--- title: det_and_trace tags: Linear algebra GA: G-77TT93X4N1 --- # Relations between trace, determinant and eigenvalues ## Determinant of A equals to the product of its eigenvalues Given a $n\times n$ matrix $A$, define $$ \tag{1} P(\lambda) = det(\lambda I-A), $$ then we have $$ \tag{2} P(\lambda) = \lambda^n + c_{n-1}\lambda^{n-1}\cdots + c_1\lambda + c_0. $$ Since $P$ is a nth-degree polynomial that has $n$ roots $\lambda_1, \cdots, \lambda_n$, we can rewrite $P$ as $$ \tag{3} P(\lambda) = (\lambda - \lambda_1)\cdots (\lambda - \lambda_n). $$ Finally, let us calculate $P(0)$. * Using (1) $$ \tag{4} P(0) = det(-A) = (-1)^n det(A). $$ * Using (3) $$ \tag{5} P(0) = (- \lambda_1)\cdots (- \lambda_n) = (-1)^n\lambda_1\cdots\lambda_n. $$ Therefore, using (4) and (5), $$ det(A) = \lambda_1\cdots\lambda_n. $$ --- ## Trace of A equals to the sum of its eigenvalues Let $A$ be a $n\times n$ matrix written as $$ \tag{6} A = \begin{bmatrix} a_{11} & \cdots & a_{1n}\\ \vdots & \ddots & \vdots\\ a_{n1} & \cdots & a_{nn} \end{bmatrix}, $$ so that $$ \tag{7} \lambda I - A = \begin{bmatrix} \lambda - a_{11} & -a_{12} & \cdots & -a_{1n} \\ -a_{21} & \lambda-a_{22} & \cdots & -a_{2n} \\ \vdots & \vdots & \ddots & \vdots \\ -a_{n1} & -a_{n2} & \cdots & \lambda - a_{nn} \end{bmatrix}. $$ To calaulate $det(\lambda I - A)$, we use cofactor expansion along the first column: $$ \tag{8} det(\lambda I - A) = (\lambda - a_{11})C_{11} +(- a_{21}) C_{21}+ \cdots, $$ where $$ C_{11} = \begin{bmatrix} \lambda-a_{22} & \cdots & -a_{2n}\\ \vdots & \ddots & \vdots\\ -a_{n2} & \cdots & \lambda - a_{nn} \end{bmatrix}_{(n-1)\times(n-1)}, $$ and $$ C_{21} = \begin{bmatrix} -a_{12} & -a_{13} & \cdots & -a_{1n}\\ -a_{32} & \lambda-a_{33} & \cdots & -a_{3n}\\ \vdots & \vdots & \ddots & \vdots\\ -a_{n2} & \cdots & \cdots & \lambda - a_{nn} \end{bmatrix}_{(n-1)\times(n-1)}. $$ The important observation is that $C_{21}$ is a polynomial of degree at most $n-2$. Also, all the $C_{k1}$, $k>1$, are polynomials of degree at most $n-2$. As a result, we have $$ \tag{9} det(\lambda I - A) = (\lambda - a_{11})C_{11} + \hat{Q}_{n-2}(\lambda), $$ where $\hat{Q}_{n-2}(\lambda)$ is a polynomial of degree at most $n-2$. Such an procedure can be performed iteratively, and eventually we have $$ \tag{10} det(\lambda I - A) = (\lambda - a_{11})(\lambda - a_{22})\cdots (\lambda - a_{nn}) + \tilde{Q}_{n-2}(\lambda), $$ where $\tilde{Q}_{n-2}(\lambda)$ is a polynomial of degree at most $n-2$. Equation~(10) can then be rewritten as $$ \tag{11} det(\lambda I - A) = \lambda^n - (a_{11} + a_{22} + \cdots + a_{nn})\lambda^{n-1} + Q_{n-2}(\lambda), $$ where $Q_{n-2}(\lambda)$ is a polynomial of degree at most $n-2$. On the other hand, from (3) we have $$ \tag{12} P(\lambda) = \lambda^n - (\lambda_1 + \lambda_2 + \cdots + \lambda_n)\lambda^{n-1} + \cdots. $$ Therefore, using (11) and (12), $$ a_{11} + a_{22} + \cdots + a_{nn} = \lambda_1 + \lambda_2 + \cdots + \lambda_n. $$