Among all maps that assign a number to a list of n column vectors, exactly one is linear in each column (multilinearity), vanishes whenever two columns coincide (alternation), and takes the value 1 at the identity matrix (normalization): that map is the determinant detA. Both the Leibniz formula and cofactor expansion are merely expressions derived from this characterization.
We have det(AB)=detA⋅detB. This is the algebraic form of the geometric fact that composing transformations multiplies the volume scaling factors.
The conditions "detA=0", ”A is invertible”, “the columns of A are linearly independent”, and ”Ax=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.
∣detA∣ is the volume of the parallelepiped onto which A maps the unit cube, and the sign records whether the transformation preserves or reverses orientation.
The Leibniz formula (a sum of n! terms) is never used for actual numerical computation. Triangularizing by row operations costs only O(n3) multiplications and divisions.
1. Motivation: telling solvability from a single number
by brute force. Multiplying the first equation by d and the second by b and subtracting gives (ad−bc)x=pd−bq; multiplying the first by c and the second by a and subtracting gives (ad−bc)y=aq−pc. Hence, as soon as ad−bc=0, the solution is determined:
x=ad−bcpd−bq,y=ad−bcaq−pc.
Conversely, when ad−bc=0, the solution fails to be unique (there may be no solution, or infinitely many). A single number ad−bc, built from the coefficients alone, decides solvability without any reference to the right-hand side p,q.
Pushing the same computation through for three equations in three unknowns, the deciding number becomes the six-term sum
Two naive questions arise here. First, for a general system of n linear equations in n 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 n2 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 n 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 0”. The reason ad−bc could serve as a criterion is, in the end, that it was the area of a parallelogram.
Throughout this article K denotes R or C (everything below works verbatim over an arbitrary commutative field). We write Mn(K) for the set of n×n matrices, and for A=(aij)∈Mn(K) we denote its j-th column by aj∈Kn and display A column by column as
A=(a1a2⋯an).
Here e1,…,en is the standard basis of Kn, In the identity matrix, and O the zero matrix.
To define the determinant we need a device for enumerating the rearrangements of n row indices.
A bijection from {1,2,…,n} onto itself is called a permutation of degree n, and the set of all permutations is denoted Sn. Under composition (στ)(i)=σ(τ(i)) the set Sn is a group, and it has n! elements.
For distinct p,q, the permutation sending p↦q and q↦p and fixing everything else is called a transposition and is written (pq).
For σ∈Sn, the number of pairs of indices whose order is reversed,
inv(σ)=#{(i,j)∣1≤i<j≤n,σ(i)>σ(j)},
is called the number of inversions of σ, and sgn(σ)=(−1)inv(σ) is called the sign of σ. When sgn(σ)=1 we call σ even, and when sgn(σ)=−1 we call it odd.
For instance, take the permutation with σ(1)=3,σ(2)=1,σ(3)=2. The pair (1,2) is inverted since 3>1, the pair (1,3) is inverted since 3>2, and the pair (2,3) is not, since 1<2. Hence inv(σ)=2 and sgn(σ)=+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),
the simplest polynomial with the property that interchanging variables changes nothing but the sign.
As an identity of polynomials, Δ(xσ(1),…,xσ(n))=sgn(σ)Δ(x1,…,xn).
sgn(στ)=sgn(σ)sgn(τ). Moreover sgn(id)=1 and sgn(σ−1)=sgn(σ).
For every transposition (pq) we have sgn((pq))=−1.
Every σ∈Sn can be written as a product of finitely many transpositions, and if σ is written as a product of k transpositions then sgn(σ)=(−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)). Since σ is a bijection, the assignment {i,j}↦{σ(i),σ(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). The factor xσ(j)−xσ(i) (with i<j) is literally a factor of Δ when σ(i)<σ(j), whereas when σ(i)>σ(j) it equals −(xσ(i)−xσ(j)), producing one sign. The number of pairs for which the latter happens is exactly inv(σ), so altogether we get (−1)inv(σ)Δ=sgn(σ)Δ.
(2) Since (1) is an identity of polynomials, it remains valid under any substitution of the variables. Setting yi=xσ(i) we get yτ(i)=xσ(τ(i))=x(στ)(i), whence
As Δ is not the zero polynomial, comparing coefficients on both sides gives sgn(στ)=sgn(σ)sgn(τ). The identity has no inversions, so sgn(id)=1; combined with σσ−1=id this yields sgn(σ)sgn(σ−1)=1, and since signs take only the values ±1 we get sgn(σ−1)=sgn(σ).
(3) Put τ=(pq) with p<q and count inversions directly. There are only three kinds of inverted pairs. The pair (p,q) itself is inverted, since τ(p)=q>p=τ(q) (one pair). For each k with p<k<q, the pair (p,k) is inverted, since τ(p)=q>k=τ(k) (q−p−1 pairs). For the same k, the pair (k,q) is inverted, since τ(k)=k>p=τ(q) (q−p−1 pairs). Every other pair either has both indices fixed, or has just one index equal to p or q with the other lying outside the interval, and in these cases the order is unchanged. Hence inv(τ)=2(q−p−1)+1 is odd and sgn(τ)=−1.
(4) We prove that σ is a product of transpositions by induction on the number of indices moved by σ. If σ=id we regard it as the empty product (a product of zero transpositions). If σ=id, choose m with σ(m)=m and set σ′=(mσ(m))σ; then σ′(m)=m, and moreover every index fixed by σ is still fixed by σ′. Thus σ′ moves strictly fewer indices than σ, so by the induction hypothesis σ′ is a product of transpositions. Since (mσ(m)) is its own inverse, σ=(mσ(m))σ′ is one as well. The second assertion follows at once from (2) and (3).
Looking closely at the six-term sum in the 3×3 case, each term is a product of entries chosen one from each column, from mutually distinct rows. Writing σ(1),σ(2),…,σ(n) for the row indices chosen for columns 1,2,…,n, the assignment σ is nothing but a permutation, and the sign attached is the sign of that permutation. We adopt this directly as the definition for general n.
which again agrees with the expression in §1. For 3×3 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 4 onwards (a 4×4 determinant has 4!=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=205−14231−2
by substituting directly into the six-term formula above.
Adding the first three and subtracting the last three,
detA=(−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). Then the following hold.
detAT=detA. That is, the determinant is invariant under transposition, so every property that holds for rows has a counterpart for columns and vice versa.
If A is upper triangular (aij=0 whenever i>j) or lower triangular (aij=0 whenever i<j), then detA=a11a22⋯ann. In particular detIn=1, and the determinant of a diagonal matrix is the product of its diagonal entries.
Each term is a product of finitely many factors, so the factors may be reordered. Reindexing by i=σ(j), that is j=σ−1(i), gives ∏jajσ(j)=∏iaσ−1(i)i. Moreover sgn(σ)=sgn(σ−1) by Lemma 2.2 (2), and as σ ranges over all of Sn so does τ=σ−1. Therefore
detAT=τ∈Sn∑sgn(τ)i=1∏naτ(i)i=detA.
(2) Suppose A is upper triangular. For a term ∏jaσ(j)j to be nonzero we need aσ(j)j=0 for every j, that is σ(j)≤j. For j=1, from σ(1)≤1 we get σ(1)=1. For j=2, from σ(2)≤2 and σ(2)=σ(1)=1 we get σ(2)=2. Proceeding in the same way for successive j (since σ(1),…,σ(j−1) have used up 1,…,j−1, the condition σ(j)≤j forces σ(j)=j), we conclude σ=id. Only the single term sgn(id)∏jajj survives. The lower triangular case reduces to (1), since the transpose is upper triangular. Finally In is diagonal with all diagonal entries equal to 1, so detIn=1.
∎
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.
Consider a map D:(Kn)n→K, that is, a map assigning a scalar to n vectors v1,…,vn∈Kn.
D is multilinear if, for each k, it is linear as a function of vk when the other arguments are held fixed; that is, for all u,w∈Kn and c∈K,
D(…,u+w,…)D(…,cu,…)=D(…,u,…)+D(…,w,…),=cD(…,u,…)
(the arguments in the positions marked … are the same throughout and are held fixed).
D is alternating if D(v1,…,vn)=0 whenever i=j and vi=vj.
For A=(a1⋯an) we regard detA=det(a1,…,an) and treat det as a function of the columns.
If D:(Kn)n→K is multilinear and alternating, then for all v1,…,vn∈Kn
D(v1,…,vn)=D(e1,…,en)⋅detV,V=(v1⋯vn).
In particular, det is the unique multilinear alternating map with D(e1,…,en)=1.
Proof(Theorem 4.2)
Step 1 (from alternation to antisymmetry). Let D be multilinear and alternating. Fix i<j and put the same vector u+w in both the i-th and the j-th slot; alternation gives
0=D(…,u+w,…,u+w,…).
Expanding the left-hand side by multilinearity, first in the i-th slot and then in the j-th, produces four terms, of which D(…,u,…,u,…) and D(…,w,…,w,…) both vanish by alternation. What remains is
D(…,u,…,w,…)+D(…,w,…,u,…)=0,
that is, interchanging two arguments changes the sign (antisymmetry).
Next we show that for every σ∈Sn
D(vσ(1),…,vσ(n))=sgn(σ)D(v1,…,vn).
By Lemma 2.2 (4) we may write σ=τ1τ2⋯τk with each τm a transposition, and sgn(σ)=(−1)k. We induct on k. The case k=0 is trivial. Write σ=ρτ with τ a transposition and ρ a product of k−1 transpositions, and set wi=vρ(i). Then vσ(j)=vρ(τ(j))=wτ(j), so D(vσ(1),…,vσ(n))=D(wτ(1),…,wτ(n)). As τ interchanges two arguments, the antisymmetry just proved shows this equals −D(w1,…,wn)=−D(vρ(1),…,vρ(n)), and the induction hypothesis turns this into −(−1)k−1D(v1,…,vn)=(−1)kD(v1,…,vn).
Step 2 (reduction to the standard basis). Write vj=∑i=1nvijei in coordinates and expand by multilinearity, starting from the first argument:
Among the index tuples (i1,…,in), those in which some value occurs twice or more contribute D(ei1,…,ein)=0 by alternation and drop out. What remains are the tuples with i1,…,in pairwise distinct, that is, those for which j↦ij is a permutation σ. By Step 1 we have D(eσ(1),…,eσ(n))=sgn(σ)D(e1,…,en), so
Step 3 (det really does satisfy the conditions). Uniqueness alone might be vacuous, so we check that det itself is multilinear and alternating with detIn=1.
Multilinearity. Each term sgn(σ)∏jaσ(j)j of the defining formula contains exactly one entry aσ(k)k from the k-th column, and no other factor depends on that column. Hence each term is homogeneous of degree one in the entries of the k-th column, and so is their sum det; that is, det is linear in the k-th column.
Alternation. Suppose the p-th and q-th columns coincide (p=q), that is, aip=aiq for all i. Using the transposition τ=(pq), consider the assignment σ↦στ; it is a fixed-point-free involution of Sn (a bijection which is its own inverse), so Sn splits into n!/2 pairs {σ,στ}. Comparing the two terms of a pair: for j=p,q we have aστ(j)j=aσ(j)j; for j=p we have aστ(p)p=aσ(q)p=aσ(q)q; and for j=q we have aστ(q)q=aσ(p)q=aσ(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 detA=0.
Normalization. The identity detIn=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. The latter shows its power in the product theorem of §6. First, though, let us record a corollary that bears directly on everyday computation.
Interchanging two columns multiplies the determinant by −1.
Multiplying one column by c∈K multiplies the determinant by c. In particular det(cA)=cndetA.
Adding a scalar multiple of one column to another leaves the determinant unchanged: for p=q and c∈K,
det(…,ap+caq,…)=det(…,ap,…).
If some column is the zero vector, then the determinant is 0.
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 n columns by c produces c a total of n times, giving det(cA)=cndetA. For (3), additivity in the p-th argument gives
det(…,ap+caq,…)=det(…,ap,…)+cdet(…,aq,…),
and the second term on the right vanishes by alternation, since there the p-th and q-th columns are both aq. For (4), take c=0 in (2): detA=det(…,0⋅0,…)=0⋅det(…)=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
The Leibniz formula settles the n×n case in one stroke, but there is also a recursion reducing size n to size n−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.
For A∈Mn(K) with n≥2, let Aij denote the (n−1)×(n−1) matrix obtained by deleting the i-th row and the j-th column, and call its determinant detAij the (i,j)minor of A. The quantity
aij=(−1)i+jdetAij
is called the (i,j)cofactor. The matrix obtained by arranging the cofactors transposed,
For each fixed j∈{1,…,n} (expansion along the j-th column),
detA=i=1∑naijaij=i=1∑n(−1)i+jaijdetAij.
For each fixed i∈{1,…,n} (expansion along the i-th row),
detA=j=1∑naijaij=j=1∑n(−1)i+jaijdetAij.
Proof(Theorem 5.2)
Step 1. Decompose the j-th column along the standard basis. Since aj=∑i=1naijei, linearity in the j-th column (verified in Theorem 4.2) gives
detA=i=1∑naijdetA(i,j),
where A(i,j) is A with its j-th column replaced by ei. It therefore suffices to prove detA(i,j)=(−1)i+jdetAij.
Step 2 (moving the column and the row to the edge). In A(i,j), move the j-th column to the last position by n−j interchanges with neighbouring columns (the relative order of the other columns is preserved). Then move the i-th row to the bottom by n−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. Calling the resulting matrix B, we get
detB=(−1)i+jdetA(i,j).
Let us determine the shape of B. The last column was originally ei, whose only 1 sat in the i-th row; since that row has moved to the bottom, the last column of B is en. Moreover the upper-left (n−1)×(n−1) block consists of the entries of A with the i-th row and j-th column deleted, in their original order, that is, Aij. Hence
B=(AijcT01)
where cT is the i-th row of A with its j-th entry removed.
Step 3 (detB=detAij). We return to the definition. In detB=∑σsgn(σ)∏k=1nbσ(k)k, the n-th column is en, so bσ(n)n=0 only when σ(n)=n, in which case bnn=1. The permutations σ with σ(n)=n correspond bijectively to permutations σ′ of {1,…,n−1}, and since n is fixed no additional inversions appear, so sgn(σ)=sgn(σ′). Furthermore, for k≤n−1 with σ(k)≤n−1, the entry bσ(k)k lies in the upper-left block, that is, it is the (σ′(k),k) entry of Aij. Therefore
Combining with Step 2 gives detA(i,j)=(−1)i+jdetB=(−1)i+jdetAij, which proves (1).
Step 4 (expansion along rows). Apply (1) to AT. The (j,i) submatrix of AT is the transpose of the (i,j) submatrix of A, so by Proposition 3.3 (1) its determinant equals detAij; also (AT)ji=aij. Hence the expansion of AT along its i-th column is exactly the expansion of A along its i-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.
First subtract x1 times the second row from the third row, and then subtract x1 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)), and the second row becomes (x1−x1,x2−x1,x3−x1)=(0,x2−x1,x3−x1). That is,
This is exactly the difference product Δ(x1,x2,x3) of §2: the polynomial used in the theory of signs reappears as a determinant in its own right. Repeating the same computation in size n proves detVn=∏i<j(xj−xi). In particular, if x1,…,xn are pairwise distinct then detVn=0, which is equivalent to the existence of exactly one polynomial of degree at most n−1 through n distinct points (uniqueness of Lagrange interpolation).
Another consequence of cofactor expansion is a closed formula for the inverse.
In particular, if detA=0 then A is invertible with A−1=detA1adjA.
Proof(Proposition 5.4)
We have (A⋅adjA)ik=∑j=1naij(adjA)jk=∑j=1naijakj.
When i=k, this is exactly the expansion along the i-th row from Theorem 5.2 (2), hence equals detA.
Now suppose i=k. Let A′ be the matrix obtained from A by replacing its k-th row with its i-th row. Then A′ has equal i-th and k-th rows, so detA′=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) cofactor of A′ is formed by deleting the k-th row, so it coincides with the (k,j) cofactor akj of A (since A and A′ agree outside the k-th row), while the (k,j) entry of A′ is aij. Expanding A′ along its k-th row therefore gives
0=detA′=j=1∑naijakj.
Altogether A⋅adjA=(detA)In. The identity (adjA)⋅A=(detA)In 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 detA when detA=0; since both the left and the right product equal In, the matrix adjA/detA really is the inverse.
When detA=0, the solution of Ax=b is x=A−1b=(detA)−1(adjA)b, so componentwise
xj=detA1i=1∑naijbi=detAdetAj,
where Aj is A with its j-th column replaced by b (the last equality is precisely the expansion of Aj along its j-th column: the (i,j) cofactor of Aj is formed by deleting the j-th column, so it is the same aij as for A). Written out for n=2, this agrees with x=(pd−bq)/(ad−bc), computed by hand in §1. The formula is theoretically beautiful, but it requires computing n+1 determinants of size n, 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.
Fix A. Writing B=(b1⋯bn) column by column, the definition of the matrix product shows that the j-th column of AB is Abj. So consider the map
D(b1,…,bn):=det(Ab1,Ab2,…,Abn)=det(AB)
and verify that it is multilinear and alternating.
Multilinearity. Since b↦Ab is linear, we have A(u+w)=Au+Aw and A(cu)=c(Au); inserting these in the k-th column slot of det and using the linearity of det in the k-th column (Step 3 of Theorem 4.2) shows that D is linear in the k-th argument.
Alternation. If bp=bq with p=q, then Abp=Abq, so the p-th and q-th columns inside det coincide, and D=0 by the alternation of det.
Finally D(e1,…,en)=det(Ae1,…,Aen), and Aej is nothing but the j-th column aj of A, so this equals detA. Therefore det(AB)=detAdetB.
∎
The following consequences are immediate. If A is invertible, so that there is A−1 with AA−1=In, taking determinants of both sides gives detA⋅det(A−1)=detIn=1. Since K is a field, this identity forces detA=0 and at the same time yields
det(A−1)=detA1.
Also, for an invertible P we get det(P−1AP)=det(P−1)detAdetP=detA, 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)=(detA)k follows by induction.
For A=(a1⋯an)∈Mn(K), the following five conditions are equivalent.
detA=0.
A is invertible; that is, there exists B∈Mn(K) with AB=BA=In.
The columns a1,…,an are linearly independent.
The only solution of the homogeneous equation Ax=0 is x=0.
For every b∈Kn, the equation Ax=b has exactly one solution.
Proof(Theorem 7.1)
We prove the implications in the order (1)⇒(2)⇒(5)⇒(4)⇔(3)⇒(1).
(1)⇒(2) By Proposition 5.4, the matrix B=(detA)−1adjA satisfies AB=BA=In. (For n=1 we have A=(a11) with a11=0, and we may take B=(a11−1); the case n=1 can be checked directly in the same way in what follows.)
(2)⇒(5) Setting x=Bb gives Ax=ABb=b, so a solution exists. For uniqueness, if Ax=Ax′=b then multiplying on the left by B gives x=BAx=BAx′=x′.
(5)⇒(4) Apply (5) with b=0. Since A0=0, the vector x=0 is one solution of Ax=0, and by (5) there is only one solution, so it is the only one.
(4)⇔(3) By the definition of the matrix-vector product, Ax=x1a1+⋯+xnan. Hence the statement “the only solution of Ax=0 is x=0” is the same as ”x1a1+⋯+xnan=0 implies x1=⋯=xn=0”, which is the definition of linear independence (Definition 5.1[Vector Spaces and Linear Maps]).
(3)⇒(1) The vectors a1,…,an are n linearly independent vectors in the n-dimensional vector space Kn, hence a basis of Kn (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. Assembling these coefficients into a matrix B=(bij), these n identities together read AB=In. Taking determinants of both sides and using Theorem 6.1 gives detA⋅detB=detIn=1, so detA=0.
∎
flowchart LR
D1["det A ≠ 0"] -->|build the inverse from the adjugate| D2["A is invertible"]
D2 -->|x = Bb and uniqueness| D3["Ax = b always has a unique solution"]
D3 -->|set b = 0| D4["Ax = 0 only for x = 0"]
D4 -->|Ax is a combination of the columns| D5["the columns are linearly independent"]
D5 -->|pass to a basis: AB = I, product theorem| D1
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), namely “if the columns are linearly dependent then detA=0”, can be proved directly from multilinearity without invoking the theory of bases. Indeed, if ak=∑j=kcjaj, then linearity in the k-th argument gives
detA=det(…,∑j=kcjaj,…)=∑j=kcjdet(…,aj,…),
and each term on the right vanishes by alternation, since there the k-th and j-th columns are both aj. In practice one most often uses this direction, reading "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 is an eigenvalue of A when there exists x=0 with Ax=λx, that is, when (λIn−A)x=0 has a nontrivial solution. By (1)⇔(4) of Theorem 7.1, this is equivalent to
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) and v=(bd) be vectors in R2 and put A=(uv). Then the area of the parallelogram spanned by u,v,
P={su+tv∣0≤s≤1,0≤t≤1},
equals ∣detA∣=∣ad−bc∣.
Proof(Proposition 8.1)
If u=0 or v=0, then P is a segment or a point, of area 0, and the determinant is 0 by Proposition 4.3 (4), so the claim holds. Assume now u,v=0 and let θ∈[0,π] be the angle between them. The area of the parallelogram is “base times height”, S=∥u∥⋅∥v∥sinθ (note sinθ≥0).
Using the relation ⟨u,v⟩=∥u∥∥v∥cosθ between the inner product and the angle (for the definition of the angle see Definition 4.5[内積空間とグラム・シュミット直交化]),
The same holds for general n. Let P(a1,…,an)={∑itiai∣0≤ti≤1} be the parallelepiped spanned by a1,…,an∈Rn, and write 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) has volume 1.
Homogeneity: scaling one edge by c>0 scales the volume by c.
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 0.
If we now pass to the quantity vol carrying a sign (signed volume: positive for a right-handed frame, negative for a left-handed one), then homogeneity holds for c<0 as well, and together with additivity this becomes multilinearity. Shear invariance and degeneration are alternative expressions of alternation. In other words, vol is a multilinear alternating map giving the value 1 to the unit cube, so by Theorem 4.2 it must satisfy
vol(a1,…,an)=det(a1⋯an).
The determinant is just another name for signed volume. Rigorously, this is stated as the identity μ(A(E))=∣detA∣μ(E) for the Lebesgue measure μ on Rn and measurable sets E, and its proof is given in analysis as part of the change-of-variables formula for multiple integrals.
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
The right-hand side of the figure is the image under
A=(221123),detA=2⋅23−1⋅21=3−21=25.
The unit square (of area 1) is mapped to a parallelogram of area 5/2. Applying Proposition 8.1 with u=Ae1=(2,1/2)T and v=Ae2=(1,3/2)T gives the same value, ∣2⋅3/2−1⋅1/2∣=5/2.
Lining up some typical transformations makes it plain what the determinant measures. Consider the following five matrices.
The last row is the geometric content of Theorem 7.1. That detA=0 means the image of the unit cube “loses thickness”; in that case A discards information, so no inverse transformation can exist.
The product theorem too can be read geometrically. If B multiplies volume by detB and A multiplies volume by detA, then performing them one after the other should multiply volume by detA⋅detB. Theorem 6.1 is the precise form of this intuition. Likewise det(A−1)=1/detA reads as “to undo an expansion, shrink by the same factor”.
The theoretical definition and the actual computational procedure are different things. The Leibniz formula is a sum of n! terms, each involving n−1 multiplications, so it needs roughly n!⋅(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 n3/3 multiplications and divisions.
n
Number of terms n! in the Leibniz formula
Multiplications/divisions in elimination (about n3/3)
5
120
about 42
10
3628800
about 333
20
about 2.4×1018
about 2667
50
about 3.0×1064
about 41667
Already at n=20, a machine evaluating 109 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=02621153231691154
Method 1: row operations. First interchange the first and second rows. By Proposition 4.3 (1) and (5) this multiplies the determinant by −1, so if A′ denotes the interchanged matrix then detA′=−detA.
A′=20621153321691154
Next subtract 3 times the first row from the third, and 1 times the first row from the fourth. By Proposition 4.3 (3) and (5) the determinant is unchanged.
2000112232761123
Then subtract 2 times the second row from the third and fourth rows, and finally subtract 2/3 times the third row from the fourth.
2000110032321101⟶2000110032301101
The matrix is now upper triangular, so by Proposition 3.3 (2) its determinant is 2⋅1⋅3⋅1=6. This equals detA′, whence detA=−detA′=−6.
Method 2: cofactor expansion. The first row contains a 0, so it is a good choice for expansion. Using Theorem 5.2 (2) with i=1, the signs are (−1)1+j, so
detA=−1⋅detA12+2⋅detA13−1⋅detA14
(the term with a11=0 drops out). We compute the three minors by Sarrus’ rule.
Hence detA=−18+8+4=−6, in agreement with Method 1. Even at size 4, cofactor expansion requires computing three determinants of size 3, 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∣detA∣ separately. In high dimensions det itself easily overflows or underflows (it is a product of diagonal entries, so multiplying a thousand copies of 0.1 gives 10−1000), which is why statistics and machine learning work with logdet rather than det. For a symmetric positive definite matrix Σ, the Cholesky decomposition Σ=LLT gives
Example 9.2(The determinant of a covariance matrix (generalized variance))
Suppose that from bivariate data we obtain the sample covariance matrix
S=(4223).
Here detS=4⋅3−2⋅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, with roots λ=(7±17)/2, numerically λ1≈5.562 and λ2≈1.438. Their product is λ1λ2=8=detS and their sum is λ1+λ2=7=trS.
The agreement of the products is no accident. In the characteristic polynomial φA(λ)=det(λIn−A), the term of the Leibniz formula with σ=id is ∏i(λ−aii) while all other terms have degree at most n−2, so φA is a monic polynomial of degree n in λ. Hence over the complex numbers it factors as φA(λ)=∏i=1n(λ−λi). Substituting λ=0, the left-hand side is det(−A)=(−1)ndetA (Proposition 4.3 (2)) and the right-hand side is (−1)n∏iλi, so
The geometric meaning is equally clear. The ellipse E={x∈R2∣xTS−1x≤1} (the equiprobability ellipse describing the scatter of the data) is the image of the unit disc under S1/2, so by the generalization of Proposition 8.1 its area is π⋅det(S1/2)=πdetS=22π≈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 detS=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 detS=∏iλi is the product of the variances of the principal components, that is, the volume of the overall spread. If some λi is extremely small, there is almost no information in that direction, and little is lost by reducing the dimension. Likewise the term −21logdetΣ 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]).
Using determinants, find the area of the triangle in the plane with vertices P(1,2), Q(4,3), R(2,6). Determine also whether the circuit P→Q→R runs counterclockwise or clockwise.
Solution
Taking P as base point, PQ=(3,1)T and PR=(1,4)T. By Proposition 8.1, the area of the parallelogram spanned by these two vectors is
det(3114)=∣3⋅4−1⋅1∣=11.
The triangle is half of this parallelogram, so its area is 11/2.
As for the sign, det=11>0, so (PQ,PR) has the same orientation as the standard basis (e1,e2), 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.
Let n be odd and let A∈Mn(R) be skew-symmetric (AT=−A). Show that detA=0. Show also, by an example with n=2, that the conclusion fails when n is even.
Solution
By Proposition 3.3 (1) we have detA=detAT. Substituting the hypothesis AT=−A gives detA=det(−A). Now −A is obtained from A by multiplying all n columns by −1, so det(−A)=(−1)ndetA by Proposition 4.3 (2). Since n is odd, (−1)n=−1, and therefore
detA=−detA.
Adding detA to both sides gives 2detA=0. As 2=0 in R, we conclude detA=0.
When n is even we have (−1)n=1 and the argument above says nothing. Indeed, for n=2 the matrix
A=(0−110)
is skew-symmetric, satisfying AT=−A, yet detA=0⋅0−1⋅(−1)=1=0. So the hypothesis that n is odd was essential.
Let p,q≥1 and n=p+q. Let A∈Mp(K), D∈Mq(K), let B be a p×q matrix and O the q×p zero matrix, and put
M=(AOBD)∈Mn(K).
Show that detM=detA⋅detD.
Solution
Following the definition (Definition 3.1), consider detM=∑σ∈Snsgn(σ)∏j=1nmσ(j)j. The entries of M satisfy mij=0 when i>p and j≤p (the position of the lower-left block O).
For a term to be nonzero we need σ(j)≤p for every j≤p. This says that σ maps {1,…,p} into {1,…,p}, and since σ is injective and the set is finite, it maps {1,…,p} onto itself. Consequently σ also maps the remainder {p+1,…,n} onto itself. Defining α∈Sp to be the restriction of σ to {1,…,p} and β∈Sq by β(k)=σ(p+k)−p, we get a one-to-one correspondence between σ and the pair (α,β).
Now compare signs. Inverted pairs fall into three kinds. The number of inversions among pairs with both indices in {1,…,p} is inv(α), and the number among pairs with both indices in {p+1,…,n} is inv(β). For a pair with i≤p<j we have σ(i)≤p<σ(j), so it is never inverted. Hence inv(σ)=inv(α)+inv(β), that is, sgn(σ)=sgn(α)sgn(β).
As for the products, mσ(j)j=aα(j)j for j≤p, and mσ(j)j=dβ(k)k for j=p+k with k≤q. Putting all of this together,
and the right-hand side is detA⋅detD. Note that the upper-right block B does not appear in the result at all. This is the block version of the formula for triangular matrices in Proposition 3.3 (2).
Let n≥2. Show that det(adjA)=(detA)n−1 for every A∈Mn(K) (including the case detA=0).
Solution
By Proposition 5.4 we have A⋅adjA=(detA)In. Taking determinants of both sides and using Theorem 6.1 together with Proposition 4.3 (2) (so that det(cIn)=cndetIn=cn),
detA⋅det(adjA)=(detA)n⋯(∗).
Case 1: detA=0. Dividing both sides of (∗) by detA gives det(adjA)=(detA)n−1.
Case 2: detA=0. Here the right-hand side is (detA)n−1=0 since n−1≥1, so it suffices to show det(adjA)=0 (the relation (∗) merely reads 0=0 and gives no information, so a different argument is needed). Suppose, for contradiction, that det(adjA)=0. By Theorem 7.1, the matrix adjA is invertible and has an inverse (adjA)−1. On the other hand, Proposition 5.4 together with detA=0 gives A⋅adjA=O, so multiplying on the right by (adjA)−1 yields A=O. But if A=O, then all its (i,j) submatrices are zero matrices of size n−1≥1, whose determinants are 0 (Proposition 4.3 (4)), so all cofactors vanish, that is, adjA=O. This contradicts the invertibility of adjA. Hence det(adjA)=0=(detA)n−1.
(The hypothesis n≥2 is essential in Case 2. For n=1 one sets adjA=(1) by convention, so det(adjA)=1=(detA)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∣ 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.