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