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Determinants and Their Properties: det as Signed Volume

Prerequisite:Matrices and Linear Systems: Coordinate Representations of Linear Maps and the Structure of Solutions

Raw
  • Among all maps that assign a number to a list of nn column vectors, exactly one is linear in each column (multilinearity), vanishes whenever two columns coincide (alternation), and takes the value 11 at the identity matrix (normalization): that map is the determinant det⁡A\det A. Both the Leibniz formula and cofactor expansion are merely expressions derived from this characterization.
  • We have det⁡(AB)=det⁡A⋅det⁡B\det(AB) = \det A \cdot \det B. This is the algebraic form of the geometric fact that composing transformations multiplies the volume scaling factors.
  • The conditions "det⁡A≠0\det A \ne 0", ”AA is invertible”, “the columns of AA are linearly independent”, and ”Ax=0A\boldsymbol{x} = \boldsymbol{0} has only the trivial solution” are all equivalent. The determinant is a device that decides, with a single number, whether space is being collapsed.
  • ∣det⁡A∣|\det A| is the volume of the parallelepiped onto which AA maps the unit cube, and the sign records whether the transformation preserves or reverses orientation.
  • The Leibniz formula (a sum of n!n! terms) is never used for actual numerical computation. Triangularizing by row operations costs only O(n3)O(n^3) multiplications and divisions.

1. Motivation: telling solvability from a single number

Section titled “1. Motivation: telling solvability from a single number”

Let us solve the system of two linear equations

{ax+by=pcx+dy=q\begin{cases} ax + by = p \\ cx + dy = q \end{cases}

by brute force. Multiplying the first equation by dd and the second by bb and subtracting gives (ad−bc)x=pd−bq(ad-bc)x = pd - bq; multiplying the first by cc and the second by aa and subtracting gives (ad−bc)y=aq−pc(ad-bc)y = aq - pc. Hence, as soon as ad−bc≠0ad - bc \ne 0, the solution is determined:

x=pd−bqad−bc,y=aq−pcad−bc.x = \frac{pd - bq}{ad - bc}, \qquad y = \frac{aq - pc}{ad - bc}.

Conversely, when ad−bc=0ad - bc = 0, the solution fails to be unique (there may be no solution, or infinitely many). A single number ad−bcad-bc, built from the coefficients alone, decides solvability without any reference to the right-hand side p,qp, q.

Pushing the same computation through for three equations in three unknowns, the deciding number becomes the six-term sum

a11a22a33+a12a23a31+a13a21a32−a13a22a31−a11a23a32−a12a21a33.a_{11}a_{22}a_{33} + a_{12}a_{23}a_{31} + a_{13}a_{21}a_{32} - a_{13}a_{22}a_{31} - a_{11}a_{23}a_{32} - a_{12}a_{21}a_{33}.

Two naive questions arise here. First, for a general system of nn linear equations in nn unknowns, how should this “deciding number” be written? Second, why does such a number exist at all — how can a complicated web of relations among n2n^2 coefficients be condensed into a single scalar?

The first question has had an answer since the end of the seventeenth century. Seki Takakazu treated it in 1683 in Kaifukudai no Hō as an expression arising in the course of elimination, and Leibniz handled a similar expression in a 1693 letter to L’Hôpital. Cramer, in a book of 1750, wrote the solution of a system of nn linear equations explicitly as a quotient. The general theory was organized, and the word determinant acquired its present meaning, through Cauchy’s work in the early nineteenth century.

In this article we give two answers to the first question: an explicit formula using signs of permutations (the Leibniz formula) and an inductive formula that lowers the size by one (cofactor expansion). The two look completely different, yet they describe the same function. The answer to the second question is precisely the identity of that “same function”: multilinearity and alternation. The determinant is the unique function pinned down by these two properties together with a normalization, and the two formulas are simply different computational recipes for it.

In the final sections we shall see that the determinant is, in essence, a signed volume. A linear system fails to be uniquely solvable exactly when the linear map defined by the coefficient matrix collapses space into a lower dimension, and “collapsed” means “of volume 00”. The reason ad−bcad - bc could serve as a criterion is, in the end, that it was the area of a parallelogram.

We take matrix products, inverses, and Gaussian elimination for linear systems as known from Matrices and Linear Systems (for the definition of the product see Definition 4.1[Matrices and Linear Systems], and for elimination see Theorem 7.4[Matrices and Linear Systems]).

2. Preliminaries: permutations and their signs

Section titled “2. Preliminaries: permutations and their signs”

Throughout this article K\mathbb{K} denotes R\mathbb{R} or C\mathbb{C} (everything below works verbatim over an arbitrary commutative field). We write Mn(K)M_n(\mathbb{K}) for the set of n×nn \times n matrices, and for A=(aij)∈Mn(K)A = (a_{ij}) \in M_n(\mathbb{K}) we denote its jj-th column by aj∈Kn\boldsymbol{a}_j \in \mathbb{K}^n and display AA column by column as

A=(a1 a2 ⋯ an).A = (\boldsymbol{a}_1\ \boldsymbol{a}_2\ \cdots\ \boldsymbol{a}_n).

Here e1,…,en\boldsymbol{e}_1, \ldots, \boldsymbol{e}_n is the standard basis of Kn\mathbb{K}^n, InI_n the identity matrix, and OO the zero matrix.

To define the determinant we need a device for enumerating the rearrangements of nn row indices.

Definition 2.1(Permutations and their signs)

A bijection from {1,2,…,n}\{1, 2, \ldots, n\} onto itself is called a permutation of degree nn, and the set of all permutations is denoted SnS_n. Under composition (στ)(i)=σ(τ(i))(\sigma\tau)(i) = \sigma(\tau(i)) the set SnS_n is a group, and it has n!n! elements.

For distinct p,qp, q, the permutation sending p↦qp \mapsto q and q↦pq \mapsto p and fixing everything else is called a transposition and is written (p q)(p\ q).

For σ∈Sn\sigma \in S_n, the number of pairs of indices whose order is reversed,

inv(σ)=#{(i,j)∣1≤i<j≤n, σ(i)>σ(j)},\mathrm{inv}(\sigma) = \#\{(i, j) \mid 1 \le i < j \le n,\ \sigma(i) > \sigma(j)\},

is called the number of inversions of σ\sigma, and sgn(σ)=(−1)inv(σ)\mathrm{sgn}(\sigma) = (-1)^{\mathrm{inv}(\sigma)} is called the sign of σ\sigma. When sgn(σ)=1\mathrm{sgn}(\sigma) = 1 we call σ\sigma even, and when sgn(σ)=−1\mathrm{sgn}(\sigma) = -1 we call it odd.

For instance, take the permutation with σ(1)=3, σ(2)=1, σ(3)=2\sigma(1) = 3,\ \sigma(2) = 1,\ \sigma(3) = 2. The pair (1,2)(1,2) is inverted since 3>13 > 1, the pair (1,3)(1,3) is inverted since 3>23 > 2, and the pair (2,3)(2,3) is not, since 1<21 < 2. Hence inv(σ)=2\mathrm{inv}(\sigma) = 2 and sgn(σ)=+1\mathrm{sgn}(\sigma) = +1.

Everything convenient about signs is contained in the next lemma. Its proof uses the difference product

Δ(x1,…,xn)=∏1≤i<j≤n(xj−xi),\Delta(x_1, \ldots, x_n) = \prod_{1 \le i < j \le n} (x_j - x_i),

the simplest polynomial with the property that interchanging variables changes nothing but the sign.

Lemma 2.2(Basic properties of the sign)

Let n≥2n \ge 2 and σ,τ∈Sn\sigma, \tau \in S_n. Then the following hold.

  1. As an identity of polynomials, Δ(xσ(1),…,xσ(n))=sgn(σ) Δ(x1,…,xn)\Delta(x_{\sigma(1)}, \ldots, x_{\sigma(n)}) = \mathrm{sgn}(\sigma)\, \Delta(x_1, \ldots, x_n).
  2. sgn(στ)=sgn(σ) sgn(τ)\mathrm{sgn}(\sigma\tau) = \mathrm{sgn}(\sigma)\,\mathrm{sgn}(\tau). Moreover sgn(id)=1\mathrm{sgn}(\mathrm{id}) = 1 and sgn(σ−1)=sgn(σ)\mathrm{sgn}(\sigma^{-1}) = \mathrm{sgn}(\sigma).
  3. For every transposition (p q)(p\ q) we have sgn((p q))=−1\mathrm{sgn}((p\ q)) = -1.
  4. Every σ∈Sn\sigma \in S_n can be written as a product of finitely many transpositions, and if σ\sigma is written as a product of kk transpositions then sgn(σ)=(−1)k\mathrm{sgn}(\sigma) = (-1)^k. In particular the parity of the number of transpositions does not depend on the chosen factorization.
Proof(Lemma 2.2)

(1) We have Δ(xσ(1),…,xσ(n))=∏i<j(xσ(j)−xσ(i))\Delta(x_{\sigma(1)}, \ldots, x_{\sigma(n)}) = \prod_{i < j}(x_{\sigma(j)} - x_{\sigma(i)}). Since σ\sigma is a bijection, the assignment {i,j}↦{σ(i),σ(j)}\{i, j\} \mapsto \{\sigma(i), \sigma(j)\} is a bijection of the set of two-element subsets onto itself. Hence, up to sign, the factors on the right correspond one-to-one with the factors of Δ(x1,…,xn)\Delta(x_1,\ldots,x_n). The factor xσ(j)−xσ(i)x_{\sigma(j)} - x_{\sigma(i)} (with i<ji < j) is literally a factor of Δ\Delta when σ(i)<σ(j)\sigma(i) < \sigma(j), whereas when σ(i)>σ(j)\sigma(i) > \sigma(j) it equals −(xσ(i)−xσ(j))-(x_{\sigma(i)} - x_{\sigma(j)}), producing one sign. The number of pairs for which the latter happens is exactly inv(σ)\mathrm{inv}(\sigma), so altogether we get (−1)inv(σ)Δ=sgn(σ)Δ(-1)^{\mathrm{inv}(\sigma)}\Delta = \mathrm{sgn}(\sigma)\Delta.

(2) Since (1) is an identity of polynomials, it remains valid under any substitution of the variables. Setting yi=xσ(i)y_i = x_{\sigma(i)} we get yτ(i)=xσ(τ(i))=x(στ)(i)y_{\tau(i)} = x_{\sigma(\tau(i))} = x_{(\sigma\tau)(i)}, whence

sgn(στ) Δ(x)=Δ(x(στ)(1),…,x(στ)(n))=Δ(yτ(1),…,yτ(n))=sgn(τ) Δ(y1,…,yn)=sgn(τ) Δ(xσ(1),…,xσ(n))=sgn(τ) sgn(σ) Δ(x).\begin{aligned} \mathrm{sgn}(\sigma\tau)\,\Delta(x) &= \Delta(x_{(\sigma\tau)(1)}, \ldots, x_{(\sigma\tau)(n)}) = \Delta(y_{\tau(1)}, \ldots, y_{\tau(n)}) \\ &= \mathrm{sgn}(\tau)\,\Delta(y_1, \ldots, y_n) = \mathrm{sgn}(\tau)\,\Delta(x_{\sigma(1)}, \ldots, x_{\sigma(n)}) = \mathrm{sgn}(\tau)\,\mathrm{sgn}(\sigma)\,\Delta(x). \end{aligned}

As Δ\Delta is not the zero polynomial, comparing coefficients on both sides gives sgn(στ)=sgn(σ)sgn(τ)\mathrm{sgn}(\sigma\tau) = \mathrm{sgn}(\sigma)\mathrm{sgn}(\tau). The identity has no inversions, so sgn(id)=1\mathrm{sgn}(\mathrm{id}) = 1; combined with σσ−1=id\sigma\sigma^{-1} = \mathrm{id} this yields sgn(σ)sgn(σ−1)=1\mathrm{sgn}(\sigma)\mathrm{sgn}(\sigma^{-1}) = 1, and since signs take only the values ±1\pm 1 we get sgn(σ−1)=sgn(σ)\mathrm{sgn}(\sigma^{-1}) = \mathrm{sgn}(\sigma).

(3) Put τ=(p q)\tau = (p\ q) with p<qp < q and count inversions directly. There are only three kinds of inverted pairs. The pair (p,q)(p, q) itself is inverted, since τ(p)=q>p=τ(q)\tau(p) = q > p = \tau(q) (one pair). For each kk with p<k<qp < k < q, the pair (p,k)(p, k) is inverted, since τ(p)=q>k=τ(k)\tau(p) = q > k = \tau(k) (q−p−1q - p - 1 pairs). For the same kk, the pair (k,q)(k, q) is inverted, since τ(k)=k>p=τ(q)\tau(k) = k > p = \tau(q) (q−p−1q - p - 1 pairs). Every other pair either has both indices fixed, or has just one index equal to pp or qq with the other lying outside the interval, and in these cases the order is unchanged. Hence inv(τ)=2(q−p−1)+1\mathrm{inv}(\tau) = 2(q - p - 1) + 1 is odd and sgn(τ)=−1\mathrm{sgn}(\tau) = -1.

(4) We prove that σ\sigma is a product of transpositions by induction on the number of indices moved by σ\sigma. If σ=id\sigma = \mathrm{id} we regard it as the empty product (a product of zero transpositions). If σ≠id\sigma \ne \mathrm{id}, choose mm with σ(m)≠m\sigma(m) \ne m and set σ′=(m σ(m)) σ\sigma' = (m\ \sigma(m))\,\sigma; then σ′(m)=m\sigma'(m) = m, and moreover every index fixed by σ\sigma is still fixed by σ′\sigma'. Thus σ′\sigma' moves strictly fewer indices than σ\sigma, so by the induction hypothesis σ′\sigma' is a product of transpositions. Since (m σ(m))(m\ \sigma(m)) is its own inverse, σ=(m σ(m)) σ′\sigma = (m\ \sigma(m))\,\sigma' is one as well. The second assertion follows at once from (2) and (3).

Looking closely at the six-term sum in the 3×33 \times 3 case, each term is a product of entries chosen one from each column, from mutually distinct rows. Writing σ(1),σ(2),…,σ(n)\sigma(1), \sigma(2), \ldots, \sigma(n) for the row indices chosen for columns 1,2,…,n1, 2, \ldots, n, the assignment σ\sigma is nothing but a permutation, and the sign attached is the sign of that permutation. We adopt this directly as the definition for general nn.

Definition 3.1(The determinant (Leibniz formula))

For A=(aij)∈Mn(K)A = (a_{ij}) \in M_n(\mathbb{K}), the quantity

det⁡A=∑σ∈Snsgn(σ) aσ(1)1 aσ(2)2⋯aσ(n)n=∑σ∈Snsgn(σ)∏j=1naσ(j) j\det A = \sum_{\sigma \in S_n} \mathrm{sgn}(\sigma)\, a_{\sigma(1)1}\, a_{\sigma(2)2} \cdots a_{\sigma(n)n} = \sum_{\sigma \in S_n} \mathrm{sgn}(\sigma) \prod_{j=1}^{n} a_{\sigma(j)\,j}

is called the determinant of AA. Besides det⁡A\det A and ∣A∣|A|, one also writes the entries enclosed between vertical bars.

The sum has n!n! terms, and for n≥2n \ge 2 half of them carry a plus sign and half a minus sign. Let us write the definition out for small nn.

  • n=1n = 1: since S1={id}S_1 = \{\mathrm{id}\}, we get det⁡(a11)=a11\det (a_{11}) = a_{11}.

  • n=2n = 2: here S2={id,(1 2)}S_2 = \{\mathrm{id}, (1\ 2)\} with signs +1+1 and −1-1 respectively, so

    det⁡(a11a12a21a22)=a11a22−a21a12.\det \begin{pmatrix} a_{11} & a_{12} \\ a_{21} & a_{22} \end{pmatrix} = a_{11}a_{22} - a_{21}a_{12}.

    This reproduces the quantity ad−bcad - bc that decided solvability in §1.

  • n=3n = 3: among the six elements of S3S_3, the identity and the two 3-cycles are even (sign +1+1), while the three transpositions are odd (sign −1-1). Therefore

    det⁡A=a11a22a33+a13a21a32+a12a23a31−a13a22a31−a11a23a32−a12a21a33,\det A = a_{11}a_{22}a_{33} + a_{13}a_{21}a_{32} + a_{12}a_{23}a_{31} - a_{13}a_{22}a_{31} - a_{11}a_{23}a_{32} - a_{12}a_{21}a_{33},

    which again agrees with the expression in §1. For 3×33 \times 3 matrices only, this can be memorized as Sarrus’ rule: add the three products along the descending diagonals and subtract the three along the ascending ones. This mnemonic fails from size 44 onwards (a 4×44 \times 4 determinant has 4!=244! = 24 terms, and the eight products obtained by criss-crossing are nowhere near enough).

Example 3.2(Computing a 3 × 3 determinant straight from the definition)

Let us compute the determinant of

A=(2−1304152−2)A = \begin{pmatrix} 2 & -1 & 3 \\ 0 & 4 & 1 \\ 5 & 2 & -2 \end{pmatrix}

by substituting directly into the six-term formula above.

a11a22a33=2⋅4⋅(−2)=−16,a13a21a32=3⋅0⋅2=0,a12a23a31=(−1)⋅1⋅5=−5,a13a22a31=3⋅4⋅5=60,a11a23a32=2⋅1⋅2=4,a12a21a33=(−1)⋅0⋅(−2)=0.\begin{aligned} a_{11}a_{22}a_{33} &= 2 \cdot 4 \cdot (-2) = -16, \\ a_{13}a_{21}a_{32} &= 3 \cdot 0 \cdot 2 = 0, \\ a_{12}a_{23}a_{31} &= (-1) \cdot 1 \cdot 5 = -5, \\ a_{13}a_{22}a_{31} &= 3 \cdot 4 \cdot 5 = 60, \\ a_{11}a_{23}a_{32} &= 2 \cdot 1 \cdot 2 = 4, \\ a_{12}a_{21}a_{33} &= (-1) \cdot 0 \cdot (-2) = 0. \end{aligned}

Adding the first three and subtracting the last three,

det⁡A=(−16+0−5)−(60+4+0)=−21−64=−85.\det A = (-16 + 0 - 5) - (60 + 4 + 0) = -21 - 64 = -85.

We shall confirm this value later by the expansion of Theorem 5.2.

As a computational tool the Leibniz formula is inefficient (as we shall see in §9), but it has the virtue of being theoretically very transparent. Here are two properties obtained by merely inspecting the symmetry of the defining formula.

Proposition 3.3(Invariance under transposition; triangular matrices)

Let A∈Mn(K)A \in M_n(\mathbb{K}). Then the following hold.

  1. det⁡AT=det⁡A\det A^{\mathsf{T}} = \det A. That is, the determinant is invariant under transposition, so every property that holds for rows has a counterpart for columns and vice versa.
  2. If AA is upper triangular (aij=0a_{ij} = 0 whenever i>ji > j) or lower triangular (aij=0a_{ij} = 0 whenever i<ji < j), then det⁡A=a11a22⋯ann\det A = a_{11}a_{22}\cdots a_{nn}. In particular det⁡In=1\det I_n = 1, and the determinant of a diagonal matrix is the product of its diagonal entries.
Proof(Proposition 3.3)

(1) Put B=ATB = A^{\mathsf{T}}, so that bij=ajib_{ij} = a_{ji}. By definition,

det⁡AT=∑σ∈Snsgn(σ)∏j=1nbσ(j) j=∑σ∈Snsgn(σ)∏j=1naj σ(j).\det A^{\mathsf{T}} = \sum_{\sigma \in S_n} \mathrm{sgn}(\sigma) \prod_{j=1}^{n} b_{\sigma(j)\,j} = \sum_{\sigma \in S_n} \mathrm{sgn}(\sigma) \prod_{j=1}^{n} a_{j\,\sigma(j)}.

Each term is a product of finitely many factors, so the factors may be reordered. Reindexing by i=σ(j)i = \sigma(j), that is j=σ−1(i)j = \sigma^{-1}(i), gives ∏jaj σ(j)=∏iaσ−1(i) i\prod_{j} a_{j\,\sigma(j)} = \prod_{i} a_{\sigma^{-1}(i)\,i}. Moreover sgn(σ)=sgn(σ−1)\mathrm{sgn}(\sigma) = \mathrm{sgn}(\sigma^{-1}) by Lemma 2.2 (2), and as σ\sigma ranges over all of SnS_n so does τ=σ−1\tau = \sigma^{-1}. Therefore

det⁡AT=∑τ∈Snsgn(τ)∏i=1naτ(i) i=det⁡A.\det A^{\mathsf{T}} = \sum_{\tau \in S_n} \mathrm{sgn}(\tau) \prod_{i=1}^{n} a_{\tau(i)\,i} = \det A.

(2) Suppose AA is upper triangular. For a term ∏jaσ(j)j\prod_j a_{\sigma(j)j} to be nonzero we need aσ(j)j≠0a_{\sigma(j)j} \ne 0 for every jj, that is σ(j)≤j\sigma(j) \le j. For j=1j = 1, from σ(1)≤1\sigma(1) \le 1 we get σ(1)=1\sigma(1) = 1. For j=2j = 2, from σ(2)≤2\sigma(2) \le 2 and σ(2)≠σ(1)=1\sigma(2) \ne \sigma(1) = 1 we get σ(2)=2\sigma(2) = 2. Proceeding in the same way for successive jj (since σ(1),…,σ(j−1)\sigma(1), \ldots, \sigma(j-1) have used up 1,…,j−11, \ldots, j-1, the condition σ(j)≤j\sigma(j) \le j forces σ(j)=j\sigma(j) = j), we conclude σ=id\sigma = \mathrm{id}. Only the single term sgn(id)∏jajj\mathrm{sgn}(\mathrm{id}) \prod_j a_{jj} survives. The lower triangular case reduces to (1), since the transpose is upper triangular. Finally InI_n is diagonal with all diagonal entries equal to 11, so det⁡In=1\det I_n = 1.

4. Two properties that characterize the determinant

Section titled “4. Two properties that characterize the determinant”

The Leibniz formula is a perfectly clear definition, but expanding it every time one wants to prove a property is painful work. In fact almost all properties of the determinant come not from the fine structure of the formula but from just the following two properties.

Definition 4.1(Multilinearity and alternation)

Consider a map D:(Kn)n→KD : (\mathbb{K}^n)^n \to \mathbb{K}, that is, a map assigning a scalar to nn vectors v1,…,vn∈Kn\boldsymbol{v}_1, \ldots, \boldsymbol{v}_n \in \mathbb{K}^n.

  • DD is multilinear if, for each kk, it is linear as a function of vk\boldsymbol{v}_k when the other arguments are held fixed; that is, for all u,w∈Kn\boldsymbol{u}, \boldsymbol{w} \in \mathbb{K}^n and c∈Kc \in \mathbb{K}, D(…,u+w,…)=D(…,u,…)+D(…,w,…),D(…,c u,…)=c D(…,u,…)\begin{aligned} D(\ldots, \boldsymbol{u} + \boldsymbol{w}, \ldots) &= D(\ldots, \boldsymbol{u}, \ldots) + D(\ldots, \boldsymbol{w}, \ldots), \\ D(\ldots, c\,\boldsymbol{u}, \ldots) &= c\, D(\ldots, \boldsymbol{u}, \ldots) \end{aligned} (the arguments in the positions marked …\ldots are the same throughout and are held fixed).
  • DD is alternating if D(v1,…,vn)=0D(\boldsymbol{v}_1, \ldots, \boldsymbol{v}_n) = 0 whenever i≠ji \ne j and vi=vj\boldsymbol{v}_i = \boldsymbol{v}_j.

For A=(a1 ⋯ an)A = (\boldsymbol{a}_1\ \cdots\ \boldsymbol{a}_n) we regard det⁡A=det⁡(a1,…,an)\det A = \det(\boldsymbol{a}_1, \ldots, \boldsymbol{a}_n) and treat det⁡\det as a function of the columns.

Theorem 4.2(Characterization of the determinant)

If D:(Kn)n→KD : (\mathbb{K}^n)^n \to \mathbb{K} is multilinear and alternating, then for all v1,…,vn∈Kn\boldsymbol{v}_1, \ldots, \boldsymbol{v}_n \in \mathbb{K}^n

D(v1,…,vn)=D(e1,…,en)⋅det⁡V,V=(v1 ⋯ vn).D(\boldsymbol{v}_1, \ldots, \boldsymbol{v}_n) = D(\boldsymbol{e}_1, \ldots, \boldsymbol{e}_n) \cdot \det V, \qquad V = (\boldsymbol{v}_1\ \cdots\ \boldsymbol{v}_n).

In particular, det⁡\det is the unique multilinear alternating map with D(e1,…,en)=1D(\boldsymbol{e}_1, \ldots, \boldsymbol{e}_n) = 1.

Proof(Theorem 4.2)

Step 1 (from alternation to antisymmetry). Let DD be multilinear and alternating. Fix i<ji < j and put the same vector u+w\boldsymbol{u} + \boldsymbol{w} in both the ii-th and the jj-th slot; alternation gives

0=D(…,u+w,…,u+w,…).0 = D(\ldots, \boldsymbol{u} + \boldsymbol{w}, \ldots, \boldsymbol{u} + \boldsymbol{w}, \ldots).

Expanding the left-hand side by multilinearity, first in the ii-th slot and then in the jj-th, produces four terms, of which D(…,u,…,u,…)D(\ldots, \boldsymbol{u}, \ldots, \boldsymbol{u}, \ldots) and D(…,w,…,w,…)D(\ldots, \boldsymbol{w}, \ldots, \boldsymbol{w}, \ldots) both vanish by alternation. What remains is

D(…,u,…,w,…)+D(…,w,…,u,…)=0,D(\ldots, \boldsymbol{u}, \ldots, \boldsymbol{w}, \ldots) + D(\ldots, \boldsymbol{w}, \ldots, \boldsymbol{u}, \ldots) = 0,

that is, interchanging two arguments changes the sign (antisymmetry).

Next we show that for every σ∈Sn\sigma \in S_n

D(vσ(1),…,vσ(n))=sgn(σ) D(v1,…,vn).D(\boldsymbol{v}_{\sigma(1)}, \ldots, \boldsymbol{v}_{\sigma(n)}) = \mathrm{sgn}(\sigma)\, D(\boldsymbol{v}_1, \ldots, \boldsymbol{v}_n).

By Lemma 2.2 (4) we may write σ=τ1τ2⋯τk\sigma = \tau_1 \tau_2 \cdots \tau_k with each τm\tau_m a transposition, and sgn(σ)=(−1)k\mathrm{sgn}(\sigma) = (-1)^k. We induct on kk. The case k=0k = 0 is trivial. Write σ=ρ τ\sigma = \rho\,\tau with τ\tau a transposition and ρ\rho a product of k−1k-1 transpositions, and set wi=vρ(i)\boldsymbol{w}_i = \boldsymbol{v}_{\rho(i)}. Then vσ(j)=vρ(τ(j))=wτ(j)\boldsymbol{v}_{\sigma(j)} = \boldsymbol{v}_{\rho(\tau(j))} = \boldsymbol{w}_{\tau(j)}, so D(vσ(1),…,vσ(n))=D(wτ(1),…,wτ(n))D(\boldsymbol{v}_{\sigma(1)}, \ldots, \boldsymbol{v}_{\sigma(n)}) = D(\boldsymbol{w}_{\tau(1)}, \ldots, \boldsymbol{w}_{\tau(n)}). As τ\tau interchanges two arguments, the antisymmetry just proved shows this equals −D(w1,…,wn)=−D(vρ(1),…,vρ(n))-D(\boldsymbol{w}_1, \ldots, \boldsymbol{w}_n) = -D(\boldsymbol{v}_{\rho(1)}, \ldots, \boldsymbol{v}_{\rho(n)}), and the induction hypothesis turns this into −(−1)k−1D(v1,…,vn)=(−1)kD(v1,…,vn)-(-1)^{k-1}D(\boldsymbol{v}_1, \ldots, \boldsymbol{v}_n) = (-1)^k D(\boldsymbol{v}_1, \ldots, \boldsymbol{v}_n).

Step 2 (reduction to the standard basis). Write vj=∑i=1nvijei\boldsymbol{v}_j = \sum_{i=1}^{n} v_{ij}\boldsymbol{e}_i in coordinates and expand by multilinearity, starting from the first argument:

D(v1,…,vn)=∑i1=1n∑i2=1n⋯∑in=1nvi11vi22⋯vinn D(ei1,ei2,…,ein).D(\boldsymbol{v}_1, \ldots, \boldsymbol{v}_n) = \sum_{i_1 = 1}^{n} \sum_{i_2 = 1}^{n} \cdots \sum_{i_n = 1}^{n} v_{i_1 1} v_{i_2 2} \cdots v_{i_n n}\, D(\boldsymbol{e}_{i_1}, \boldsymbol{e}_{i_2}, \ldots, \boldsymbol{e}_{i_n}).

Among the index tuples (i1,…,in)(i_1, \ldots, i_n), those in which some value occurs twice or more contribute D(ei1,…,ein)=0D(\boldsymbol{e}_{i_1}, \ldots, \boldsymbol{e}_{i_n}) = 0 by alternation and drop out. What remains are the tuples with i1,…,ini_1, \ldots, i_n pairwise distinct, that is, those for which j↦ijj \mapsto i_j is a permutation σ\sigma. By Step 1 we have D(eσ(1),…,eσ(n))=sgn(σ)D(e1,…,en)D(\boldsymbol{e}_{\sigma(1)}, \ldots, \boldsymbol{e}_{\sigma(n)}) = \mathrm{sgn}(\sigma)D(\boldsymbol{e}_1, \ldots, \boldsymbol{e}_n), so

D(v1,…,vn)=(∑σ∈Snsgn(σ)∏j=1nvσ(j) j)D(e1,…,en)=det⁡V⋅D(e1,…,en),D(\boldsymbol{v}_1, \ldots, \boldsymbol{v}_n) = \left( \sum_{\sigma \in S_n} \mathrm{sgn}(\sigma) \prod_{j=1}^{n} v_{\sigma(j)\,j} \right) D(\boldsymbol{e}_1, \ldots, \boldsymbol{e}_n) = \det V \cdot D(\boldsymbol{e}_1, \ldots, \boldsymbol{e}_n),

which is the asserted identity.

Step 3 (det⁡\det really does satisfy the conditions). Uniqueness alone might be vacuous, so we check that det⁡\det itself is multilinear and alternating with det⁡In=1\det I_n = 1.

Multilinearity. Each term sgn(σ)∏jaσ(j)j\mathrm{sgn}(\sigma)\prod_j a_{\sigma(j)j} of the defining formula contains exactly one entry aσ(k)ka_{\sigma(k)k} from the kk-th column, and no other factor depends on that column. Hence each term is homogeneous of degree one in the entries of the kk-th column, and so is their sum det⁡\det; that is, det⁡\det is linear in the kk-th column.

Alternation. Suppose the pp-th and qq-th columns coincide (p≠qp \ne q), that is, aip=aiqa_{ip} = a_{iq} for all ii. Using the transposition τ=(p q)\tau = (p\ q), consider the assignment σ↦στ\sigma \mapsto \sigma\tau; it is a fixed-point-free involution of SnS_n (a bijection which is its own inverse), so SnS_n splits into n!/2n!/2 pairs {σ,στ}\{\sigma, \sigma\tau\}. Comparing the two terms of a pair: for j≠p,qj \ne p, q we have aστ(j)j=aσ(j)ja_{\sigma\tau(j)j} = a_{\sigma(j)j}; for j=pj = p we have aστ(p)p=aσ(q)p=aσ(q)qa_{\sigma\tau(p)p} = a_{\sigma(q)p} = a_{\sigma(q)q}; and for j=qj = q we have aστ(q)q=aσ(p)q=aσ(p)pa_{\sigma\tau(q)q} = a_{\sigma(p)q} = a_{\sigma(p)p} (in the second equality of each we used that the two columns agree). The products are therefore exactly equal, and only the sign is reversed, by Lemma 2.2 (2) and (3). The contributions of each pair cancel, so det⁡A=0\det A = 0.

Normalization. The identity det⁡In=1\det I_n = 1 is Proposition 3.3 (2).

This theorem is used in two ways. First, it lets us start from the properties, saying “the determinant is the function with these properties”. Second, once we have constructed a multilinear alternating map, we can identify it automatically as a constant multiple of det⁡\det. The latter shows its power in the product theorem of §6. First, though, let us record a corollary that bears directly on everyday computation.

Proposition 4.3(Elementary operations and the determinant)

Let A=(a1 ⋯ an)∈Mn(K)A = (\boldsymbol{a}_1\ \cdots\ \boldsymbol{a}_n) \in M_n(\mathbb{K}).

  1. Interchanging two columns multiplies the determinant by −1-1.
  2. Multiplying one column by c∈Kc \in \mathbb{K} multiplies the determinant by cc. In particular det⁡(cA)=cndet⁡A\det(cA) = c^n \det A.
  3. Adding a scalar multiple of one column to another leaves the determinant unchanged: for p≠qp \ne q and c∈Kc \in \mathbb{K}, det⁡(…,ap+c aq,…)=det⁡(…,ap,…).\det(\ldots, \boldsymbol{a}_p + c\,\boldsymbol{a}_q, \ldots) = \det(\ldots, \boldsymbol{a}_p, \ldots).
  4. If some column is the zero vector, then the determinant is 00.
  5. All of the above remain true with “column” replaced by “row”.
Proof(Proposition 4.3)

Statement (1) is precisely Step 1 (antisymmetry) of the proof of Theorem 4.2. Statement (2) is the homogeneity half of multilinearity; multiplying all nn columns by cc produces cc a total of nn times, giving det⁡(cA)=cndet⁡A\det(cA) = c^n \det A. For (3), additivity in the pp-th argument gives

det⁡(…,ap+c aq,…)=det⁡(…,ap,…)+cdet⁡(…,aq,…),\det(\ldots, \boldsymbol{a}_p + c\,\boldsymbol{a}_q, \ldots) = \det(\ldots, \boldsymbol{a}_p, \ldots) + c \det(\ldots, \boldsymbol{a}_q, \ldots),

and the second term on the right vanishes by alternation, since there the pp-th and qq-th columns are both aq\boldsymbol{a}_q. For (4), take c=0c = 0 in (2): det⁡A=det⁡(…,0⋅0,…)=0⋅det⁡(…)=0\det A = \det(\ldots, 0 \cdot \boldsymbol{0}, \ldots) = 0 \cdot \det(\ldots) = 0. Finally (5) follows because Proposition 3.3 (1) allows rows and columns to exchange roles.

Item (3) is the important one. The operation used in Gaussian elimination — adding a constant multiple of one row to another — does not change the determinant at all, which is why determinant computations go so well with elimination. We put this to use in §9.

5. Definition II: cofactor expansion and the adjugate

Section titled “5. Definition II: cofactor expansion and the adjugate”

The Leibniz formula settles the n×nn \times n case in one stroke, but there is also a recursion reducing size nn to size n−1n-1. This is cofactor expansion; theoretically it yields a closed formula for the inverse, and in practice it is used to lighten hand computations by picking a row or column with many zeros.

Definition 5.1(Minors, cofactors and the adjugate)

For A∈Mn(K)A \in M_n(\mathbb{K}) with n≥2n \ge 2, let AijA_{ij} denote the (n−1)×(n−1)(n-1) \times (n-1) matrix obtained by deleting the ii-th row and the jj-th column, and call its determinant det⁡Aij\det A_{ij} the (i,j)(i, j) minor of AA. The quantity

a~ij=(−1)i+jdet⁡Aij\widetilde{a}_{ij} = (-1)^{i+j} \det A_{ij}

is called the (i,j)(i, j) cofactor. The matrix obtained by arranging the cofactors transposed,

adj A=(a~11a~21⋯a~n1a~12a~22⋯a~n2⋮⋮a~1na~2n⋯a~nn),(adj A)ij=a~ji,\mathrm{adj}\,A = \begin{pmatrix} \widetilde{a}_{11} & \widetilde{a}_{21} & \cdots & \widetilde{a}_{n1} \\ \widetilde{a}_{12} & \widetilde{a}_{22} & \cdots & \widetilde{a}_{n2} \\ \vdots & & & \vdots \\ \widetilde{a}_{1n} & \widetilde{a}_{2n} & \cdots & \widetilde{a}_{nn} \end{pmatrix}, \qquad (\mathrm{adj}\,A)_{ij} = \widetilde{a}_{ji},

is called the adjugate of AA. Note carefully the interchange of the indices.

Theorem 5.2(Cofactor expansion (Laplace expansion))

Let n≥2n \ge 2 and A∈Mn(K)A \in M_n(\mathbb{K}).

  1. For each fixed j∈{1,…,n}j \in \{1, \ldots, n\} (expansion along the jj-th column), det⁡A=∑i=1naij a~ij=∑i=1n(−1)i+jaijdet⁡Aij.\det A = \sum_{i=1}^{n} a_{ij}\, \widetilde{a}_{ij} = \sum_{i=1}^{n} (-1)^{i+j} a_{ij} \det A_{ij}.
  2. For each fixed i∈{1,…,n}i \in \{1, \ldots, n\} (expansion along the ii-th row), det⁡A=∑j=1naij a~ij=∑j=1n(−1)i+jaijdet⁡Aij.\det A = \sum_{j=1}^{n} a_{ij}\, \widetilde{a}_{ij} = \sum_{j=1}^{n} (-1)^{i+j} a_{ij} \det A_{ij}.
Proof(Theorem 5.2)

Step 1. Decompose the jj-th column along the standard basis. Since aj=∑i=1naijei\boldsymbol{a}_j = \sum_{i=1}^{n} a_{ij}\boldsymbol{e}_i, linearity in the jj-th column (verified in Theorem 4.2) gives

det⁡A=∑i=1naijdet⁡A(i,j),\det A = \sum_{i=1}^{n} a_{ij} \det A^{(i,j)},

where A(i,j)A^{(i,j)} is AA with its jj-th column replaced by ei\boldsymbol{e}_i. It therefore suffices to prove det⁡A(i,j)=(−1)i+jdet⁡Aij\det A^{(i,j)} = (-1)^{i+j}\det A_{ij}.

Step 2 (moving the column and the row to the edge). In A(i,j)A^{(i,j)}, move the jj-th column to the last position by n−jn - j interchanges with neighbouring columns (the relative order of the other columns is preserved). Then move the ii-th row to the bottom by n−in - i interchanges with neighbouring rows. By Proposition 4.3 (1) and (5), these operations multiply the determinant by (−1)(n−j)+(n−i)=(−1)2n−i−j=(−1)i+j(-1)^{(n-j)+(n-i)} = (-1)^{2n - i - j} = (-1)^{i+j}. Calling the resulting matrix BB, we get

det⁡B=(−1)i+jdet⁡A(i,j).\det B = (-1)^{i+j} \det A^{(i,j)}.

Let us determine the shape of BB. The last column was originally ei\boldsymbol{e}_i, whose only 11 sat in the ii-th row; since that row has moved to the bottom, the last column of BB is en\boldsymbol{e}_n. Moreover the upper-left (n−1)×(n−1)(n-1) \times (n-1) block consists of the entries of AA with the ii-th row and jj-th column deleted, in their original order, that is, AijA_{ij}. Hence

B=(Aij0cT1)B = \begin{pmatrix} A_{ij} & \boldsymbol{0} \\ \boldsymbol{c}^{\mathsf{T}} & 1 \end{pmatrix}

where cT\boldsymbol{c}^{\mathsf{T}} is the ii-th row of AA with its jj-th entry removed.

Step 3 (det⁡B=det⁡Aij\det B = \det A_{ij}). We return to the definition. In det⁡B=∑σsgn(σ)∏k=1nbσ(k)k\det B = \sum_{\sigma} \mathrm{sgn}(\sigma) \prod_{k=1}^{n} b_{\sigma(k)k}, the nn-th column is en\boldsymbol{e}_n, so bσ(n)n≠0b_{\sigma(n)n} \ne 0 only when σ(n)=n\sigma(n) = n, in which case bnn=1b_{nn} = 1. The permutations σ\sigma with σ(n)=n\sigma(n) = n correspond bijectively to permutations σ′\sigma' of {1,…,n−1}\{1, \ldots, n-1\}, and since nn is fixed no additional inversions appear, so sgn(σ)=sgn(σ′)\mathrm{sgn}(\sigma) = \mathrm{sgn}(\sigma'). Furthermore, for k≤n−1k \le n-1 with σ(k)≤n−1\sigma(k) \le n-1, the entry bσ(k)kb_{\sigma(k)k} lies in the upper-left block, that is, it is the (σ′(k),k)(\sigma'(k), k) entry of AijA_{ij}. Therefore

det⁡B=∑σ′∈Sn−1sgn(σ′)∏k=1n−1(Aij)σ′(k) k=det⁡Aij.\det B = \sum_{\sigma' \in S_{n-1}} \mathrm{sgn}(\sigma') \prod_{k=1}^{n-1} (A_{ij})_{\sigma'(k)\,k} = \det A_{ij}.

Combining with Step 2 gives det⁡A(i,j)=(−1)i+jdet⁡B=(−1)i+jdet⁡Aij\det A^{(i,j)} = (-1)^{i+j}\det B = (-1)^{i+j}\det A_{ij}, which proves (1).

Step 4 (expansion along rows). Apply (1) to ATA^{\mathsf{T}}. The (j,i)(j, i) submatrix of ATA^{\mathsf{T}} is the transpose of the (i,j)(i, j) submatrix of AA, so by Proposition 3.3 (1) its determinant equals det⁡Aij\det A_{ij}; also (AT)ji=aij(A^{\mathsf{T}})_{ji} = a_{ij}. Hence the expansion of ATA^{\mathsf{T}} along its ii-th column is exactly the expansion of AA along its ii-th row.

Cofactor expansion pays off the more zeros the chosen column (or row) has. The practical technique is to create zeros by elementary operations first and then expand.

Example 5.3(The 3 × 3 Vandermonde determinant)

For x1,x2,x3∈Kx_1, x_2, x_3 \in \mathbb{K} we compute the determinant of

V=(111x1x2x3x12x22x32).V = \begin{pmatrix} 1 & 1 & 1 \\ x_1 & x_2 & x_3 \\ x_1^2 & x_2^2 & x_3^2 \end{pmatrix}.

First subtract x1x_1 times the second row from the third row, and then subtract x1x_1 times the first row from the second row (the order matters: if we changed the second row first, the row used in the third-row operation would already have changed). By Proposition 4.3 (3) and (5) the determinant is unchanged.

The third row becomes (x12−x1⋅x1, x22−x1x2, x32−x1x3)=(0, x2(x2−x1), x3(x3−x1))(x_1^2 - x_1 \cdot x_1,\ x_2^2 - x_1 x_2,\ x_3^2 - x_1 x_3) = (0,\ x_2(x_2 - x_1),\ x_3(x_3 - x_1)), and the second row becomes (x1−x1, x2−x1, x3−x1)=(0, x2−x1, x3−x1)(x_1 - x_1,\ x_2 - x_1,\ x_3 - x_1) = (0,\ x_2 - x_1,\ x_3 - x_1). That is,

det⁡V=det⁡(1110x2−x1x3−x10x2(x2−x1)x3(x3−x1)).\det V = \det \begin{pmatrix} 1 & 1 & 1 \\ 0 & x_2 - x_1 & x_3 - x_1 \\ 0 & x_2(x_2 - x_1) & x_3(x_3 - x_1) \end{pmatrix}.

Applying Theorem 5.2 along the first column, the only nonzero entry is the 11 in position (1,1)(1,1), whose sign is (−1)1+1=+1(-1)^{1+1} = +1, so

det⁡V=det⁡(x2−x1x3−x1x2(x2−x1)x3(x3−x1)).\det V = \det \begin{pmatrix} x_2 - x_1 & x_3 - x_1 \\ x_2(x_2 - x_1) & x_3(x_3 - x_1) \end{pmatrix}.

Factoring x2−x1x_2 - x_1 out of the first column and x3−x1x_3 - x_1 out of the second (Proposition 4.3 (2)),

det⁡V=(x2−x1)(x3−x1)det⁡(11x2x3)=(x2−x1)(x3−x1)(x3−x2).\det V = (x_2 - x_1)(x_3 - x_1) \det \begin{pmatrix} 1 & 1 \\ x_2 & x_3 \end{pmatrix} = (x_2 - x_1)(x_3 - x_1)(x_3 - x_2).

This is exactly the difference product Δ(x1,x2,x3)\Delta(x_1, x_2, x_3) of §2: the polynomial used in the theory of signs reappears as a determinant in its own right. Repeating the same computation in size nn proves det⁡Vn=∏i<j(xj−xi)\det V_n = \prod_{i < j}(x_j - x_i). In particular, if x1,…,xnx_1, \ldots, x_n are pairwise distinct then det⁡Vn≠0\det V_n \ne 0, which is equivalent to the existence of exactly one polynomial of degree at most n−1n-1 through nn distinct points (uniqueness of Lagrange interpolation).

Another consequence of cofactor expansion is a closed formula for the inverse.

Proposition 5.4(The fundamental identity for the adjugate)

For n≥2n \ge 2 and A∈Mn(K)A \in M_n(\mathbb{K}),

A⋅adj A=(adj A)⋅A=(det⁡A) In.A \cdot \mathrm{adj}\,A = (\mathrm{adj}\,A) \cdot A = (\det A)\, I_n .

In particular, if det⁡A≠0\det A \ne 0 then AA is invertible with A−1=1det⁡A adj AA^{-1} = \dfrac{1}{\det A}\,\mathrm{adj}\,A.

Proof(Proposition 5.4)

We have (A⋅adj A)ik=∑j=1naij(adj A)jk=∑j=1naija~kj(A \cdot \mathrm{adj}\,A)_{ik} = \sum_{j=1}^{n} a_{ij} (\mathrm{adj}\,A)_{jk} = \sum_{j=1}^{n} a_{ij}\widetilde{a}_{kj}.

When i=ki = k, this is exactly the expansion along the ii-th row from Theorem 5.2 (2), hence equals det⁡A\det A.

Now suppose i≠ki \ne k. Let A′A' be the matrix obtained from AA by replacing its kk-th row with its ii-th row. Then A′A' has equal ii-th and kk-th rows, so det⁡A′=0\det A' = 0 by alternation (Step 3 of Theorem 4.2, which holds for rows as well by Proposition 3.3 (1)). On the other hand the (k,j)(k, j) cofactor of A′A' is formed by deleting the kk-th row, so it coincides with the (k,j)(k, j) cofactor a~kj\widetilde{a}_{kj} of AA (since AA and A′A' agree outside the kk-th row), while the (k,j)(k, j) entry of A′A' is aija_{ij}. Expanding A′A' along its kk-th row therefore gives

0=det⁡A′=∑j=1naija~kj.0 = \det A' = \sum_{j=1}^{n} a_{ij}\widetilde{a}_{kj}.

Altogether A⋅adj A=(det⁡A)InA \cdot \mathrm{adj}\,A = (\det A)I_n. The identity (adj A)⋅A=(det⁡A)In(\mathrm{adj}\,A)\cdot A = (\det A)I_n follows in the same way, using expansion along columns (Theorem 5.2 (1)) and alternation in the columns. The last assertion follows by dividing both sides by det⁡A\det A when det⁡A≠0\det A \ne 0; since both the left and the right product equal InI_n, the matrix adj A/det⁡A\mathrm{adj}\,A / \det A really is the inverse.

Remark 5.5(Cramer's rule)

When det⁡A≠0\det A \ne 0, the solution of Ax=bA\boldsymbol{x} = \boldsymbol{b} is x=A−1b=(det⁡A)−1(adj A)b\boldsymbol{x} = A^{-1}\boldsymbol{b} = (\det A)^{-1}(\mathrm{adj}\,A)\boldsymbol{b}, so componentwise

xj=1det⁡A∑i=1na~ijbi=det⁡Ajdet⁡A,x_j = \frac{1}{\det A}\sum_{i=1}^{n} \widetilde{a}_{ij} b_i = \frac{\det A_j}{\det A},

where AjA_j is AA with its jj-th column replaced by b\boldsymbol{b} (the last equality is precisely the expansion of AjA_j along its jj-th column: the (i,j)(i,j) cofactor of AjA_j is formed by deleting the jj-th column, so it is the same a~ij\widetilde{a}_{ij} as for AA). Written out for n=2n = 2, this agrees with x=(pd−bq)/(ad−bc)x = (pd - bq)/(ad - bc), computed by hand in §1. The formula is theoretically beautiful, but it requires computing n+1n+1 determinants of size nn, so it is not used in numerical work.

The determinant of a product of matrices is the product of the determinants. This fact is the heart of the theory of determinants, and its proof is a model illustration of how Theorem 4.2 is used to “identify” a map.

Theorem 6.1(Product theorem)

For A,B∈Mn(K)A, B \in M_n(\mathbb{K}),

det⁡(AB)=det⁡A⋅det⁡B.\det(AB) = \det A \cdot \det B .
Proof(Theorem 6.1)

Fix AA. Writing B=(b1 ⋯ bn)B = (\boldsymbol{b}_1\ \cdots\ \boldsymbol{b}_n) column by column, the definition of the matrix product shows that the jj-th column of ABAB is AbjA\boldsymbol{b}_j. So consider the map

D(b1,…,bn):=det⁡(Ab1, Ab2, …, Abn)=det⁡(AB)D(\boldsymbol{b}_1, \ldots, \boldsymbol{b}_n) := \det(A\boldsymbol{b}_1,\ A\boldsymbol{b}_2,\ \ldots,\ A\boldsymbol{b}_n) = \det(AB)

and verify that it is multilinear and alternating.

Multilinearity. Since b↦Ab\boldsymbol{b} \mapsto A\boldsymbol{b} is linear, we have A(u+w)=Au+AwA(\boldsymbol{u} + \boldsymbol{w}) = A\boldsymbol{u} + A\boldsymbol{w} and A(cu)=c(Au)A(c\boldsymbol{u}) = c(A\boldsymbol{u}); inserting these in the kk-th column slot of det⁡\det and using the linearity of det⁡\det in the kk-th column (Step 3 of Theorem 4.2) shows that DD is linear in the kk-th argument.

Alternation. If bp=bq\boldsymbol{b}_p = \boldsymbol{b}_q with p≠qp \ne q, then Abp=AbqA\boldsymbol{b}_p = A\boldsymbol{b}_q, so the pp-th and qq-th columns inside det⁡\det coincide, and D=0D = 0 by the alternation of det⁡\det.

Hence Theorem 4.2 applies and gives

det⁡(AB)=D(b1,…,bn)=D(e1,…,en)⋅det⁡B.\det(AB) = D(\boldsymbol{b}_1, \ldots, \boldsymbol{b}_n) = D(\boldsymbol{e}_1, \ldots, \boldsymbol{e}_n)\cdot \det B .

Finally D(e1,…,en)=det⁡(Ae1,…,Aen)D(\boldsymbol{e}_1, \ldots, \boldsymbol{e}_n) = \det(A\boldsymbol{e}_1, \ldots, A\boldsymbol{e}_n), and AejA\boldsymbol{e}_j is nothing but the jj-th column aj\boldsymbol{a}_j of AA, so this equals det⁡A\det A. Therefore det⁡(AB)=det⁡Adet⁡B\det(AB) = \det A \det B.

The following consequences are immediate. If AA is invertible, so that there is A−1A^{-1} with AA−1=InAA^{-1} = I_n, taking determinants of both sides gives det⁡A⋅det⁡(A−1)=det⁡In=1\det A \cdot \det(A^{-1}) = \det I_n = 1. Since K\mathbb{K} is a field, this identity forces det⁡A≠0\det A \ne 0 and at the same time yields

det⁡(A−1)=1det⁡A.\det(A^{-1}) = \frac{1}{\det A}.

Also, for an invertible PP we get det⁡(P−1AP)=det⁡(P−1)det⁡Adet⁡P=det⁡A\det(P^{-1}AP) = \det(P^{-1})\det A \det P = \det A, so similar matrices have the same determinant. This means that the determinant is a quantity attached to the linear map itself, independent of the choice of basis, and it is the foundation for the relation with eigenvalues discussed later (see Eigenvalues and Eigenvectors). Finally, det⁡(Ak)=(det⁡A)k\det(A^k) = (\det A)^k follows by induction.

7. Determinants as a criterion for invertibility

Section titled “7. Determinants as a criterion for invertibility”

We can now give a complete answer to the question raised in §1: can solvability be read off from a single number?

Theorem 7.1(Criterion for invertibility)

For A=(a1 ⋯ an)∈Mn(K)A = (\boldsymbol{a}_1\ \cdots\ \boldsymbol{a}_n) \in M_n(\mathbb{K}), the following five conditions are equivalent.

  1. det⁡A≠0\det A \ne 0.
  2. AA is invertible; that is, there exists B∈Mn(K)B \in M_n(\mathbb{K}) with AB=BA=InAB = BA = I_n.
  3. The columns a1,…,an\boldsymbol{a}_1, \ldots, \boldsymbol{a}_n are linearly independent.
  4. The only solution of the homogeneous equation Ax=0A\boldsymbol{x} = \boldsymbol{0} is x=0\boldsymbol{x} = \boldsymbol{0}.
  5. For every b∈Kn\boldsymbol{b} \in \mathbb{K}^n, the equation Ax=bA\boldsymbol{x} = \boldsymbol{b} has exactly one solution.
Proof(Theorem 7.1)

We prove the implications in the order (1)⇒(2)⇒(5)⇒(4)⇔(3)⇒(1)(1) \Rightarrow (2) \Rightarrow (5) \Rightarrow (4) \Leftrightarrow (3) \Rightarrow (1).

(1)⇒(2)(1) \Rightarrow (2) By Proposition 5.4, the matrix B=(det⁡A)−1adj AB = (\det A)^{-1}\mathrm{adj}\,A satisfies AB=BA=InAB = BA = I_n. (For n=1n = 1 we have A=(a11)A = (a_{11}) with a11≠0a_{11} \ne 0, and we may take B=(a11−1)B = (a_{11}^{-1}); the case n=1n = 1 can be checked directly in the same way in what follows.)

(2)⇒(5)(2) \Rightarrow (5) Setting x=Bb\boldsymbol{x} = B\boldsymbol{b} gives Ax=ABb=bA\boldsymbol{x} = AB\boldsymbol{b} = \boldsymbol{b}, so a solution exists. For uniqueness, if Ax=Ax′=bA\boldsymbol{x} = A\boldsymbol{x}' = \boldsymbol{b} then multiplying on the left by BB gives x=BAx=BAx′=x′\boldsymbol{x} = BA\boldsymbol{x} = BA\boldsymbol{x}' = \boldsymbol{x}'.

(5)⇒(4)(5) \Rightarrow (4) Apply (5) with b=0\boldsymbol{b} = \boldsymbol{0}. Since A0=0A\boldsymbol{0} = \boldsymbol{0}, the vector x=0\boldsymbol{x} = \boldsymbol{0} is one solution of Ax=0A\boldsymbol{x} = \boldsymbol{0}, and by (5) there is only one solution, so it is the only one.

(4)⇔(3)(4) \Leftrightarrow (3) By the definition of the matrix-vector product, Ax=x1a1+⋯+xnanA\boldsymbol{x} = x_1\boldsymbol{a}_1 + \cdots + x_n\boldsymbol{a}_n. Hence the statement “the only solution of Ax=0A\boldsymbol{x} = \boldsymbol{0} is x=0\boldsymbol{x} = \boldsymbol{0}” is the same as ”x1a1+⋯+xnan=0x_1\boldsymbol{a}_1 + \cdots + x_n\boldsymbol{a}_n = \boldsymbol{0} implies x1=⋯=xn=0x_1 = \cdots = x_n = 0”, which is the definition of linear independence (Definition 5.1[Vector Spaces and Linear Maps]).

(3)⇒(1)(3) \Rightarrow (1) The vectors a1,…,an\boldsymbol{a}_1, \ldots, \boldsymbol{a}_n are nn linearly independent vectors in the nn-dimensional vector space Kn\mathbb{K}^n, hence a basis of Kn\mathbb{K}^n (Proposition 5.7[Vector Spaces and Linear Maps]; see Vector Spaces and Linear Maps). Consequently each standard basis vector can be written ej=∑i=1nbijai\boldsymbol{e}_j = \sum_{i=1}^{n} b_{ij}\boldsymbol{a}_i. Assembling these coefficients into a matrix B=(bij)B = (b_{ij}), these nn identities together read AB=InAB = I_n. Taking determinants of both sides and using Theorem 6.1 gives det⁡A⋅det⁡B=det⁡In=1\det A \cdot \det B = \det I_n = 1, so det⁡A≠0\det A \ne 0.

The path of the proof of the equivalences for invertibility

Remark 7.2(Linearly dependent columns force det = 0 (direct proof))

The contrapositive of (3)⇒(1)(3) \Rightarrow (1), namely “if the columns are linearly dependent then det⁡A=0\det A = 0”, can be proved directly from multilinearity without invoking the theory of bases. Indeed, if ak=∑j≠kcjaj\boldsymbol{a}_k = \sum_{j \ne k} c_j \boldsymbol{a}_j, then linearity in the kk-th argument gives

det⁡A=det⁡(…,∑j≠kcjaj,…)=∑j≠kcjdet⁡(…,aj,…),\det A = \det(\ldots, \textstyle\sum_{j \ne k} c_j\boldsymbol{a}_j, \ldots) = \sum_{j \ne k} c_j \det(\ldots, \boldsymbol{a}_j, \ldots),

and each term on the right vanishes by alternation, since there the kk-th and jj-th columns are both aj\boldsymbol{a}_j. In practice one most often uses this direction, reading "det⁡=0\det = 0" as “there is a linear relation among the columns (or rows)”.

Thanks to this theorem, the determinant acts as a detector at key points of the theory. For example, λ∈K\lambda \in \mathbb{K} is an eigenvalue of AA when there exists x≠0\boldsymbol{x} \ne \boldsymbol{0} with Ax=λxA\boldsymbol{x} = \lambda\boldsymbol{x}, that is, when (λIn−A)x=0(\lambda I_n - A)\boldsymbol{x} = \boldsymbol{0} has a nontrivial solution. By (1)⇔(4)(1) \Leftrightarrow (4) of Theorem 7.1, this is equivalent to

φA(λ)=det⁡(λIn−A)=0.\varphi_A(\lambda) = \det(\lambda I_n - A) = 0.

It is thanks to this equivalence that questions about eigenvalues translate into “find the roots of a polynomial of degree nn”. The polynomial φA\varphi_A is called the characteristic polynomial(Definition 4.1)[固有値と固有ベクトル]; it is treated in detail in Eigenvalues and Eigenvectors.

Why can the determinant, treated so far purely algebraically, measure whether space is being collapsed? The answer is area and volume. Let us first prove this completely in two dimensions.

Proposition 8.1(The 2 × 2 determinant and the area of a parallelogram)

Let u=(ac)\boldsymbol{u} = \begin{pmatrix} a \\ c \end{pmatrix} and v=(bd)\boldsymbol{v} = \begin{pmatrix} b \\ d \end{pmatrix} be vectors in R2\mathbb{R}^2 and put A=(u v)A = (\boldsymbol{u}\ \boldsymbol{v}). Then the area of the parallelogram spanned by u,v\boldsymbol{u}, \boldsymbol{v},

P={su+tv∣0≤s≤1, 0≤t≤1},P = \{ s\boldsymbol{u} + t\boldsymbol{v} \mid 0 \le s \le 1,\ 0 \le t \le 1 \},

has an area (is Jordan measurable), and that area equals ∣det⁡A∣=∣ad−bc∣|\det A| = |ad - bc|. Here area is meant in the sense of multiple integrals, area via the double integral(Definition 5.1)[重積分と累次積分] (the double integral of the indicator function).

Proof(Proposition 8.1)

As written out for n=2n = 2 in §3, Definition 3.1 gives det⁡A=ad−bc\det A = ad - bc.

In multiple integrals, for a 2×22 \times 2 matrix B=(b11b12b21b22)B = \begin{pmatrix} b_{11} & b_{12} \\ b_{21} & b_{22} \end{pmatrix} with columns b1=(b11,b21)T\boldsymbol{b}_1 = (b_{11}, b_{21})^{\mathsf{T}} and b2=(b12,b22)T\boldsymbol{b}_2 = (b_{12}, b_{22})^{\mathsf{T}}, the parallelogram {sb1+tb2∣0≤s,t≤1}\{ s\boldsymbol{b}_1 + t\boldsymbol{b}_2 \mid 0 \le s, t \le 1 \} is denoted P(B)P(B), and with det⁡B=b11b22−b12b21\det B = b_{11}b_{22} - b_{12}b_{21} it is proved in the area of a parallelogram is the absolute value of the determinant(Lemma 6.4)[重積分と累次積分] that P(B)P(B) has an area and that this area is ∣det⁡B∣|\det B|. That proof writes the parallelogram as a region between the graphs of two continuous functions and computes its area directly by integration; it uses neither base and height nor angles.

Taking B=AB = A gives b1=u\boldsymbol{b}_1 = \boldsymbol{u} and b2=v\boldsymbol{b}_2 = \boldsymbol{v}, so P(A)=PP(A) = P, and det⁡B=ad−cb=ad−bc\det B = ad - cb = ad - bc agrees with det⁡A\det A as defined in this article. Hence PP has an area, equal to ∣ad−bc∣=∣det⁡A∣|ad - bc| = |\det A|.

Thinking in terms of “base times height” gives the same value. If u,v≠0\boldsymbol{u}, \boldsymbol{v} \ne \boldsymbol{0} and θ\theta is the angle between them (Definition 4.6[内積空間とグラム・シュミット直交化]), then the square of ∥u∥∥v∥sin⁡θ\|\boldsymbol{u}\|\|\boldsymbol{v}\|\sin\theta is ∥u∥2∥v∥2−⟨u,v⟩2=(a2+c2)(b2+d2)−(ab+cd)2=(ad−bc)2\|\boldsymbol{u}\|^2\|\boldsymbol{v}\|^2 - \langle \boldsymbol{u}, \boldsymbol{v}\rangle^2 = (a^2 + c^2)(b^2 + d^2) - (ab + cd)^2 = (ad - bc)^2. However, the formula “area of a parallelogram = base times height” is itself a fact that has to be proved from the definition of area, which is why the proof above relies on the computation by integration.

The same holds for general nn. Let P(a1,…,an)={∑itiai∣0≤ti≤1}P(\boldsymbol{a}_1, \ldots, \boldsymbol{a}_n) = \{\sum_i t_i \boldsymbol{a}_i \mid 0 \le t_i \le 1\} be the parallelepiped spanned by a1,…,an∈Rn\boldsymbol{a}_1, \ldots, \boldsymbol{a}_n \in \mathbb{R}^n, and write vol\mathrm{vol} for its volume. Listing naively the properties that a notion of “volume” ought to satisfy, we get the following.

  • Normalization: the unit cube P(e1,…,en)P(\boldsymbol{e}_1, \ldots, \boldsymbol{e}_n) has volume 11.
  • Homogeneity: scaling one edge by c>0c > 0 scales the volume by cc.
  • Shear invariance: adding a constant multiple of one edge to another leaves the volume unchanged (the base and the height are unaffected).
  • Degeneration: if the edges are linearly dependent, the parallelepiped is squashed into a lower dimension and the volume is 00.

If we now pass to the quantity vol~\widetilde{\mathrm{vol}} carrying a sign (signed volume: positive for a right-handed frame, negative for a left-handed one), then homogeneity holds for c<0c < 0 as well, and together with additivity this becomes multilinearity. Shear invariance and degeneration are alternative expressions of alternation. In other words, vol~\widetilde{\mathrm{vol}} is a multilinear alternating map giving the value 11 to the unit cube, so by Theorem 4.2 it must satisfy

vol~(a1,…,an)=det⁡(a1 ⋯ an).\widetilde{\mathrm{vol}}(\boldsymbol{a}_1, \ldots, \boldsymbol{a}_n) = \det(\boldsymbol{a}_1\ \cdots\ \boldsymbol{a}_n).

The determinant is just another name for signed volume. Rigorously, this is stated as the identity μ(A(E))=∣det⁡A∣ μ(E)\mu(A(E)) = |\det A|\,\mu(E) for the Lebesgue measure μ\mu on Rn\mathbb{R}^n and measurable sets EE, and its proof is given in analysis as part of the change-of-variables formula for multiple integrals.

e₁e₂area 1Ae₁Ae₂area |det A|A
The unit square is mapped by a linear transformation A to a parallelogram, and its area is multiplied by the absolute value of det A

Example 8.2(Scaling, shear and reflection)

The right-hand side of the figure is the image under

A=(211232),det⁡A=2⋅32−1⋅12=3−12=52.A = \begin{pmatrix} 2 & 1 \\ \tfrac{1}{2} & \tfrac{3}{2} \end{pmatrix}, \qquad \det A = 2\cdot\tfrac{3}{2} - 1\cdot\tfrac{1}{2} = 3 - \tfrac{1}{2} = \tfrac{5}{2}.

The unit square (of area 11) is mapped to a parallelogram of area 5/25/2. Applying Proposition 8.1 with u=Ae1=(2,1/2)T\boldsymbol{u} = A\boldsymbol{e}_1 = (2, 1/2)^{\mathsf{T}} and v=Ae2=(1,3/2)T\boldsymbol{v} = A\boldsymbol{e}_2 = (1, 3/2)^{\mathsf{T}} gives the same value, ∣2⋅3/2−1⋅1/2∣=5/2|2 \cdot 3/2 - 1 \cdot 1/2| = 5/2.

Lining up some typical transformations makes it plain what the determinant measures. Consider the following five matrices.

Sk=(1k01),Rθ=(cos⁡θ−sin⁡θsin⁡θcos⁡θ),F=(0110),E=(3001),Π=(1000)S_k = \begin{pmatrix} 1 & k \\ 0 & 1 \end{pmatrix}, \quad R_\theta = \begin{pmatrix} \cos\theta & -\sin\theta \\ \sin\theta & \cos\theta \end{pmatrix}, \quad F = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix}, \quad E = \begin{pmatrix} 3 & 0 \\ 0 & 1 \end{pmatrix}, \quad \Pi = \begin{pmatrix} 1 & 0 \\ 0 & 0 \end{pmatrix}
MatrixTransformationDeterminantGeometric meaning
SkS_kshear1⋅1−k⋅0=11 \cdot 1 - k \cdot 0 = 1only tilts; preserves area and orientation
RθR_\thetarotationcos⁡2θ+sin⁡2θ=1\cos^2\theta + \sin^2\theta = 1preserves area and orientation
FFswap of axes (reflection)0⋅0−1⋅1=−10 \cdot 0 - 1 \cdot 1 = -1preserves area but reverses orientation
EEstretching in one direction3⋅1−0⋅0=33 \cdot 1 - 0 \cdot 0 = 3multiplies area by 3
Π\Piprojection onto the first axis1⋅0−0⋅0=01 \cdot 0 - 0 \cdot 0 = 0collapses onto a line; area disappears

The last row is the geometric content of Theorem 7.1. That det⁡A=0\det A = 0 means the image of the unit cube “loses thickness”; in that case AA discards information, so no inverse transformation can exist.

The product theorem too can be read geometrically. If BB multiplies volume by det⁡B\det B and AA multiplies volume by det⁡A\det A, then performing them one after the other should multiply volume by det⁡A⋅det⁡B\det A \cdot \det B. Theorem 6.1 is the precise form of this intuition. Likewise det⁡(A−1)=1/det⁡A\det(A^{-1}) = 1/\det A reads as “to undo an expansion, shrink by the same factor”.

9. Computation and appearances in data analysis

Section titled “9. Computation and appearances in data analysis”

The theoretical definition and the actual computational procedure are different things. The Leibniz formula is a sum of n!n! terms, each involving n−1n-1 multiplications, so it needs roughly n!⋅(n−1)n! \cdot (n-1) multiplications. By contrast, reducing to upper triangular form by row operations and then multiplying the diagonal entries (Gaussian elimination, LU decomposition) needs only about n3/3n^3/3 multiplications and divisions.

nnNumber of terms n!n! in the Leibniz formulaMultiplications/divisions in elimination (about n3/3n^3/3)
55120120about 4242
101036288003628800about 333333
2020about 2.4×10182.4 \times 10^{18}about 26672667
5050about 3.0×10643.0 \times 10^{64}about 4166741667

Already at n=20n = 20, a machine evaluating 10910^9 terms per second would need more than 70 years for the Leibniz formula. One must not implement the defining formula literally.

Example 9.1(Computing a 4 × 4 determinant in two ways)

A=(01212131651652394)A = \begin{pmatrix} 0 & 1 & 2 & 1 \\ 2 & 1 & 3 & 1 \\ 6 & 5 & 16 & 5 \\ 2 & 3 & 9 & 4 \end{pmatrix}

Method 1: row operations. First interchange the first and second rows. By Proposition 4.3 (1) and (5) this multiplies the determinant by −1-1, so if A′A' denotes the interchanged matrix then det⁡A′=−det⁡A\det A' = -\det A.

A′=(21310121651652394)A' = \begin{pmatrix} 2 & 1 & 3 & 1 \\ 0 & 1 & 2 & 1 \\ 6 & 5 & 16 & 5 \\ 2 & 3 & 9 & 4 \end{pmatrix}

Next subtract 33 times the first row from the third, and 11 times the first row from the fourth. By Proposition 4.3 (3) and (5) the determinant is unchanged.

(2131012102720263)\begin{pmatrix} 2 & 1 & 3 & 1 \\ 0 & 1 & 2 & 1 \\ 0 & 2 & 7 & 2 \\ 0 & 2 & 6 & 3 \end{pmatrix}

Then subtract 22 times the second row from the third and fourth rows, and finally subtract 2/32/3 times the third row from the fourth.

(2131012100300021)⟶(2131012100300001)\begin{pmatrix} 2 & 1 & 3 & 1 \\ 0 & 1 & 2 & 1 \\ 0 & 0 & 3 & 0 \\ 0 & 0 & 2 & 1 \end{pmatrix} \longrightarrow \begin{pmatrix} 2 & 1 & 3 & 1 \\ 0 & 1 & 2 & 1 \\ 0 & 0 & 3 & 0 \\ 0 & 0 & 0 & 1 \end{pmatrix}

The matrix is now upper triangular, so by Proposition 3.3 (2) its determinant is 2⋅1⋅3⋅1=62 \cdot 1 \cdot 3 \cdot 1 = 6. This equals det⁡A′\det A', whence det⁡A=−det⁡A′=−6\det A = -\det A' = -6.

Method 2: cofactor expansion. The first row contains a 00, so it is a good choice for expansion. Using Theorem 5.2 (2) with i=1i = 1, the signs are (−1)1+j(-1)^{1+j}, so

det⁡A=−1⋅det⁡A12+2⋅det⁡A13−1⋅det⁡A14\det A = -1 \cdot \det A_{12} + 2 \cdot \det A_{13} - 1 \cdot \det A_{14}

(the term with a11=0a_{11} = 0 drops out). We compute the three minors by expanding each of them along its first row.

det⁡A12=det⁡(2316165294)=2(64−45)−3(24−10)+1(54−32)=38−42+22=18,\det A_{12} = \det\begin{pmatrix} 2 & 3 & 1 \\ 6 & 16 & 5 \\ 2 & 9 & 4 \end{pmatrix} = 2(64 - 45) - 3(24 - 10) + 1(54 - 32) = 38 - 42 + 22 = 18,det⁡A13=det⁡(211655234)=2(20−15)−1(24−10)+1(18−10)=10−14+8=4,\det A_{13} = \det\begin{pmatrix} 2 & 1 & 1 \\ 6 & 5 & 5 \\ 2 & 3 & 4 \end{pmatrix} = 2(20 - 15) - 1(24 - 10) + 1(18 - 10) = 10 - 14 + 8 = 4,det⁡A14=det⁡(2136516239)=2(45−48)−1(54−32)+3(18−10)=−6−22+24=−4.\det A_{14} = \det\begin{pmatrix} 2 & 1 & 3 \\ 6 & 5 & 16 \\ 2 & 3 & 9 \end{pmatrix} = 2(45 - 48) - 1(54 - 32) + 3(18 - 10) = -6 - 22 + 24 = -4.

Hence det⁡A=−18+8+4=−6\det A = -18 + 8 + 4 = -6, in agreement with Method 1. Even at size 44, cofactor expansion requires computing three determinants of size 33, and it becomes rapidly less competitive as the size grows.

Numerical libraries also use LU decomposition internally.

import numpy as np
A = np.array([
[0.0, 1.0, 2.0, 1.0],
[2.0, 1.0, 3.0, 1.0],
[6.0, 5.0, 16.0, 5.0],
[2.0, 3.0, 9.0, 4.0],
])
print(np.linalg.det(A)) # a value very close to -6.0 (with floating-point error)
sign, logabsdet = np.linalg.slogdet(A)
print(sign, np.exp(logabsdet)) # values very close to -1.0 and 6.0

Here slogdet returns the sign and log⁡∣det⁡A∣\log|\det A| separately. In high dimensions det⁡\det itself easily overflows or underflows (it is a product of diagonal entries, so multiplying a thousand copies of 0.10.1 gives 10−100010^{-1000}), which is why statistics and machine learning work with log⁡det⁡\log\det rather than det⁡\det. For a symmetric positive definite matrix Σ\Sigma, the Cholesky decomposition Σ=LLT\Sigma = LL^{\mathsf{T}} gives

log⁡det⁡Σ=log⁡((det⁡L)2)=2∑i=1nlog⁡Lii\log\det\Sigma = \log\big((\det L)^2\big) = 2\sum_{i=1}^{n}\log L_{ii}

(we used Theorem 6.1 and Proposition 3.3 (1) and (2)).

Example 9.2(The determinant of a covariance matrix (generalized variance))

Suppose that from bivariate data we obtain the sample covariance matrix

S=(4223).S = \begin{pmatrix} 4 & 2 \\ 2 & 3 \end{pmatrix}.

Here det⁡S=4⋅3−2⋅2=8\det S = 4 \cdot 3 - 2 \cdot 2 = 8, and this value is called the generalized variance. Let us see what it means.

First compute the eigenvalues. We have φS(λ)=det⁡(λI2−S)=(λ−4)(λ−3)−4=λ2−7λ+8\varphi_S(\lambda) = \det(\lambda I_2 - S) = (\lambda - 4)(\lambda - 3) - 4 = \lambda^2 - 7\lambda + 8, with roots λ=(7±17)/2\lambda = (7 \pm \sqrt{17})/2, numerically λ1≈5.562\lambda_1 \approx 5.562 and λ2≈1.438\lambda_2 \approx 1.438. Their product is λ1λ2=8=det⁡S\lambda_1\lambda_2 = 8 = \det S and their sum is λ1+λ2=7=tr S\lambda_1 + \lambda_2 = 7 = \mathrm{tr}\,S.

The agreement of the products is no accident. In the characteristic polynomial φA(λ)=det⁡(λIn−A)\varphi_A(\lambda) = \det(\lambda I_n - A), the term of the Leibniz formula with σ=id\sigma = \mathrm{id} is ∏i(λ−aii)\prod_i (\lambda - a_{ii}) while all other terms have degree at most n−2n-2, so φA\varphi_A is a monic polynomial of degree nn in λ\lambda. Hence over the complex numbers it factors as φA(λ)=∏i=1n(λ−λi)\varphi_A(\lambda) = \prod_{i=1}^{n}(\lambda - \lambda_i). Substituting λ=0\lambda = 0, the left-hand side is det⁡(−A)=(−1)ndet⁡A\det(-A) = (-1)^n\det A (Proposition 4.3 (2)) and the right-hand side is (−1)n∏iλi(-1)^n\prod_i \lambda_i, so

det⁡A=λ1λ2⋯λn\det A = \lambda_1\lambda_2\cdots\lambda_n

holds in general. The determinant is the product of the eigenvalues (Corollary 4.5[固有値と固有ベクトル]; see also Diagonalization and Jordan Normal Form).

The geometric meaning is equally clear. The ellipse E={x∈R2∣xTS−1x≤1}E = \{\boldsymbol{x} \in \mathbb{R}^2 \mid \boldsymbol{x}^{\mathsf{T}}S^{-1}\boldsymbol{x} \le 1\} (the equiprobability ellipse describing the scatter of the data) is the image of the unit disc under S1/2S^{1/2}, so by the generalization of Proposition 8.1 its area is π⋅det⁡(S1/2)=πdet⁡S=22 π≈8.886\pi \cdot \det(S^{1/2}) = \pi\sqrt{\det S} = 2\sqrt{2}\,\pi \approx 8.886. Thus the generalized variance measures the “volume of the spread” of the data cloud. If the two variables were perfectly correlated, the ellipse would collapse to a segment and det⁡S=0\det S = 0.

This viewpoint leads directly to principal component analysis (PCA). PCA diagonalizes the covariance matrix by an orthogonal matrix to extract the directions of largest variance, and det⁡S=∏iλi\det S = \prod_i \lambda_i is the product of the variances of the principal components, that is, the volume of the overall spread. If some λi\lambda_i is extremely small, there is almost no information in that direction, and little is lost by reducing the dimension. Likewise the term −12log⁡det⁡Σ-\frac{1}{2}\log\det\Sigma appearing in the log-likelihood of a multivariate normal distribution acts as a penalty on this “volume of spread”. The general theory of diagonalization by orthogonal matrices is treated in Inner Product Spaces and Gram-Schmidt Orthogonalization and The Spectral Theorem (that a real symmetric matrix is diagonalizable by an orthogonal matrix is Corollary 4.3[スペクトル定理]).

Exercise 10.1Easy

Using determinants, find the area of the triangle in the plane with vertices P(1,2)P(1, 2), Q(4,3)Q(4, 3), R(2,6)R(2, 6). Determine also whether the circuit P→Q→RP \to Q \to R runs counterclockwise or clockwise.

Solution

Taking PP as base point, PQ→=(3,1)T\overrightarrow{PQ} = (3, 1)^{\mathsf{T}} and PR→=(1,4)T\overrightarrow{PR} = (1, 4)^{\mathsf{T}}. By Proposition 8.1, the area of the parallelogram spanned by these two vectors is

∣det⁡(3114)∣=∣3⋅4−1⋅1∣=11.\left| \det\begin{pmatrix} 3 & 1 \\ 1 & 4 \end{pmatrix} \right| = |3 \cdot 4 - 1 \cdot 1| = 11.

The triangle is half of this parallelogram, so its area is 11/211/2.

As for the sign, det⁡=11>0\det = 11 > 0, so (PQ→,PR→)(\overrightarrow{PQ}, \overrightarrow{PR}) has the same orientation as the standard basis (e1,e2)(\boldsymbol{e}_1, \boldsymbol{e}_2), that is, the circuit is counterclockwise. As stated in §8, the absolute value of the determinant carries the area and its sign carries the orientation.

Exercise 10.2Standard

Let nn be odd and let A∈Mn(R)A \in M_n(\mathbb{R}) be skew-symmetric (AT=−AA^{\mathsf{T}} = -A). Show that det⁡A=0\det A = 0. Show also, by an example with n=2n = 2, that the conclusion fails when nn is even.

Solution

By Proposition 3.3 (1) we have det⁡A=det⁡AT\det A = \det A^{\mathsf{T}}. Substituting the hypothesis AT=−AA^{\mathsf{T}} = -A gives det⁡A=det⁡(−A)\det A = \det(-A). Now −A-A is obtained from AA by multiplying all nn columns by −1-1, so det⁡(−A)=(−1)ndet⁡A\det(-A) = (-1)^n \det A by Proposition 4.3 (2). Since nn is odd, (−1)n=−1(-1)^n = -1, and therefore

det⁡A=−det⁡A.\det A = -\det A .

Adding det⁡A\det A to both sides gives 2det⁡A=02\det A = 0. As 2≠02 \ne 0 in R\mathbb{R}, we conclude det⁡A=0\det A = 0.

When nn is even we have (−1)n=1(-1)^n = 1 and the argument above says nothing. Indeed, for n=2n = 2 the matrix

A=(01−10)A = \begin{pmatrix} 0 & 1 \\ -1 & 0 \end{pmatrix}

is skew-symmetric, satisfying AT=−AA^{\mathsf{T}} = -A, yet det⁡A=0⋅0−1⋅(−1)=1≠0\det A = 0 \cdot 0 - 1 \cdot (-1) = 1 \ne 0. So the hypothesis that nn is odd was essential.

Exercise 10.3Standard

Let p,q≥1p, q \ge 1 and n=p+qn = p + q. Let A∈Mp(K)A \in M_p(\mathbb{K}), D∈Mq(K)D \in M_q(\mathbb{K}), let BB be a p×qp \times q matrix and OO the q×pq \times p zero matrix, and put

M=(ABOD)∈Mn(K).M = \begin{pmatrix} A & B \\ O & D \end{pmatrix} \in M_n(\mathbb{K}).

Show that det⁡M=det⁡A⋅det⁡D\det M = \det A \cdot \det D.

Solution

Following the definition (Definition 3.1), consider det⁡M=∑σ∈Snsgn(σ)∏j=1nmσ(j) j\det M = \sum_{\sigma \in S_n}\mathrm{sgn}(\sigma)\prod_{j=1}^{n} m_{\sigma(j)\,j}. The entries of MM satisfy mij=0m_{ij} = 0 when i>pi > p and j≤pj \le p (the position of the lower-left block OO).

For a term to be nonzero we need σ(j)≤p\sigma(j) \le p for every j≤pj \le p. This says that σ\sigma maps {1,…,p}\{1, \ldots, p\} into {1,…,p}\{1, \ldots, p\}, and since σ\sigma is injective and the set is finite, it maps {1,…,p}\{1, \ldots, p\} onto itself. Consequently σ\sigma also maps the remainder {p+1,…,n}\{p+1, \ldots, n\} onto itself. Defining α∈Sp\alpha \in S_p to be the restriction of σ\sigma to {1,…,p}\{1, \ldots, p\} and β∈Sq\beta \in S_q by β(k)=σ(p+k)−p\beta(k) = \sigma(p + k) - p, we get a one-to-one correspondence between σ\sigma and the pair (α,β)(\alpha, \beta).

Now compare signs. Inverted pairs fall into three kinds. The number of inversions among pairs with both indices in {1,…,p}\{1,\ldots,p\} is inv(α)\mathrm{inv}(\alpha), and the number among pairs with both indices in {p+1,…,n}\{p+1,\ldots,n\} is inv(β)\mathrm{inv}(\beta). For a pair with i≤p<ji \le p < j we have σ(i)≤p<σ(j)\sigma(i) \le p < \sigma(j), so it is never inverted. Hence inv(σ)=inv(α)+inv(β)\mathrm{inv}(\sigma) = \mathrm{inv}(\alpha) + \mathrm{inv}(\beta), that is, sgn(σ)=sgn(α)sgn(β)\mathrm{sgn}(\sigma) = \mathrm{sgn}(\alpha)\mathrm{sgn}(\beta).

As for the products, mσ(j)j=aα(j)jm_{\sigma(j)j} = a_{\alpha(j)j} for j≤pj \le p, and mσ(j)j=dβ(k)km_{\sigma(j)j} = d_{\beta(k)k} for j=p+kj = p + k with k≤qk \le q. Putting all of this together,

det⁡M=∑α∈Sp∑β∈Sqsgn(α)sgn(β)∏j=1paα(j)j∏k=1qdβ(k)k=(∑αsgn(α)∏jaα(j)j)(∑βsgn(β)∏kdβ(k)k),\det M = \sum_{\alpha \in S_p}\sum_{\beta \in S_q} \mathrm{sgn}(\alpha)\mathrm{sgn}(\beta) \prod_{j=1}^{p} a_{\alpha(j)j} \prod_{k=1}^{q} d_{\beta(k)k} = \left(\sum_{\alpha}\mathrm{sgn}(\alpha)\prod_j a_{\alpha(j)j}\right)\left(\sum_{\beta}\mathrm{sgn}(\beta)\prod_k d_{\beta(k)k}\right),

and the right-hand side is det⁡A⋅det⁡D\det A \cdot \det D. Note that the upper-right block BB does not appear in the result at all. This is the block version of the formula for triangular matrices in Proposition 3.3 (2).

Exercise 10.4Hard

Let n≥2n \ge 2. Show that det⁡(adj A)=(det⁡A)n−1\det(\mathrm{adj}\,A) = (\det A)^{n-1} for every A∈Mn(K)A \in M_n(\mathbb{K}) (including the case det⁡A=0\det A = 0).

Solution

By Proposition 5.4 we have A⋅adj A=(det⁡A)InA \cdot \mathrm{adj}\,A = (\det A)I_n. Taking determinants of both sides and using Theorem 6.1 together with Proposition 4.3 (2) (so that det⁡(cIn)=cndet⁡In=cn\det(cI_n) = c^n \det I_n = c^n),

det⁡A⋅det⁡(adj A)=(det⁡A)n⋯(∗).\det A \cdot \det(\mathrm{adj}\,A) = (\det A)^n \qquad \cdots (\ast).

Case 1: det⁡A≠0\det A \ne 0. Dividing both sides of (∗)(\ast) by det⁡A\det A gives det⁡(adj A)=(det⁡A)n−1\det(\mathrm{adj}\,A) = (\det A)^{n-1}.

Case 2: det⁡A=0\det A = 0. Here the right-hand side is (det⁡A)n−1=0(\det A)^{n-1} = 0 since n−1≥1n - 1 \ge 1, so it suffices to show det⁡(adj A)=0\det(\mathrm{adj}\,A) = 0 (the relation (∗)(\ast) merely reads 0=00 = 0 and gives no information, so a different argument is needed). Suppose, for contradiction, that det⁡(adj A)≠0\det(\mathrm{adj}\,A) \ne 0. By Theorem 7.1, the matrix adj A\mathrm{adj}\,A is invertible and has an inverse (adj A)−1(\mathrm{adj}\,A)^{-1}. On the other hand, Proposition 5.4 together with det⁡A=0\det A = 0 gives A⋅adj A=OA \cdot \mathrm{adj}\,A = O, so multiplying on the right by (adj A)−1(\mathrm{adj}\,A)^{-1} yields A=OA = O. But if A=OA = O, then all its (i,j)(i,j) submatrices are zero matrices of size n−1≥1n - 1 \ge 1, whose determinants are 00 (Proposition 4.3 (4)), so all cofactors vanish, that is, adj A=O\mathrm{adj}\,A = O. This contradicts the invertibility of adj A\mathrm{adj}\,A. Hence det⁡(adj A)=0=(det⁡A)n−1\det(\mathrm{adj}\,A) = 0 = (\det A)^{n-1}.

(The hypothesis n≥2n \ge 2 is essential in Case 2. For n=1n = 1 one sets adj A=(1)\mathrm{adj}\,A = (1) by convention, so det⁡(adj A)=1=(det⁡A)0\det(\mathrm{adj}\,A) = 1 = (\det A)^0 and the conclusion still holds, but the argument above does not apply as it stands.)

  • Saito Masahiko, Senkei Daisū Nyūmon, University of Tokyo Press, 1966 (in Japanese) — the chapter on determinants. The standard route from signs of permutations through the Leibniz formula to cofactor expansion.
  • Satake Ichiro, Senkei Daisūgaku, Shokabo (Sūgaku Sensho), reissued edition 2015 (in Japanese) — the chapter on determinants. A lucid treatment of the determinant as an alternating multilinear form.
  • S. Lang, Linear Algebra, 3rd ed., Springer, 1987 — the chapter on determinants. Built around an axiomatic characterization like Theorem 4.2 in this article.
  • Sugiura Mitsuo, Kaiseki Nyūmon II, University of Tokyo Press, 1985 (in Japanese) — the change-of-variables formula for multiple integrals. The analytic proof that ∣det⁡∣|\det| appears as the volume scaling factor.
  • G. H. Golub, C. F. Van Loan, Matrix Computations, 4th ed., Johns Hopkins University Press, 2013 — the chapters on Gaussian elimination and LU decomposition. Numerical computation of determinants and the handling of overflow.
  • M. Kline, Mathematical Thought from Ancient to Modern Times, Oxford University Press, 1972 — the chapters on determinants and matrices. The historical route from Seki Takakazu and Leibniz through Cramer to Cauchy.

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