4.3 Properties of Determinants

In Theorem 3.1, we saw that performing an elementary row operation on a matrix can be accomplished by multiplying the matrix by an elementary matrix. This result is very useful in studying the effects on the determinant of applying a sequence of elementary row operations. Because the determinant of the n×n identity matrix is 1 (see Example 4 in Section 4.2), we can interpret the statements on page 217 as the following facts about the determinants of elementary matrices.

  1. (a) If E is an elementary matrix obtained by interchanging any two rows of I, then det(E)=1.

  2. (b) If E is an elementary matrix obtained by multiplying some row of I by the nonzero scalar k, then det(E)=k.

  3. (c) If E is an elementary matrix obtained by adding a multiple of some row of I to another row, then det(E)=1.

We now apply these facts about determinants of elementary matrices to prove that the determinant is a multiplicative function.

Theorem 4.7.

For any A, BMn×n(F), det(AB)=det(A)det(B).

Proof.

We begin by establishing the result when A is an elementary matrix. If A is an elementary matrix obtained by interchanging two rows of I, then det(A)=1. But by Theorem 3.1 (p. 149), AB is a matrix obtained by interchanging two rows of B. Hence by Theorem 4.5 (p. 215), det(AB)=det(B)=det(A)det(B). Similar arguments establish the result when A is an elementary matrix of type 2 or type 3. (See Exercise 18.)

If A is an n×n matrix with rank less than n, then det(A)=0 by the corollary to Theorem 4.6 (p. 216). Since rank(AB)rank(A)<n by Theorem 3.7 (p. 159), we have det(AB)=0. Thus det(AB)=det(A)det(B) in this case.

On the other hand, if A has rank n, then A is invertible and hence is the product of elementary matrices (Corollary 3 to Theorem 3.6 p. 158), say, A=EmE2E1. The first paragraph of this proof shows that

det(AB)=det(EmE2E1B)              = det(Em)·det(Em1E2E1B)                            = det(Em)··det(E2)·det(E1)·det(B)              = det(EmE2E1)·det(B)              = det(A)·det(B).

Corollary.

A matrix AMn×n(F) is invertible if and only if det(A)0. Furthermore, if A is invertible, then det(A1)=1det(A).

Proof.

If AMn×n(F) is not invertible, then the rank of A is less than n. So det(A)=0 by the corollary to Theorem 4.6 (p. 217). On the other hand, if AMn×n(F) is invertible, then

det(A)·det(A1)=det(AA1)=det(I)=1

by Theorem 4.7. Hence det(A)0 and det(A1)=1det(A).

In our discussion of determinants until now, we have used only the rows of a matrix. For example, the recursive definition of a determinant involved cofactor expansion along a row, and the more efficient method developed in Section 4.2 used elementary row operations. Our next result shows that the determinants of A and At are always equal. Since the rows of A are the columns of At this fact enables us to translate any statement about determinants that involves the rows of a matrix into a corresponding statement that involves its columns.

Theorem 4.8.

For any AMn×n(F), det(At)=det(A).

Proof.

If A is not invertible, then rank(A)<n. But rank(At)=rank(A) by Corollary 2 to Theorem 3.6 (p. 158), and so At is not invertible. Thus det(At)=0=det(A) in this case.

On the other hand, if A is invertible, then A is a product of elementary matrices, say A=EmE2E1. Since det(Ei)=det(Eit) for every i by Exercise 29 of Section 4.2, by Theorem 4.7 we have

det(At)=det(E1tE2tEmt)             = det(E1t)·det(E2t)··det(Emt)             = det(E1)·det(E2)··det(Em)             = det(Em)··det(E2)·det(E1)             = det(EmE2E1)             = det(A).

Thus, in either case, det(At)=det(A).

Among the many consequences of Theorem 4.8 are that determinants can be evaluated by cofactor expansion along a column, and that elementary column operations can be used as well as elementary row operations in evaluating a determinant. (The effect on the determinant of performing an elementary column operation is the same as the effect of performing the corresponding elementary row operation.) We conclude our discussion of determinant properties with a well-known result that relates determinants to the solutions of certain types of systems of linear equations.

Theorem 4.9

(Cramer’s Rule). Let Ax=b be the matrix form of a system of n linear equations in n unknowns, where x=(x1, x2, , xn)t.. If det(A)0 then this system has a unique solution, and for each k (k=1, 2, , n),

xk=det(Mk)det(A),

where Mk is the n×n matrix obtained from A by replacing column k of A by b.

Proof.

If det(A)0, then the system Ax=b has a unique solution by the corollary to Theorem 4.7 and Theorem 3.10 (p. 173). For each integer k (1kn), let ak denote the kth column of A and Xk denote the matrix obtained from the n×n identity matrix by replacing column k by x. Then by Theorem 2.13 (p. 91), AXk is the n×n matrix whose ith column is

Aei=ai   if ikandAx=b if i=k.

Thus AXk=Mk. Evaluating Xk by cofactor expansion along row k produces

det(Xk)=xk·det(In1)=xk.

Hence by Theorem 4.7,

det(Mk)=det(AXk)=det(A)·det(Xk)=det(A)·xk.

Therefore

xk=[det(A)]1·det(Mk).

Example 1

We illustrate Theorem 4.9 by using Cramer’s rule to solve the following system of linear equations:

x1+2x2+3x3=2x1+x3=3x1+x2x3=1.

The matrix form of this system of linear equations is Ax=b where

A=(123101111)andb=(231).

Because det(A)=60 Cramer’s rule applies. Using the notation of Theorem 4.9, we have

x1=det(M1)det(A)=det(223301111)det(A)=156=52,

x2=det(M2)det(A)=det(123131111)det(A)=66=1,

and

x3=det(M3)det(A)=det(122103111)det(A)=36=12.

Thus the unique solution to the given system of linear equations is

(x1, x2, x3)=(52, 1, 12).

In applications involving systems of linear equations, we sometimes need to know that there is a solution in which the unknowns are integers. In this situation, Cramer’s rule can be useful because it implies that a system of linear equations with integral coefficients has an integral solution if the determinant of its coefficient matrix is ±1. On the other hand, Cramer’s rule is not useful for computation because it requires evaluating n+1 determinants of n×n matrices to solve a system of n linear equations in n unknowns. The amount of computation to do this is far greater than that required to solve the system by the method of Gaussian elimination, which was discussed in Section 3.4. Thus Cramer’s rule is primarily of theoretical and aesthetic interest, rather than of computational value.

As in Section 4.1, it is possible to interpret the determinant of a matrix AMn×n(R) geometrically. If the rows of A are a1, a2, , an respectively, then |det(A)| is the n-dimensional volume (the generalization of area in R2 and volume in R3) of the parallelepiped having the vectors a1, a2, , an as adjacent sides. (For a proof of a more generalized result, see Jerrold E. Marsden and Michael J. Hoffman, Elementary Classical Analysis, W.H. Freeman and Company, New York, 1993, p. 524.)

Example 2

The volume of the parallelepiped having the vectors a1=(1, 2, 1), a2=(1, 0, 1), and a3=(1, 1, 1) as adjacent sides is

|det(121101111)|=6.

Note that the object in question is a rectangular parallelepiped (see Figure 4.6) with sides of lengths 6, 2, and 3.. Hence by the familiar formula for volume, its volume should be 6·2·3=6, as the determinant calculation shows.

A parallelepiped determined by three vectors in R cubed on the x y plane.

Figure 4.6: Parallelepiped determined by three vectors in R3.

In our earlier discussion of the geometric significance of the determinant formed from the vectors in an ordered basis for R2, we also saw that this determinant is positive if and only if the basis induces a right-handed coordinate system. A similar statement is true in Rn. Specifically, if γ is any ordered basis for Rn and β is the standard ordered basis for Rn, then γ induces a right-handed coordinate system if and only if det(Q)>0, where Q is the change of coordinate matrix changing γ-coordinates into β-coordinates. Thus, for instance,

γ={(110), (110), (001)}

induces a left-handed coordinate system in R3 because

det(110110001)=2<0,

whereas

γ={(120), (210), (001)}

induces a right-handed coordinate system in R3 because

det(120210001)=5>0.

More generally, if β and γ are two ordered bases for Rn then the coordinate systems induced by β and γ have the same orientation (either both are right-handed or both are left-handed) if and only if det(Q)>0, where Q is the change of coordinate matrix changing γ-coordinates into β-coordinates.

Exercises

  1. Label the following statements as true or false.

    1. (a) If E is an elementary matrix, then det(E)=±1.

    2. (b) For any A, BMn×n(F), det(AB)=det(A)·det(B).

    3. (c) A matrix MMn×n(F) is invertible if and only if det(M)=0.

    4. (d) A matrix MMn×n(F) has rank n if and only if det(M)0.

    5. (e) For any AMn×n(F), det(At)=det(A).

    6. (f) The determinant of a square matrix can be evaluated by cofactor expansion along any column.

    7. (g) Every system of n linear equations in n unknowns can be solved by Cramer’s rule.

    8. (h) Let Ax=b be the matrix form of a system of n linear equations in n unknowns, where x=(x1, x2, , xn)t If det(A)0 and if Mk is the n×n matrix obtained from A by replacing row k of A by bt then the unique solution of Ax=b is

      xk=det(Mk)det(A)       for  k=1, 2, , n.

In Exercises 2-7, use Cramer’s rule to solve the given system of linear equations.

  1. a11x1+a12x2=b1a21x1+a22x2=b2

    where a11a22a12a210

  2. 2x1+x23x3=5x12x2+x3=103x1+4x22x3=0

  3. 2x1+x23x3=1x12x2+x3=03x1+4x22x3=5

  4. x1x2+4x3=48x1+3x2+x3=82x1x2+x3=0

  5. x1x2+4x3=28x1+3x2+x3=02x1x2+x3=6

  6. 3x1+x2+x3=42x1x2=12x1+2x2+x3=8

  7. Use Theorem 4.8 to prove a result analogous to Theorem 4.3 (p. 212), but for columns.

  8. Prove that an upper triangular n×n matrix is invertible if and only if all its diagonal entries are nonzero.

  9. A matrix MMn×n(F) is called nilpotent if, for some positive integer k, Mk=O, where O is the n×n zero matrix. Prove that if M is nilpotent, then det(M)=0.

  10. A matrix MMn×n(C) is called skew-symmetric if Mt=M. Prove that if M is skew-symmetric and n is odd, then M is not invertible. What happens if n is even?

  11. A matrix QMn×n(R) is called orthogonal if QQt=I. Prove that if Q is orthogonal, then det(Q)=±1.

  12. For MMn×n(C), let M¯ be the matrix such that (M¯)ij=Mij¯ for all i, j, where Mij¯ is the complex conjugate of Mij.

    1. (a) Prove that det(M¯)=det(M)¯.

    2. (b) A matrix QMn×n(C) is called unitary if QQ*=I, where Q*=Qt¯. Prove that if Q is a unitary matrix, then |det(Q)|=1.

  13. Let β={u1, u2, , un} be a subset of Fn containing n distinct vectors, and let B be the matrix in Mn×n(F) having uj as column j. Prove that β is a basis for Fn if and only if det(B)0.

  14. Prove that if A, BMn×n(F) are similar, then det(A)=det(B).

  15. Use determinants to prove that if A, BMn×n(F) are such that AB=I, then A is invertible (and hence B=A1).

  16. Let A, BMn×n(F) be such that AB=BA. Prove that if n is odd and F is not a field of characteristic two, then A or B is not invertible.

  17. Complete the proof of Theorem 4.7 by showing that if A is an elementary matrix of type 2 or type 3, then (AB)=det(A)·det(B).

  18. A matrix AMn×n(F) is called lower triangular if Aij=0 for 1i<jn. Suppose that A is a lower triangular matrix. Describe det(A) in terms of the entries of A.

  19. Suppose that MMn×n(F) can be written in the form

    M=(ABOI),

    where A is a square matrix. Prove that det(M)=det(A).

  20. Prove that if MMn×n(F) can be written in the form

    M=(ABOC),

    where A and C are square matrices, then det(M)=det(A)·det(C). Visit goo.gl/4sG3iv for a solution.

  21. Let T: Pn(F)Fn+1 be the linear transformation defined in Exercise 22 of Section 2.4 by T(f)=(f(c0), f(c1), , f(cn)), where c0, c1, , cn are distinct scalars in an infinite field F. Let β be the standard ordered basis for Pn(F) and γ be the standard ordered basis for Fn+1.

    1. (a) Show that M=[T]βγ has the form

      (1c0c02c0n1c1c12c1n1cncn2cnn).

      A matrix with this form is called a Vandermonde matrix.

    2. (b) Use Exercise 22 of Section 2.4 to prove that det(M)0.

    3. (c) Prove that

      det(M)=0i<jn(cjci),

      the product of all terms of the form cjci for 0ijn.

  22. Let AMn×n(F) be nonzero. For any (1mn), an m×m submatrix is obtained by deleting any nm rows and any nm columns of A.

    1. (a) Let (1kn) denote the largest integer such that some k×k submatrix has a nonzero determinant. Prove that rank(A)=k.

    2. (b) Conversely, suppose that rank(A)=k. Prove that there exists a k×k submatrix with a nonzero determinant.

  23. Let AMn×n(F) have the form

    A=(0000a01000a10100a20001an1).

    Compute det(A+tI) where I is the n×n identity matrix.

  24. Let cjk denote the cofactor of the row j, column k entry of the matrix AMn×n(F).

    1. (a) Prove that if B is the matrix obtained from A by replacing column k by ej then det(B)=cjk.

    2. (b) Show that for 1jn, we have

      A(cj1cj2cjn)=det(A)·ej.

      Hint: Apply Cramer’s rule to Ax=ej.

    3. (c) Deduce that if C is the n×n matrix such that Cij=cji, then AC=[det(A)]I.

    4. (d) Show that if det(A)0, then A1=[det(A)]1C.

The following definition is used in Exercises 26-27.

Definition.

The classical adjoint of a square matrix A is the transpose of the matrix whose ij-entry is the ij-cofactor of A.

  1. Find the classical adjoint of each of the following matrices.

    1. (A11A12A21A22)

    2. (400040004)

    3. (400020005)

    4. (367048005)

    5. (1i0043i02i1+4i1)

    6. (714630352)

    7. (125803461)

    8. (32+i01+i0i0132i)

  2. Let C be the classical adjoint of AMn×n(F). Prove the following statements.

    1. det(C)=[det(A)]n1.

    2. Ct is the classical adjoint of At.

    3. If A is an invertible upper triangular matrix, then C and A1 are both upper triangular matrices.

  3. Let y1, y2, , yn be linearly independent functions in C. For each yC, define T(y)C by

    [T(y)](t)=det(y(t)y1(t)y2(t)yn(t)y(t)y1(t)y2(t)yn(t)y(n)(t)y1(n)(t)y2(n)(t)yn(n)(t)).

    The preceding determinant is called the Wronskian of y, y1, , yn.

    1. Prove that T: CC is a linear transformation.

    2. Prove that N(T) contains span({y1, y2, , yn}).

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