For square matrices we define a useful quantity called the determinant. We define the determinant of a \(1 \times 1\) matrix as the value of its only entry
\begin{equation*}
\det \left(
\begin{bmatrix}
a
\end{bmatrix}
\right)
\overset{\text{def}}{=}
a .
\end{equation*}
For a \(2 \times 2\) matrix we define
\begin{equation*}
\det \left(
\begin{bmatrix}
a & b \\
c & d
\end{bmatrix}
\right)
\overset{\text{def}}{=}
ad-bc .
\end{equation*}
Before defining the determinant for larger matrices, we note the meaning of the determinant. An \(n \times n\) matrix gives a mapping of the \(n\)-dimensional euclidean space \({\mathbb{R}}^n\) to itself. In particular, a \(2 \times 2\) matrix \(A\) is a mapping of the plane to itself. The determinant of \(A\) is the factor by which the area of objects changes. If we take the unit square (square of side 1) in the plane, then \(A\) takes the square to a parallelogram of area \(\lvert\det(A)\rvert\text{.}\) The sign of \(\det(A)\) denotes a change of orientation (negative if the axes get flipped). For example, let
Then \(\det(A) = 1+1 = 2\text{.}\) Let us see where \(A\) sends the unit square with vertices \((0,0)\text{,}\)\((1,0)\text{,}\)\((0,1)\text{,}\) and \((1,1)\text{.}\) The point \((0,0)\) gets sent to \((0,0)\text{.}\)
The image of the square is another square with vertices \((0,0)\text{,}\)\((1,-1)\text{,}\)\((1,1)\text{,}\) and \((2,0)\text{.}\) The image square has a side of length \(\sqrt{2}\) and is therefore of area 2. See FigureΒ 3.4.1.
In general the image of a square is going to be a paralellogram. In high school geometry, you may have seen a formula for computing the area of a parallelogram with vertices \((0,0)\text{,}\)\((a,c)\text{,}\)\((b,d)\) and \((a+b,c+d)\text{.}\) The area is
\begin{equation*}
\left\lvert \, \det \left(
\begin{bmatrix} a & b \\ c & d \end{bmatrix}
\right) \, \right\lvert
=
\lvert
a d - b c
\rvert
.
\end{equation*}
The vertical lines above mean absolute value. The matrix \(\left[ \begin{smallmatrix} a & b \\ c & d \end{smallmatrix}
\right]\) carries the unit square to the given parallelogram.
There are a number of ways to define the determinant for an \(n \times n\) matrix. Let us use the so-called cofactor expansion. We define \(A_{ij}\) as the matrix \(A\) with the \(i^{\text{th}}\) row and the \(j^{\text{th}}\) column deleted. For example,
It is sometimes useful to use a row other than the first. In the following example it is more convenient to expand along the second row. Notice that for the second row we are starting with a negative sign.
In computing the determinant, we alternately add and subtract the determinants of the submatrices \(A_{ij}\) multiplied by \(a_{ij}\) for a fixed \(i\) and all \(j\text{.}\) The numbers \({(-1)}^{i+j}\det(A_{ij})\) are called cofactors of the matrix. And that is why this method of computing the determinant is called the cofactor expansion.
The determinant for triangular matrices is very simple to compute. Consider the lower triangular matrix. If we expand along the first row, we find that the determinant is 1 times the determinant of the lower triangular matrix \(\left[ \begin{smallmatrix} 5 & 0 \\ 8 & 9
\end{smallmatrix} \right]\text{.}\) So the deteriminant is just the product of the diagonal entries:
Another way that we can compute determinants is by using row reduction. Since the row echelon form is a diagonal matrix, this will make it easy to compute the determinant using the product of the diagonal entries. However, we need to know how the determinant is affected by elementary row operations.
If \(B\) is obtained from \(A\) by multiplying a row (or column) by a non-zero number \(r\) and adding the result to another row, then \(\det(B) = \det(A)\text{.}\)
The proof of each of these facts comes from the cofactor expansion of the determinant.
Assume that \(B\) is obtained by interchanging the first and second row of \(A\text{.}\) We will use cofactor expansion along the first row to find the determinant of \(A\text{,}\) and the second row for the determinant of \(B\text{.}\) We get that
However, since the second row of \(B\) is the first row of \(A\text{,}\) we know that \(b_{2j} = a_{1j}\) for all \(j\text{.}\) In addition, this swap means that we also have that \(B_{2j} = A_{1j}\) for each of the cofactors in this expansion. All of these cofactor matrices are made up of the second through last rows of \(A\text{,}\) with the appropriate columns removed at each step.
Therefore, the only difference between these two formulas is that the \(A\) formula starts with \((-1)^{1+j}\) and the \(B\) formula starts with \((-1)^{2+j}\text{.}\) Thus, \(\det(B)\) will have an additional factor of \(-1\) in it, giving the desired result.
The exact same process works for swapping any two adjacent rows of the matrix, giving that this also provides a \(-1\) in the computation of the determinant. For non-adjacent rows, we use the fact that to any swap of non-adjacent rows of a matrix requires an odd number of adjacent row swaps. For example, if we want to swap rows \(1\) and \(3\text{,}\) we can swap row 1 with row 2, then row 2 with row 3, and finally swap row 1 with row 2 again. This will put the first row in the third spot and the third row up in the first slot. Since each of these adjacent switches adds a minus sign, doing an odd number of switches still results in adding a single minus sign to the computation of the determinant.
Assume that we want to multiply the \(k\)th row of \(A\) by the number \(r\) to get \(B\text{.}\) We use cofactor expansion along this same \(k\)th row to find the determinant of each matrix. We get that
However, the minor \(B_{kj}\) ignores the \(k\)th row of the matrix \(B\text{,}\) so the minors are identical to those of \(A\text{.}\) Thus, we have that
Assume that \(B\) is formed by adding \(r\) copies of the \(k\)th row of \(A\) to the \(i\)th row. Since the \(i\)th row is the one being changed, we will use cofactor expansion there to compute each determinant. We get that
where we have replaced the minors of \(B\) by the minors of \(A\) because they ignore the \(i\)th row, which is the only thing that has changed. We can now split the determinant of \(B\) into two parts
The first of these is the determinant of the matrix \(A\text{.}\) The second is the determinant of a new matrix that we will call \(C\text{.}\)\(C\) is the same as the matrix \(A\text{,}\) except that we have replaced the \(i\)th row of \(A\) by \(r\) times the \(k\)th row of \(A\text{.}\) Thus, the \(i\)th row of this matrix \(C\) is a multiple of the \(k\)th row. This means that the rows of \(C\) are not linearly independent. By TheoremΒ 3.4.7 coming up later (donβt worry, it does not depend on this result), this tells us that the determinant of \(C\) is zero. Therefore
These correspond to the three elementary row operations that we use to row reduce matrices. In order to use this to compute determinants, we need to keep track of each of these operations and how the determinant changes at each step.
We will go through the process of row reduction to find the determinant. We need to keep track of each time that we swap rows (to add a minus sign) and that we multiply a row by a constant (to factor in that constant). Throughout this process, we will use \(A\) to refer to the initial matrix
The next step of row reduction will be to use the 1 in the top left to cancel out the \(-3\) and \(-2\) below it. Part (c) in says that this doesnβt change the determinant. Therefore, the row reduction gives
The determinant is telling you how geometric objects scale. If \(B\) doubles the sizes of geometric objects and \(A\) triples them, then \(AB\) (which applies \(B\) to an object and then it applies \(A\)) should make size go up by a factor of \(6\text{.}\) This is true in general:
This property is one of the most useful, and it is employed often to actually compute determinants. A particularly interesting consequence is to note what it means for existence of inverses. Take \(A\) and \(B\) to be inverses, that is \(AB=I\text{.}\) Then
Neither \(\det(A)\) nor \(\det(B)\) can be zero. This fact is an extremely useful property of the determinant, and one which is used often in this book:
Let us return to the formula for the inverse of a \(2 \times 2\) matrix:
\begin{equation*}
\begin{bmatrix}
a & b \\
c & d
\end{bmatrix}^{-1}
=
\frac{1}{ad-bc}
\begin{bmatrix}
d & -b \\
-c & a
\end{bmatrix} .
\end{equation*}
Notice the determinant of the matrix \([\begin{smallmatrix}a&b\\c&d\end{smallmatrix}]\) in the denominator of the fraction. The formula only works if the determinant is nonzero, otherwise we are dividing by zero.
A common notation for the determinant is a pair of vertical lines:
\begin{equation*}
\begin{vmatrix}
a & b \\
c & d
\end{vmatrix}
=
\det \left(
\begin{bmatrix}
a & b \\
c & d
\end{bmatrix}
\right) .
\end{equation*}
Personally, I find this notation confusing as vertical lines usually mean a positive quantity, while determinants can be negative. Also think about how to write the absolute value of a determinant. This notation is not used in this book.
With this discussion of determinants complete, we can now state a major theorem from linear algebra that will help us here and when we get back to solving differential equations using this linear algebra. In a full course on linear algebra, this theorem would be covered in full detail, including all of the proofs. For this introduction, we give some idea as to why everything is true here, but not all of the details.
Note: This is an example of an equivalence theorem, which is fairly common in mathematics. It means that if any one of the statements are true, then we know that all of the others are true as well. It means itβs harder to prove, but once we have such a theorem, it is very powerful in how we can use it going forward.
Why is all of this true? For (a) and (b), we have Theorem TheoremΒ 3.4.6 to say that they are equivalent. For (c), if \(A\) is invertible, then the unique solution to \(A\vec{x} = \vec{b}\) is \(\vec{x} = A^{-1}\vec{b}\text{.}\) If we take \(\vec{b} = \vec{0}\) here, we get (d), that the solution is \(\vec{x} = A^{-1}\vec{0} = \vec{0}\text{.}\) This means that reducing the system of equations \(A\vec{x} = 0\) gives \(x_1 = 0\text{,}\)\(x_2 = 0\text{,}\) ..., \(x_n = 0\text{,}\) which means the reduced row echelon form of \(A\) is just the identity matrix, which is (e). Finally, this means that every column is a pivot column, so that all of the columns are linearly independent, giving (f).
This is a massive theorem that forms most of the backbone of linear algebra. We will only be using a few parts of it later and we can also add some other parts to it with different definitions from linear algebra, but since we have seen all of these components, it is nice to see them all put together into one complete statement.
using row reduction. What does this say about the solutions to \(A\vec{x} = \left[ \begin{smallmatrix} 1 \\ 0 \\ -1 \\ 1 \end{smallmatrix} \right]\text{.}\)
Let \(A = LU\text{.}\) Compute \(\det(A)\) in a simple way, without computing what is \(A\text{.}\) Hint: First read off \(\det(L)\) and \(\det(U)\text{.}\)
Consider the linear mapping from \({\mathbb R}^2\) to \({\mathbb R}^2\) given by the matrix \(A = \left[ \begin{smallmatrix}
1 & x \\
2 & 1
\end{smallmatrix} \right]\) for some number \(x\text{.}\) You wish to make \(A\) such that it doubles the area of every geometric figure. What are the possibilities for \(x\) (there are two answers).
Find all the \(x\) so that the matrix inverse \(A(x)^{-1}\) has only integer entries (no fractions). (You should get more answers here than the previous part.)
Suppose \(A\) and \(S\) are \(n \times n\) matrices, and \(S\) is invertible. Suppose that \(\det(A) = 3\text{.}\) Compute \(\det(S^{-1}AS)\) and \(\det(SAS^{-1})\text{.}\) Justify your answer using the theorems in this section.
Let \(A\) be an \(n \times n\) matrix such that \(\det(A)=1\text{.}\) Compute \(\det(x A)\) given a number \(x\text{.}\)[2] Hint: First try computing \(\det(xI)\text{,}\) then note that \(xA = (xI)A\text{.}\)