5.4 Properties of the determinant
For matrices \(\mathbf{A},\mathbf{B}\in M_{n,n}(\mathbb{K})\) we have \[\det(\mathbf{A}\mathbf{B})=\det(\mathbf{A})\det(\mathbf{B}).\]
Let \(n\in \mathbb{N}\) and \(f_n,\hat{f}_n : M_{n,n}(\mathbb{K}) \to \mathbb{K}\) be alternating \(n\)-multilinear maps satisfying \(f_n(\mathbf{1}_{n})=\hat{f}_n(\mathbf{1}_{n})=1.\) Then \(f_n=\hat{f}_n.\)
Let \(\mathbf{A}\in M_{m,n}(\mathbb{K}),\) \(\mathbf{B}\in M_{n,{\tilde{m}}}(\mathbb{K})\) and \(\mathbf{C}\in M_{{\tilde{m}},{\tilde{n}}}(\mathbb{K}).\) Then \[(\mathbf{A}\mathbf{B})\mathbf{C}=\mathbf{A}(\mathbf{B}\mathbf{C}),\] that is, the matrix product is associative.
Let \(n \in \mathbb{N}\) and \(f_n : M_{n,n}(\mathbb{K}) \to \mathbb{K}\) an alternating \(n\)-multilinear map satisfying \(f_n(\mathbf{1}_{n})=1.\) Then for all \(1\leqslant k,l\leqslant n\) with \(k\neq l\) and all \(s\in \mathbb{K},\) we have \[\tag{5.3} f_n(\mathbf{D}_k(s))=s,\qquad f_n(\mathbf{L}_{k,l}(s))=1, \qquad f_n(\mathbf{P}_{k,l})=-1.\] Moreover, for \(\mathbf{A}\in M_{n,n}(\mathbb{K})\) and an elementary matrix \(\mathbf{B}\) of size \(n,\) we have \[\tag{5.4} f_n(\mathbf{B}\mathbf{A})=f_n(\mathbf{B})f_n(\mathbf{A}).\]
A matrix \(\mathbf{A}\in M_{n,n}(\mathbb{K})\) is invertible if and only if \(\det(\mathbf{A})\neq 0.\) Moreover, in the case where \(\mathbf{A}\) is invertible, we have \[\det\left(\mathbf{A}^{-1}\right)=\frac{1}{\det \mathbf{A}}.\]
For matrices \(\mathbf{A},\mathbf{B}\in M_{n,n}(\mathbb{K})\) we have \[\det(\mathbf{A}\mathbf{B})=\det(\mathbf{A})\det(\mathbf{B}).\]
Recall that for scalars \(x_1,\ldots,x_n \in \mathbb{K},\) we write \[\prod_{i=1}^n x_i=x_1x_2\cdots x_n.\]
Let \(n \in \mathbb{N}\) and \(\mathbf{A}=(A_{ij})_{1\leqslant i,j\leqslant n} \in M_{n,n}(\mathbb{K})\) be an upper triangular matrix so that \(A_{ij}=0\) for \(i>j.\) Then \[\tag{5.6} \det(\mathbf{A})=\prod_{i=1}^n A_{ii}=A_{11}A_{22}\cdots A_{nn}.\]
Proof. We use induction. For \(n=1\) the condition \(A_{ij}=0\) for \(i>j\) is vacuous and (5.6) is trivially satisfied, thus the statement is anchored.
Inductive step: Assume \(n \in \mathbb{N}\) and \(n\geqslant 2.\) We want to show that if (5.6) holds for upper triangular \((n-1)\times(n-1)\)-matrices, then also for upper triangular \(n\times n\)-matrices. Let \(\mathbf{A}=(A_{ij})_{1\leqslant i,j\leqslant n} \in M_{n,n}(\mathbb{K})\) be an upper triangular matrix. Choosing \(l=1\) in the formula for \(\det(\mathbf{A}),\) we obtain \[\begin{aligned} \det(\mathbf{A})&=\sum_{k=1}^n(-1)^{k+1}A_{k1}\det\left(\mathbf{A}^{(k,1)}\right)=A_{11}\det\left(\mathbf{A}^{(1,1)}\right)+\sum_{k=2}^nA_{k1}\det\left(\mathbf{A}^{(k,1)}\right)\\ &=A_{11}\det\left(\mathbf{A}^{(1,1)}\right), \end{aligned}\] where the last equality uses that \(A_{k1}=0\) for \(k>1.\) We have \(\mathbf{A}^{(1,1)}=(A_{ij})_{2\leqslant i,j\leqslant n}\) and since \(\mathbf{A}\) is an upper triangular matrix, it follows that \(\mathbf{A}^{(1,1)}\) is an \((n-1)\times(n-1)\) upper triangular matrix as well. Hence by the induction hypothesis, we obtain \[\det(\mathbf{A}^{(1,1)})=\prod_{i=2}^nA_{ii}.\] We conclude that \(\det(\mathbf{A})=\prod_{i=1}^n A_{ii},\) as claimed.
5.5 Permutations
A rearrangement of the natural numbers from \(1\) up to \(n\) is called a permutation:
Let \(n \in \mathbb{N}\) and \(\mathcal{X}_n=\{1,2,3,\ldots,n\}.\) A permutation is a bijective mapping \(\sigma : \mathcal{X}_n \to \mathcal{X}_n.\) The set of all permutations of \(\mathcal{X}_n\) is denoted by \(S_n.\)
If \(\tau,\sigma : \mathcal{X}_n \to \mathcal{X}_n\) are permutations, it is customary to write \(\tau\sigma\) or \(\tau\cdot \sigma\) instead of \(\tau \circ \sigma.\) Furthermore, the identity mapping \(\mathrm{Id}_{\mathcal{X}_n}\) is often simply denoted by \(1.\) A convenient way to describe a permutation \(\sigma \in S_n\) is in terms of a \(2\times n\) matrix \[\begin{pmatrix} i \\ \sigma(i) \end{pmatrix}_{1\leqslant i \leqslant n}.\] which we denote by \(\boldsymbol{\sigma}.\) For instance, for \(n=4,\) the matrix \[\boldsymbol{\sigma}=\begin{pmatrix} 1 & 2 & 3 & 4 \\ 2 & 3 & 1 & 4 \end{pmatrix}\] corresponds to the permutation \(\sigma\) satisfying \(\sigma(1)=2,\sigma(2)=3,\sigma(3)=1,\sigma(4)=4.\)
Permutations which only swap two natural numbers and leave all remaining numbers unchanged are known as transpositions:
Let \(n \in \mathbb{N}\) and \(1\leqslant k,l\leqslant n\) with \(k\neq l.\) The transposition \(\tau_{k,l} \in S_n\) is the permutation satisfying \[\tau_{k,l}(k)=l, \qquad \tau_{k,l}(l)=k, \qquad \tau_{k,l}(i)=i \text{ if } i \notin \{k,l\}.\]
Every permutation \(\sigma \in S_n\) defines a linear map \(g : \mathbb{K}^n \to \mathbb{K}^n\) satisfying \(g(\vec{e}_i)=\vec{e}_{\sigma(i)},\) where \(\{\vec{e}_1,\ldots,\vec{e}_n\}\) denotes the standard basis of \(\mathbb{K}^n.\) Since \(g\) is linear, there exists a unique matrix \(\mathbf{P}_{\sigma} \in M_{n,n}(\mathbb{K})\) so that \(g=f_{\mathbf{P}_{\sigma}}.\) Observe that the column vectors of the matrix \(\mathbf{P}_{\sigma}\) are given by \(\vec{e}_{\sigma(1)},\vec{e}_{\sigma(2)},\ldots,\vec{e}_{\sigma(n)}.\)
We call \(\mathbf{P}_{\sigma} \in M_{n,n}(\mathbb{K})\) the permutation matrix associated to \(\sigma \in S_n.\)
Let \(n=4.\) For instance, we have \[\boldsymbol{\sigma}=\begin{pmatrix} 1 & 2 & 3 & 4 \\ 2 & 3 & 1 & 4 \end{pmatrix} \qquad \mathbf{P}_{\sigma}=\begin{pmatrix} 0 & 0 & 1 & 0 \\ 1 & 0 & 0 & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 0 & 1 \end{pmatrix}\] and \[\boldsymbol{\tau}_{2,4}=\begin{pmatrix} 1 & 2 & 3 & 4 \\ 1 & 4 & 3 & 2 \end{pmatrix}\qquad \mathbf{P}_{\tau_{2,4}}=\begin{pmatrix} 1 & 0 & 0 & 0 \\ 0 & 0 & 0 & 1 \\ 0 & 0 & 1 & 0 \\ 0 & 1 & 0 & 0 \end{pmatrix}.\]
Let \(m \in \mathbb{N}.\) The elementary matrices of size \(m\) are the square matrices \[\begin{aligned} &\mathbf{L}_{k,l}(s)=\mathbf{1}_{m}+s\mathbf{E}_{k,l},\\ &\mathbf{D}_k(s)=\mathbf{1}_{m}+(s-1)\mathbf{E}_{k,k},\\ &\mathbf{P}_{k,l}=\mathbf{1}_{m}-\mathbf{E}_{k,k}-\mathbf{E}_{l,l}+\mathbf{E}_{k,l}+\mathbf{E}_{l,k}, \end{aligned}\] where \(1\leqslant k,l\leqslant m\) with \(k\neq l,\) \(\mathbf{E}_{k,l}\in M_{m,m}(\mathbb{K})\) and \(s\in \mathbb{K}\) with \(s\neq 0.\)
Assigning to a permutation its permutation matrix turns composition of permutations into matrix multiplication:
Let \(n \in \mathbb{N}.\) Then \(\mathbf{P}_1=\mathbf{1}_{n}\) and for all \(\sigma,\pi \in S_n\) we have \[\mathbf{P}_{\pi \cdot \sigma}=\mathbf{P}_\pi \mathbf{P}_\sigma.\] In particular, for all \(\sigma \in S_n,\) the permutation matrix \(\mathbf{P}_\sigma\) is invertible with \((\mathbf{P}_{\sigma})^{-1}=\mathbf{P}_{\sigma^{-1}}.\)
Let \(n \in \mathbb{N}.\) Then \(\mathbf{P}_1=\mathbf{1}_{n}\) and for all \(\sigma,\pi \in S_n\) we have \[\mathbf{P}_{\pi \cdot \sigma}=\mathbf{P}_\pi \mathbf{P}_\sigma.\] In particular, for all \(\sigma \in S_n,\) the permutation matrix \(\mathbf{P}_\sigma\) is invertible with \((\mathbf{P}_{\sigma})^{-1}=\mathbf{P}_{\sigma^{-1}}.\)
Let \(n \in \mathbb{N}.\) Then \(\mathbf{P}_1=\mathbf{1}_{n}\) and for all \(\sigma,\pi \in S_n\) we have \[\mathbf{P}_{\pi \cdot \sigma}=\mathbf{P}_\pi \mathbf{P}_\sigma.\] In particular, for all \(\sigma \in S_n,\) the permutation matrix \(\mathbf{P}_\sigma\) is invertible with \((\mathbf{P}_{\sigma})^{-1}=\mathbf{P}_{\sigma^{-1}}.\)
Let \(\mathbf{A},\mathbf{B}\in M_{m,n}(\mathbb{K}).\) Then \(f_\mathbf{A}=f_\mathbf{B}\) if and only if \(\mathbf{A}=\mathbf{B}.\)
Let \(\mathbf{A}\in M_{m,n}(\mathbb{K})\) and \(\mathbf{B}\in M_{n,{\tilde{m}}}(\mathbb{K})\) so that \(f_\mathbf{A}: \mathbb{K}^n \to \mathbb{K}^m\) and \(f_\mathbf{B}: \mathbb{K}^{{\tilde{m}}} \to \mathbb{K}^n\) and \(f_{\mathbf{A}\mathbf{B}} : \mathbb{K}^{{\tilde{m}}} \to \mathbb{K}^{m}.\) Then \(f_{\mathbf{A}\mathbf{B}}=f_\mathbf{A}\circ f_\mathbf{B}.\)
Let \(V,W\) be finite dimensional \(\mathbb{K}\)-vector spaces.
Suppose \(f,g : V \to W\) are linear maps and \(\mathbf{b}=(v_1,\ldots,v_n)\) is an ordered basis of \(V.\) Then \(f=g\) if and only if \(f(v_i)=g(v_i)\) for all \(1\leqslant i\leqslant n.\)
If \(\dim V=\dim W\) and \(\mathbf{b}=(v_1,\ldots,v_n)\) is an ordered basis of \(V\) and \(\mathbf{c}=(w_1,\ldots,w_n)\) an ordered basis of \(W,\) then there exists a unique isomorphism \(f : V \to W\) such that \(f(v_i)=w_i\) for all \(1\leqslant i\leqslant n.\)
We have \[\mathbf{P}_{\sigma \cdot \sigma^{-1}}=\mathbf{P}_{1}=\mathbf{1}_{n}=\mathbf{P}_{\sigma}\mathbf{P}_{\sigma^{-1}}\] showing that \(\mathbf{P}_{\sigma}\) is invertible with inverse \((\mathbf{P}_{\sigma})^{-1}=\mathbf{P}_{\sigma^{-1}}.\)
For \(\sigma \in S_n\) we call \(\operatorname{sgn}(\sigma)=\det(\mathbf{P}_{\sigma})\) its signature.
Combining Proposition 5.21 Proposition 5.21 • Product rule ➔and Proposition 5.31For matrices \(\mathbf{A},\mathbf{B}\in M_{n,n}(\mathbb{K})\) we have \[\det(\mathbf{A}\mathbf{B})=\det(\mathbf{A})\det(\mathbf{B}).\]
Proposition 5.31 ➔, we conclude that \[\operatorname{sgn}(\pi\cdot \sigma)=\operatorname{sgn}(\pi)\operatorname{sgn}(\sigma)\] for all \(\pi,\sigma \in S_n.\)Let \(n \in \mathbb{N}.\) Then \(\mathbf{P}_1=\mathbf{1}_{n}\) and for all \(\sigma,\pi \in S_n\) we have \[\mathbf{P}_{\pi \cdot \sigma}=\mathbf{P}_\pi \mathbf{P}_\sigma.\] In particular, for all \(\sigma \in S_n,\) the permutation matrix \(\mathbf{P}_\sigma\) is invertible with \((\mathbf{P}_{\sigma})^{-1}=\mathbf{P}_{\sigma^{-1}}.\)
Since \(\mathbf{P}_{\tau_{k,l}}=\mathbf{P}_{k,l}\) and \(\det \mathbf{P}_{k,l}=-1\) by Lemma 5.13 Lemma 5.13 ➔, we conclude that \[\operatorname{sgn}(\tau_{k,l})=-1\] for all transpositions \(\tau_{k,l} \in S_n.\)Let \(n \in \mathbb{N}\) and \(f_n : M_{n,n}(\mathbb{K}) \to \mathbb{K}\) an alternating \(n\)-multilinear map satisfying \(f_n(\mathbf{1}_{n})=1.\) Then for all \(1\leqslant k,l\leqslant n\) with \(k\neq l\) and all \(s\in \mathbb{K},\) we have \[\tag{5.3} f_n(\mathbf{D}_k(s))=s,\qquad f_n(\mathbf{L}_{k,l}(s))=1, \qquad f_n(\mathbf{P}_{k,l})=-1.\] Moreover, for \(\mathbf{A}\in M_{n,n}(\mathbb{K})\) and an elementary matrix \(\mathbf{B}\) of size \(n,\) we have \[\tag{5.4} f_n(\mathbf{B}\mathbf{A})=f_n(\mathbf{B})f_n(\mathbf{A}).\]
Similarly to elementary matrices being the building blocks of invertible matrices, transpositions are the building blocks of permutations:
Let \(n\in \mathbb{N}\) and \(\sigma \in S_n.\) Then there exists \(m \geqslant 0\) and \(m\) transpositions \(\tau_{k_1,l_1},\ldots, \tau_{k_m,l_m} \in S_n\) such that \(\sigma=\tau_{k_m,l_m}\cdots \tau_{k_1,l_1},\) where we use the convention that \(0\) transpositions corresponds to the identity permutation.
Let \(n=6\) and \(\sigma\) the permutation defined by the matrix \[\boldsymbol{\sigma}=\begin{pmatrix} 1 & 2 & 3 & 4 & 5 & 6 \\ 3 & 5 & 2 & 4 & 6 & 1\end{pmatrix}.\] To express it as a product of transposition, we write \[\begin{array}{cccccc|c} 3 & 5 & 2 & 4 & 6 & 1 & \\ 3 & 2 & 5 & 4 & 6 & 1 & \tau_{2,3} \\ 1 & 2 & 5 & 4 & 6 & 3 & \tau_{1,6} \\ 1 & 2 & 5 & 4 & 3 & 6 & \tau_{5,6} \\ 1 & 2 & 3 & 4 & 5 & 6 & \tau_{3,5}\end{array}\] so that \(\sigma=\tau_{3,5}\tau_{5,6}\tau_{1,6}\tau_{2,3}.\)
Let \(n\in \mathbb{N}\) and \(\sigma \in S_n.\) Then there exists \(m \geqslant 0\) and \(m\) transpositions \(\tau_{k_1,l_1},\ldots, \tau_{k_m,l_m} \in S_n\) such that \(\sigma=\tau_{k_m,l_m}\cdots \tau_{k_1,l_1},\) where we use the convention that \(0\) transpositions corresponds to the identity permutation.
Inductive step: Assume \(n \in \mathbb{N}\) and \(n\geqslant 2.\) We want to show that if the claim holds for \(S_{n-1},\) then also for \(S_n.\) Let \(\sigma \in S_n\) and define \(k=\sigma(n).\) Then the permutation \(\sigma_1=\tau_{n,k}\sigma\) satisfies \(\sigma_1(n)=\tau_{n,k}\sigma(n)=\tau_{n,k}(k)=n\) and hence does not permute \(n.\) Restricting \(\sigma_1\) to the first \(n-1\) elements, we obtain a permutation of \(\{1,\ldots,n-1\}.\) By the induction hypothesis, we thus have \({\tilde{m}} \in \mathbb{N}\) and \(\tau_{k_1,l_1},\ldots \tau_{k_{{\tilde{m}}}},\tau_{l_{{\tilde{m}}}} \in S_n\) such that \[\sigma_1=\tau_{k_{{\tilde{m}}},l_{{\tilde{m}}}}\cdots \tau_{k_1,l_1}=\tau_{n,k}\sigma.\] Since \(\tau_{n,k}^2=1,\) multiplying from the left with \(\tau_{n,k}\) gives \(\sigma=\tau_{n,k}\tau_{k_{{\tilde{m}}},l_{{\tilde{m}}}}\cdots \tau_{k_1,l_1},\) the claim follows with \(m={\tilde{m}}+1.\)
For \(\sigma \in S_n\) we call \(\operatorname{sgn}(\sigma)=\det(\mathbf{P}_{\sigma})\) its signature.
Combining Proposition 5.21 and Proposition 5.31, we conclude that \[\operatorname{sgn}(\pi\cdot \sigma)=\operatorname{sgn}(\pi)\operatorname{sgn}(\sigma)\] for all \(\pi,\sigma \in S_n.\)
Since \(\mathbf{P}_{\tau_{k,l}}=\mathbf{P}_{k,l}\) and \(\det \mathbf{P}_{k,l}=-1\) by Lemma 5.13, we conclude that \[\operatorname{sgn}(\tau_{k,l})=-1\] for all transpositions \(\tau_{k,l} \in S_n.\)
Let \(n\in \mathbb{N}\) and \(\sigma \in S_n.\) Then there exists \(m \geqslant 0\) and \(m\) transpositions \(\tau_{k_1,l_1},\ldots, \tau_{k_m,l_m} \in S_n\) such that \(\sigma=\tau_{k_m,l_m}\cdots \tau_{k_1,l_1},\) where we use the convention that \(0\) transpositions corresponds to the identity permutation.
Let \(n \in \mathbb{N}\) and \(\sigma \in S_n.\) Then \(\operatorname{sgn}(\sigma)=\pm 1.\) If \(\sigma\) is a product of \(m\) transpositions, then \(\operatorname{sgn}(\sigma)=(-1)^m.\)
Permutations with \(\operatorname{sgn}(\sigma)=1\) are called even and permutations with \(\operatorname{sgn}(\sigma)=-1\) are called odd, since they arise from the composition of an even or odd number of transpositions, respectively.
5.6 The Leibniz formula
Let \(m \in \mathbb{N}.\) For \(1\leqslant k,l,p,q \leqslant m,\) we have \[\mathbf{E}_{k,l}\mathbf{E}_{p,q}=\left\{\begin{array}{cc}\mathbf{E}_{k,q} & p=l \\ \mathbf{0}_{m,m} & p\neq l \end{array}\right.\]
For matrices \(\mathbf{A},\mathbf{B}\in M_{n,n}(\mathbb{K})\) we have \[\det(\mathbf{A}\mathbf{B})=\det(\mathbf{A})\det(\mathbf{B}).\]
Let \(n \in \mathbb{N}\) and \(\mathbf{A}=(A_{ij})_{1\leqslant i,j\leqslant n} \in M_{n,n}(\mathbb{K})\) be an upper triangular matrix so that \(A_{ij}=0\) for \(i>j.\) Then \[\tag{5.6} \det(\mathbf{A})=\prod_{i=1}^n A_{ii}=A_{11}A_{22}\cdots A_{nn}.\]
Let \(n \in \mathbb{N}\) and \(\mathbf{A}=(A_{ij})_{1,\leqslant i,j\leqslant n} \in M_{n,n}(\mathbb{K}).\) Then we have \[\tag{5.8} \det(\mathbf{A}) =\sum_{\sigma \in S_n}\operatorname{sgn}(\sigma)\prod_{i=1}^n A_{\sigma(i)i}=\sum_{\pi \in S_n}\operatorname{sgn}(\pi)\prod_{j=1}^n A_{j\pi(j)}.\]
For \(n=2\) and choosing \(l=1,\) we obtain \[\det\left(\begin{pmatrix} a & b \\ c & d \end{pmatrix}\right)=a\det\left(\mathbf{A}^{(1,1)}\right)-c\det\left(\mathbf{A}^{(2,1)}\right)=ad-cb,\] in agreement with (5.1). For \(\mathbf{A}=(A_{ij})_{1\leqslant i,j\leqslant 3} \in M_{3,3}(\mathbb{K})\) and choosing \(l=3\) we obtain \[\begin{gathered} \det\left(\begin{pmatrix}A_{11} & A_{12} & A_{13} \\ A_{21} & A_{22} & A_{23} \\ A_{31} & A_{32} & A_{33} \end{pmatrix}\right)=A_{13} \det\left(\begin{pmatrix} A_{21} & A_{22} \\ A_{31} & A_{32} \end{pmatrix}\right)\\-A_{23}\det\left(\begin{pmatrix} A_{11} & A_{12} \\ A_{31} & A_{32}\end{pmatrix}\right)+A_{33} \det\left(\begin{pmatrix}A_{11} & A_{12} \\ A_{21} & A_{22} \end{pmatrix}\right)\\ \end{gathered}\] so that \[\begin{aligned} \det \mathbf{A}&=A_{13}(A_{21}A_{32}-A_{31}A_{22})-A_{23}(A_{11}A_{32}-A_{31}A_{12})\\ &\phantom{=}+A_{33}(A_{11}A_{22}-A_{21}A_{12})\\ &=A_{11}A_{22}A_{33}-A_{11}A_{23}A_{32}-A_{12}A_{21}A_{33}\\ &\phantom{=}+A_{12}A_{23}A_{31}+A_{13}A_{21}A_{32}-A_{13}A_{22}A_{31}. \end{aligned}\]
Use the Leibniz formula to show that \[\det(\mathbf{A})=\det(\mathbf{A}^T)\] for all \(\mathbf{A}\in M_{n,n}(\mathbb{K}).\)
Solution
Let \(\mathbf{A}= (A_{ij})_{1\leqslant i,j\leqslant n}.\) We first note that \(\operatorname{sgn}(\sigma) = \operatorname{sgn}(\sigma^{-1})\) for all \(\sigma\in S_n,\) which immediately follows from \(\operatorname{sgn}(\sigma)\operatorname{sgn}(\sigma^{-1})=\operatorname{sgn}(\sigma\circ\sigma^{-1}) = \operatorname{sgn}(1) = 1.\) The Leibniz formula reads \[\det(\mathbf{A}) = \sum_{\sigma \in S_n}\operatorname{sgn}(\sigma)\prod_{i=1}^n A_{\sigma(i)i}.\] We write \(\pi=\sigma^{-1}\) and let \(j=\sigma(i).\) Summing over all permutations is the same as summing over all inverse permutations and hence we find \[\begin{aligned} \det(\mathbf{A}) & = \sum_{\sigma \in S_n}\operatorname{sgn}(\sigma)\prod_{j=1}^n A_{j\pi(j)}\\ & = \sum_{\pi\in S_n}\operatorname{sgn}(\pi)\prod_{j=1}^n A_{j\pi(j)}\\ & = \sum_{\pi\in S_n}\operatorname{sgn}(\pi)\prod_{j=1}^n [\mathbf{A}^T]_{\pi(j)j}\\ & = \det(\mathbf{A}^T). \end{aligned}\]
the determinant is also multilinear and alternating, when thought of as a map \((\mathbb{K}^n)^n \to \mathbb{K},\) that is, when taking \(n\) columns vectors as an input. In particular, the determinant is also linear in each column;
the Laplace expansion is also valid if we expand with respect to a row, that is, for \(\mathbf{A}\in M_{n,n}(\mathbb{K})\) and \(1\leqslant l \leqslant n,\) we have \[\det(\mathbf{A})=\sum_{k=1}^n(-1)^{k+l}[\mathbf{A}]_{lk}\det\left(\mathbf{A}^{(l,k)}\right).\]
(\(\heartsuit\) – not examinable). For \(n \in \mathbb{N}\) and a vector \(\vec{x}=(x_i)_{1\leqslant i\leqslant n}\in \mathbb{K}^n\) we can form a matrix \(\mathbf{V}_{\vec{x}}=(V_{ij})_{1\leqslant i,j\leqslant n} \in M_{n,n}(\mathbb{K})\) with \(V_{ij}=x_i^{j-1},\) that is, \[\mathbf{V}_{\vec{x}}=\begin{pmatrix} 1 & x_1 & (x_1)^2 & \cdots & (x_1)^{n-1} \\ 1 & x_2 & (x_2)^2 & \cdots & (x_2)^{n-1} \\ 1 & x_3 & (x_3)^2 & \cdots & (x_3)^{n-1} \\ \vdots & \vdots & \vdots & \ddots & \vdots \\ 1 & x_n & (x_n)^2 & \cdots & (x_n)^{n-1}\end{pmatrix}.\] Such matrices are known as Vandermonde matrices and the determinant of a Vandermonde matrix is known as a Vandermonde determinant, they satisfy \[\det(\mathbf{V}_{\vec{x}})=\prod_{1\leqslant i<j \leqslant n}(x_j-x_i).\]
Sketch of a proof. We can define a function \(f : \mathbb{K}^n \to \mathbb{K},\) \(\vec{x} \mapsto \det(\mathbf{V}_{\vec{x}}).\) By the Leibniz formula, the function \(f\) is a polynomial in the variables \(x_i\) with integer coefficients. If we freeze all variables of \(f\) except the \(\ell\)-th variable, then we obtain a function \(g_{\ell} : \mathbb{K}\to \mathbb{K}\) of one variable \(x_{\ell}.\) For \(1\leqslant i\leqslant n\) with \(i\neq \ell\) we have \(g_{\ell}(x_i)=0,\) since we compute the determinant of a matrix with two identical rows, the \(\ell\)-th row and the \(i\)-th row. Factoring the zeros, we can thus write \(g_{\ell}(x_{\ell})=q_{\ell}(x_{\ell})\prod_{1\leqslant i\leqslant n, i\neq \ell}(x_{\ell}-x_i)\) for some polynomial \(q_{\ell}.\) We can repeat this argument for all \(\ell\) and hence can write \(\det(\mathbf{V}_{\vec{x}})=q(\vec{x})\prod_{1\leqslant i<j\leqslant n}(x_j-x_i)\) for some polynomial \(q(\vec{x}).\) The Leibniz formula implies that the sum of the exponents of all the factors \(x_i\) in \(\det(\mathbf{V}_{\vec{x}})\) must be \(\frac{1}{2}n(n-1).\) The same holds true for \(\prod_{1\leqslant i<j \leqslant n}.\) It follows that \(q\) must be a constant. Using the Leibniz formula again, we see that the summand of \(\det(\mathbf{V}_{\vec{x}})\) corresponding to the identity permutation is the product of the diagonal entries of \(\mathbf{V}_{\vec{x}},\) that is, \(x_2(x_3)^2\cdots(x_n)^{n-1}.\) Taking the first term in all factors of \(\prod_{1\leqslant i<j\leqslant n}(x_j-x_i),\) we also obtain \(x_2(x_3)^2\cdots(x_n)^{n-1},\) hence \(\det(\mathbf{V}_{\vec{x}})=\prod_{1\leqslant i<j\leqslant n}(x_j-x_i),\) as claimed.
5.7 Cramer’s rule
The determinant can be used to give a formula for the solution of a linear system of equations of the form \(\mathbf{A}\vec{x}=\vec{b}\) for an invertible matrix \(\mathbf{A}\in M_{n,n}(\mathbb{K}),\) \(\vec{b} \in \mathbb{K}^n\) and unknowns \(\vec{x} \in \mathbb{K}^n.\) This formula is often referred to as Cramer’s rule. In order to derive it we start with definitions:
Let \(n \in \mathbb{N}\) and \(\mathbf{A}\in M_{n,n}(\mathbb{K})\) be a square matrix. The adjugate matrix of \(\mathbf{A}\) is the \(n\times n\)-matrix \(\operatorname{Adj}(\mathbf{A})\) whose entries are given by (notice the reverse order of \(i\) and \(j\) on the right hand side) \[[\operatorname{Adj}(\mathbf{A})]_{ij}=(-1)^{i+j}\det\left(\mathbf{A}^{(j,i)}\right), \qquad 1\leqslant i,j\leqslant n.\]
\[\operatorname{Adj}\left(\begin{pmatrix} a & b \\ c & d \end{pmatrix}\right)=\begin{pmatrix} d & -b \\ -c & a \end{pmatrix}, \quad \operatorname{Adj}\left(\begin{pmatrix} 1 & 1 & 2 \\ 0 & 2 & 1 \\ 1 & 0 & 2 \end{pmatrix}\right)=\begin{pmatrix} 4 & -2 & -3 \\ 1 & 0 & -1 \\ -2 & 1 & 2 \end{pmatrix}\]
The determinant and the adjugate matrix provide a formula for the inverse of a matrix:
Let \(n \in \mathbb{N}\) and \(\mathbf{A}\in M_{n,n}(\mathbb{K}).\) Then we have \[\operatorname{Adj}(\mathbf{A})\mathbf{A}=\mathbf{A}\operatorname{Adj}(\mathbf{A})=\det(\mathbf{A})\mathbf{1}_{n}.\] In particular, if \(\mathbf{A}\) is invertible then \[\mathbf{A}^{-1}=\frac{1}{\det \mathbf{A}}\operatorname{Adj}(\mathbf{A}).\]
Let \(\mathbf{A}\in M_{n,n}(\mathbb{K})\) be a square matrix. Then the following statements are equivalent:
\(\mathbf{A}\) is invertible;
the row vectors of \(\mathbf{A}\) are linearly independent;
the column vectors of \(\mathbf{A}\) are linearly independent.
A matrix \(\mathbf{A}\in M_{n,n}(\mathbb{K})\) is invertible if and only if \(\det(\mathbf{A})\neq 0.\) Moreover, in the case where \(\mathbf{A}\) is invertible, we have \[\det\left(\mathbf{A}^{-1}\right)=\frac{1}{\det \mathbf{A}}.\]
A matrix \(\mathbf{A}\in M_{n,n}(\mathbb{K})\) is invertible if and only if \(\det(\mathbf{A})\neq 0.\) Moreover, in the case where \(\mathbf{A}\) is invertible, we have \[\det\left(\mathbf{A}^{-1}\right)=\frac{1}{\det \mathbf{A}}.\]
As a corollary we obtain:
Let \(n \in \mathbb{N}\) and \(\mathbf{A}\in M_{n,n}(\mathbb{K})\) be an invertible upper triangular matrix. Then \(\mathbf{A}^{-1}\) is also an upper triangular matrix.
Taking the transpose also implies: Let \(\mathbf{A}\in M_{n,n}(\mathbb{K})\) be an invertible lower triangular matrix. Then \(\mathbf{A}^{-1}\) is also a lower triangular matrix.
Let \(n \in \mathbb{N}\) and \(\mathbf{A}\in M_{n,n}(\mathbb{K})\) be an invertible upper triangular matrix. Then \(\mathbf{A}^{-1}\) is also an upper triangular matrix.
Let \(n \in \mathbb{N}\) and \(\mathbf{A}\in M_{n,n}(\mathbb{K}).\) Then we have \[\operatorname{Adj}(\mathbf{A})\mathbf{A}=\mathbf{A}\operatorname{Adj}(\mathbf{A})=\det(\mathbf{A})\mathbf{1}_{n}.\] In particular, if \(\mathbf{A}\) is invertible then \[\mathbf{A}^{-1}=\frac{1}{\det \mathbf{A}}\operatorname{Adj}(\mathbf{A}).\]
Let \(n \in \mathbb{N}\) and \(\mathbf{A}=(A_{ij})_{1\leqslant i,j\leqslant n} \in M_{n,n}(\mathbb{K})\) be an upper triangular matrix so that \(A_{ij}=0\) for \(i>j.\) Then \[\tag{5.6} \det(\mathbf{A})=\prod_{i=1}^n A_{ii}=A_{11}A_{22}\cdots A_{nn}.\]
Let \(n \in \mathbb{N}\) and \(\mathbf{A}\in M_{n,n}(\mathbb{K}).\) Then we have \[\operatorname{Adj}(\mathbf{A})\mathbf{A}=\mathbf{A}\operatorname{Adj}(\mathbf{A})=\det(\mathbf{A})\mathbf{1}_{n}.\] In particular, if \(\mathbf{A}\) is invertible then \[\mathbf{A}^{-1}=\frac{1}{\det \mathbf{A}}\operatorname{Adj}(\mathbf{A}).\]
We consider the system \(\mathbf{A}\vec{x}=\vec{b}\) for \[\mathbf{A}=\begin{pmatrix} 2 & 1 & 1 \\ 1 & 2 & 1 \\ 1 & 1 & 2 \end{pmatrix}\qquad \text{and} \qquad \vec{b}=\begin{pmatrix} -2 \\ 2 \\ 4 \end{pmatrix}.\] Here we obtain \[\hat{\mathbf{A}}_1=\begin{pmatrix} -2 & 1 & 1 \\ 2 & 2 & 1 \\ 4 & 1 & 2 \end{pmatrix}, \quad \hat{\mathbf{A}}_2=\begin{pmatrix} 2 & -2 & 1 \\ 1 & 2 & 1 \\ 1 & 4 & 2 \end{pmatrix}, \quad \hat{\mathbf{A}}_3=\begin{pmatrix} 2 & 1 & -2 \\ 1 & 2 & 2 \\ 1 & 1 & 4 \end{pmatrix}.\] We compute \(\det\mathbf{A}=4,\) \(\det\hat{\mathbf{A}}_1=-12,\) \(\det\hat{\mathbf{A}}_2=4\) and \(\det\hat{\mathbf{A}}_3=12\) so that Cramer’s rule gives indeed the correct solution \[\vec{x}=\frac{1}{4}\begin{pmatrix} -12 \\ 4 \\ 12 \end{pmatrix}=\begin{pmatrix} -3 \\ 1 \\ 3\end{pmatrix}.\]
Exercises
Use the Leibniz formula to show that \[\det(\mathbf{A})=\det(\mathbf{A}^T)\] for all \(\mathbf{A}\in M_{n,n}(\mathbb{K}).\)
Solution
Let \(\mathbf{A}= (A_{ij})_{1\leqslant i,j\leqslant n}.\) We first note that \(\operatorname{sgn}(\sigma) = \operatorname{sgn}(\sigma^{-1})\) for all \(\sigma\in S_n,\) which immediately follows from \(\operatorname{sgn}(\sigma)\operatorname{sgn}(\sigma^{-1})=\operatorname{sgn}(\sigma\circ\sigma^{-1}) = \operatorname{sgn}(1) = 1.\) The Leibniz formula reads \[\det(\mathbf{A}) = \sum_{\sigma \in S_n}\operatorname{sgn}(\sigma)\prod_{i=1}^n A_{\sigma(i)i}.\] We write \(\pi=\sigma^{-1}\) and let \(j=\sigma(i).\) Summing over all permutations is the same as summing over all inverse permutations and hence we find \[\begin{aligned} \det(\mathbf{A}) & = \sum_{\sigma \in S_n}\operatorname{sgn}(\sigma)\prod_{j=1}^n A_{j\pi(j)}\\ & = \sum_{\pi\in S_n}\operatorname{sgn}(\pi)\prod_{j=1}^n A_{j\pi(j)}\\ & = \sum_{\pi\in S_n}\operatorname{sgn}(\pi)\prod_{j=1}^n [\mathbf{A}^T]_{\pi(j)j}\\ & = \det(\mathbf{A}^T). \end{aligned}\]