In this section, we'll derive some properties of determinants. Two key results: The determinant of a matrix is equal to the determinant of its transpose, and the determinant of a product of two matrices is equal to the product of their determinants.
We'll also derive a formula involving the adjugate of a matrix. We'll use it to give a formula for the inverse of a matrix, and to derive Cramer's rule, a method for solving some systems of linear equations.
The first result is a corollary of the permutation formula for determinants which we derived earlier.
    Corollary. Let R be a commutative ring with
   identity, and let 
 . Then 
 .
    Proof. We'll use the permutation formula for
   the determinant, beginning with the determinant of 
 .
   In the fourth equality, I went from summing over 
 in 
 to 
 in 
 . This is valid
   because permutations are bijective functions, so they have inverse
   functions which are also permutations. So summing over all
   permutations in 
 is the same as summing over all
   their inverses in 
 --- you will get the
   same terms in the sum, just in a different order.
   I got the next-to-the-last equality by letting 
 . This just makes it easier to
   recognize the next-to-last expression as the permutation formula for
   
 .
    Remark. We've used row operations as an aid to
   computing determinants. Since the rows of A are the columns of 
 and vice versa, the Corollary implies that you can
   also use column operations to compute determinants. The allowable
   operations are swapping two columns, multiplying a column by a
   number, and adding a multiple of a column to another column. They
   have the same effects on the determinant as the corresponding row
   operations.
This also means that you can compute determinants using cofactors of rows as well as columns.
   In proving the uniqueness of determinant functions, we showed that if
   D is a function on 
 matrices which is
   alternating and linear on the rows, then 
 . We will use this to prove the
   product rule for determinants.
    Theorem. Let R be a commutative ring with
   identity, and let 
 . Then 
 .
Proof. Fix B, and define
I will show that D is alternating and linear, then apply a result I derived in showing uniqueness of determinant functions.
   Let 
 denote the i-th row of A. Then
   Now 
 is alternating, so interchanging two rows
   in the determinant above multiplies 
 by -1. Hence, D is alternating.
Next, I'll show that D is linear:
This proves that D is linear in each row.
   Since D is a function on 
 which is
   alternating and linear in the rows, the result I mentioned earlier
   shows
   But 
 and 
 , so we get
In other words, the determinant of a product is the product of the determinants. A similar result holds for powers.
    Corollary. Let R be a commutative ring with
   identity, and let 
 . Then for every
   
 ,
    Proof. This follows from the previous result
   using induction. The result is obvious for 
 and 
 (note that 
 , the identity matrix), and the case 
 follows from the previous result if we take 
 .
   Suppose the result is true for m, so 
 . We need to show that the result holds for
   
 . We have
   We used the case 
 to get the second equality,
   and the induction assumption was used to get the third equality. This
   proves the result for 
 , so it holds for
   all 
 by induction.
While the determinant of a product is the product of the determinants, the determinant of a sum is not necessarily the sum of the determinants.
    Example. Give a specific example of 
 real matrices A and B for which 
 .
But
The rule for products gives us an easy criterion for the invertibility of a matrix. First, I'll prove the result in the special case where the entries of the matrix are elements of a field.
    Theorem. Let F be a field, and let 
 .
   A is invertible if and only if 
 .
Proof. If A is invertible, then
   This equation implies that 
 (since 
 would yield "
 ").
   Conversely, suppose that 
 . Suppose that A
   row reduces to the row reduced echelon matrix R, and consider the
   effect of elementary row operations on 
 . Swapping two rows multiplies the determinant by -1.
   Adding a multiple of a row to another row leaves the determinant
   unchanged. And multiplying a row by a nonzero number
   multiplies the determinant by that nonzero number. Clearly,
   no row operation will make the determinant 0 if it was nonzero to
   begin with. Since 
 , it follows that 
 .
   Since R is a row reduced echelon matrix with nonzero determinant, it
   can't have any all-zero rows. An 
 row reduced echelon matrix with no all-zero
   rows must be the identity, so 
 . Since A row reduces to the identity, A is
   invertible.
    Corollary. Let F be a field, and let 
 . If A is invertible, then
    Proof. I showed in proving the theorem that
   
 , so 
 .
We'll see below what happens if we have a commutative ring with identity instead of a field.
The next example uses the determinant properties we've derived.
    Example. Suppose A, B, and C are 
 matrices over 
 , and
   Compute 
 .
   We have 
 and 
 . Using the
   product rule for determinants,
    Definition. Let R be a commutative ring with
   identity. Matrices 
 are  similar if there is an invertible matrix 
 such that 
 .
Similar matrices come up in many places, for instance in changing bases for vector spaces.
    Corollary. Let R be a commutative ring with
   identity. Similar matrices in 
 have equal determinants.
    Proof. Suppose A and B are similar, so 
 for some invertible matrix P. Then
   In the third equality, I used the fact that 
 and 
 are numbers --- elements of the ring R ---
   and multiplication in R is commutative. That allows me to commute
   
 and 
 .
    Definition. Let R be a commutative ring with
   identity, and let 
 . The  adjugate 
 is the matrix whose
   i-j-th entry is
   In other words, 
 is the transpose of the matrix
   of cofactors.
    Remark. In the past, 
 was referred to as the 
   adjoint, or the  classical adjoint. But
   the term "adjoint" is now used to refer to something else:
   The  conjugate transpose, which we'll see when
   we discuss the  spectral theorem. So the term
   "adjugate" has come to replace it for the matrix defined
   above. One advantage of the word "adjugate" is that you can
   use the same abbreviation "adj" as was used for
   "adjoint"!
Example. Compute the adjugate of
First, I'll compute the cofactors. The first line shows the cofactors of the first row, the second line the cofactors of the second row, and the third line the cofactors of the third row.
The adjugate is the transpose of the matrix of cofactors:
The next result shows that adjugates and tranposes can be interchanged: The adjugate of the transpose equals the transpose of the adjugate.
    Proposition. Let R be a commutative ring with
   identity, and let 
 . Then
    Proof. Consider the 
 elements of the matrices on the two sides
   of the equation.
   The signs 
 and 
 are the same; what about the other terms?
   
 is the determinant of the matrix
   formed by deleting the 
 row and the
   
 column from A. And 
 is the determinant of the matrix formed by
   deleting the 
 row and 
 column from 
 . But the 
 row of A is the
   
 column of 
 , and the 
 column of A is
   the 
 row of 
 . So the two matrices that remain after these
   deletions are transposes of one another, and hence they have the same
   determinant. Thus, 
 . Hence, 
 .
The next theorem is very important, but the proof is a little tricky. So I'll discuss the main point in the proof first by giving an example.
   Suppose we compute the following determinant over 
 using expansion by cofactors on the 
 row:
   As usual, I multiplied the cofactors of the 
 row by the elements of the 
 row.
   Now suppose I make a mistake: I multiply the cofactors of the 
 row by elements of the 
 row (which are 1, 2, 4). Here's what I get:
   Or suppose I multiply the cofactors of the 
 row by elements of the 
 row (which are 1, -1, 0). Here's what I
   get:
These examples suggest that if I try to do a cofactor expansion by using the cofactors of one row multiplied by the elements from another row, I get 0. It turns out that this is true in general, and is the key step in the next proof.
    Theorem. Let R be a commutative ring with
   identity, and let 
 . Then
Proof. This proof is a little tricky, so you may want to skip it for now.
   We expand 
 by cofactors of row i:
   First, suppose 
 . Construct a new matrix B by
   replacing row k of A with row i of A. Thus, the elements of B are the
   same as those of A, except that B's row k duplicates A's row i.
In symbols,
   Suppose we compute 
 by expanding by
   cofactors of row k. We get
   Why is 
 ? To compute
   
 , you delete row k and column j
   from B. To compute 
 , you delete
   row k and column j from A. But A and B only differ in row k, which is
   being deleted in both cases. Hence, 
 .
On the other hand, B has two equal rows --- its row i and row k are both equal to row i of A --- so the determinant of B is 0. Hence,
   This is the point we illustrated prior to stating the theorem: if you
   do a cofactor expansion by using the cofactors of one row multiplied
   by the elements from another row, you get 0. The last equation is
   what we get for 
 . In case 
 , we just get the cofactor expansion for 
 :
We can combine the two equations into one using the Kronecker delta function:
   Remember that 
 if 
 , and 
 if 
 . These are the two cases above.
   Interpret this equation as a matrix equation, where the two sides
   represent the 
 -th entries of their
   respective matrices. What are the respective matrices? Since
   
 is the 
 -th entry of the identity matrix, the right
   side is the 
 -th entry of 
 .
   The left side is the 
 -th entry of 
 , because
Therefore,
I can use the theorem to obtain an important corollary. I already know that a matrix over a field is invertible if and only if its determinant is nonzero. The next result explains what happens over a commutative ring with identity, and also provides a formula for the inverse of a matrix.
    Corollary. Let R be a commutative ring with
   identity. A matrix 
 is invertible if and
   only if 
 is invertible in R, in which case
    Proof. First, suppose A is invertible. Then
   
 , so
   Therefore, 
 is invertible in R.
   Since 
 is invertible, I can take the equation 
 and multiply by 
 to get
   This implies that 
   .
   Conversely, suppose 
 is invertible in R. As
   before, I get
   Again, this implies that 
   , so A is invertible.
   As a special case, we get the formula for the inverse of a 
 matrix.
    Corollary. Let R be a commutative ring with
   identity. Suppose 
 , and 
 is invertible in R. Then
Proof.
   Hence, the result follows from the adjugate formula.
   To see the difference between the general case of a commutative ring
   with identity and a field, consider the following matrices over 
 :
In the first case,
   2 is not invertible in 
 --- do you know
   how to prove it? Hence, even though the determinant is nonzero, the
   matrix is not invertible.
   5 is invertible in 
 --- in fact,
   
 . Hence, the second matrix is
   invertible. You can find the inverse using the formula in the last
   corollary.
   The adjugate formula can be used to find the inverse of a matrix.
   It's not very good for big matrices from a computational point of
   view: The usual row reduction algorithm uses fewer steps. However,
   it's not too bad for small matrices --- say 
 or smaller.
Example. Compute the inverse of the following real matrix using the adjugate formula.
First, I'll compute the cofactors. The first line shows the cofactors of the first row, the second line the cofactors of the second row, and the third line the cofactors of the third row. I'm showing the "checkerboard" pattern of pluses and minuses as well.
The adjugate is the transpose of the matrix of cofactors:
   I'll let you show that 
 . So I have
   Another consequence of the formula 
 is  Cramer's
   rule, which gives a formula for the solution of a system of
   linear equations.
    Corollary. ( Cramer's
   rule) If A is an invertible 
 matrix, the unique solution to 
 is given by
   Here 
 is the matrix obtained from A by replacing
   its i-th column by y.
Proof.
Hence,
   But the last sum is a cofactor expansion of A along column i, where
   instead of the elements of A's column i I'm using the components of
   y. This is exactly 
 .
    Example. Use Cramer's Rule to solve the
   following system over 
 :
In matrix form, this is
   I replace the successive columns of the coefficient matrix with 
 , in each case computing the determinant of
   the resulting matrix and dividing by the determinant of the
   coefficient matrix:
   This looks pretty simple, doesn't it? But notice that you need to
   compute four 
 determinants to
   do this (and I didn't write out the work for those computations!). It
   becomes more expensive to solve systems this way as the matrices get
   larger.
As with the adjugate formula for the inverse of a matrix, Cramer's rule is not computationally efficient: It's better to use row reduction to solve large systems. Cramer's rule is not too bad for solving systems of two linear equations in two variables; for anything larger, you're probably better off using row reduction.
Copyright 2022 by Bruce Ikenaga