrix is one $$\tag{1} det(I_n) = 1 $$ * Antisymmetry $$\tag{2} D(\cdots, {\bf v}_j, \cdots, {\bf v}_k,\cdots) = -D( \cdots, {\bf v}_k, \cdots, {\bf v}_j,\cdots) $$ * Linearity in each argument: $$\tag{3} D(\cdots, \alpha{\bf v}_k, \cdots) = \alpha D( \cdots, {\bf v}_k, \cdots) $$ and $$\tag{4} D(\cdots, {\bf u}_k+{\bf v}_k, \cdots) = D( \cdots, {\bf u}_k, \cdots) + D( \cdots, {\bf v}_k, \cdots) $$ --- ## Properties 1. Two equal columns, then determinant equals to zero. * pf: By antisymmetry, Eq.~(2), $$ D( \cdots, {\bf v}, \cdots, {\bf v},\cdots) = -D( \cdots, {\bf v}, \cdots, {\bf v},\cdots). $$ Therefore $$\tag{5} D( \cdots, {\bf v}, \cdots, {\bf v},\cdots) = 0. $$ 2. A column of zero, then determinant equals to zero. * pf: By linearity, Eq.~(3), $$ \alpha D( \cdots, {\bf 0}, \cdots) = D( \cdots, \alpha{\bf 0}, \cdots) = D( \cdots, {\bf 0}, \cdots). $$ Therefore (choose $\alpha=2$), $$\tag{6} D( \cdots, {\bf 0}, \cdots) = 0. $$ 3. Preservation under “column replacement” $$\tag{7} D(\cdots, {\bf v}_j+\alpha{\bf v}_k, \cdots, {\bf v}_k,\cdots) = D( \cdots, {\bf v}_j, \cdots, {\bf v}_k,\cdots). $$ * pf: By linearity, Eq.~(4), $$ D(\cdots, {\bf v}_j+\alpha{\bf v}_k, \cdots, {\bf v}_k,\cdots) = D( \cdots, {\bf v}_j, \cdots, {\bf v}_k,\cdots) + D(\cdots, \alpha{\bf v}_k, \cdots, {\bf v}_k,\cdots), $$ where (use (3) and (5)) $$ D(\cdots, \alpha{\bf v}_k, \cdots, {\bf v}_k,\cdots) = \alpha D(\cdots, {\bf v}_k, \cdots, {\bf v}_k,\cdots) =0. $$ 4. If $A$ is singular, then $\text{det}(A) =0$. * pf: If $A$ is singular, one of ${\bf v}_j$ is linear combination of other columns, then we can use "column replacement" to zero-out this column, i.e., $$ D(\cdots, {\bf v}_j, \cdots) = D(\cdots, {\bf 0}, \cdots) =0. $$ 5. Determinant of upper triangular matrix is the product of its diagonal elements, i.e., $$\tag{8} \left|\begin{matrix} d_1 & * & \cdots & *\\ 0 & d_2 & \cdots & *\\ \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & \cdots & d_n \\ \end{matrix}\right| = d_1d_2\cdots d_n. $$ * pf: * If $d_1=0$, we have a column of zero and $|A|=0$ by (6). So LHS equals to RHS, true. * If $d_1\ne 0$, we can apply "column replacement" to have $$ \left|\begin{matrix} d_1 & * & \cdots & *\\ 0 & d_2 & \cdots & *\\ \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & \cdots & d_n \\ \end{matrix}\right| = \left|\begin{matrix} d_1 & 0 & \cdots & 0\\ 0 & d_2 & \cdots & *\\ \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & \cdots & d_n \\ \end{matrix}\right| $$ * Use induction, either $d_k=0$ for some $k$ and $|A|=0$, or we have $$ \left|\begin{matrix} d_1 & * & \cdots & *\\ 0 & d_2 & \cdots & *\\ \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & \cdots & d_n \\ \end{matrix}\right| = \left|\begin{matrix} d_1 & 0 & \cdots & 0\\ 0 & d_2 & \cdots & 0\\ \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & \cdots & d_n \\ \end{matrix}\right|=d_1d_2\cdots d_n \left|\begin{matrix} 1 & 0 & \cdots & 0\\ 0 & 1 & \cdots & 0\\ \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & \cdots & 1 \\ \end{matrix}\right|=d_1d_2\cdots d_n. $$ In either case, we have LHS equals to RHS. So the statement is true. * Remark: Same conclusion applied to lower triangular matrices. 6. $\text{det}(AB) = \text{det}(A)\text{det}(B)$. * pf: * If $A$ is singular, $AB$ is singular, and $\text{det}(AB)=\text{det}(A)=0$. So the equality is true. * If $A$ is non-singular, $|A|\ne 0$, we define a function $\tilde{D}:M_{n\times n}\to \mathbb{R}$ as $$\tag{9} \tilde{D}(B) = \frac{|AB|}{|A|}. $$ * Properties of $\tilde{D}$: a. $$ \tilde{D}(I_n) = \frac{|AI_n|}{|A|}= 1 $$ b. Let $B = [\cdots, {\bf v}_j, \cdots, {\bf v}_k,\cdots]$, then $[\cdots, {\bf v}_k, \cdots, {\bf v}_j,\cdots] = BP$, where $P$ is the permutation matrix that exchanges columns $j$ and $k$. Also we have $$ |A(BP)| = |(AB)P| = -|AB|. $$ So $$ \tilde{D}(\cdots, {\bf v}_k, \cdots, {\bf v}_j,\cdots) = \tilde{D}(BP) =-\tilde{D}(B)= -\tilde{D}(\cdots, {\bf v}_j, \cdots, {\bf v}_k,\cdots). $$ c. Let $B = [\cdots, {\bf v}_k, \cdots]$, then $[\cdots, \alpha{\bf v}_k, \cdots ] = BJ$, where $J$ is the identity matrix except $J_{k,k} = \alpha$. Then $$ \tilde{D}(\cdots, \alpha{\bf v}_k, \cdots) = \tilde{D}(BJ) = \frac{|ABJ|}{|A|}= \frac{\alpha|AB|}{|A|} =\alpha\tilde{D}(B)= \alpha D( \cdots, {\bf v}_k, \cdots). $$ Finally, recall that we have $A[\cdots, {\bf u}_k+{\bf v}_k, \cdots] =[\cdots, A{\bf u}_k+A{\bf v}_k, \cdots]$, so $$ \text{det}(A[\cdots, {\bf u}_k+{\bf v}_k, \cdots]) = \text{det}([\cdots, A{\bf u}_k+A{\bf v}_k, \cdots]) \\= \text{det}([\cdots, A{\bf u}_k, \cdots]) + \text{det}([\cdots, A{\bf v}_k, \cdots]). $$ It is then easy to show that $$ \tilde{D}(\cdots, {\bf u}_k+{\bf v}_k, \cdots) = \tilde{D}(\cdots, {\bf u}_k, \cdots) + \tilde{D}(\cdots, {\bf v}_k, \cdots). $$ * Summary: It turns out that $\tilde{D}$ satisfies exactly the same $3$ definitions as $D$, so $\tilde{D}=D$ and $\tilde{D}(B) = |B|$. Therefore, $|AB|=|A||B|$. 7. $\text{det}(A^T) = \text{det}(A)$. * pf: * Observation: If $P$ is a permutation matrix, then $|P| = |P^T|$ and $|P|=\pm 1$, i.e., either both are $1$ or both are $-1$. * Let $PA = LU$, where $P$ is the permutation matrix, $L$ is lower triangular that has all the diagonals being $1$ and $U$ is upper triangular. Then $|L|=|L^T|=1$, $|U|=|U^T|$, and $$ |A| = |P^TLU| = |P^T||L||U| = |U^T||L^T||P| = |U^TL^TP| = |A^T|. $$ --- ## References * [Linear Algebra Done Wrong: Ch2](https://www.math.brown.edu/streil/papers/LADW/LADW.html)