5.4Determinants and invertibility
Corollary 5.1.18 says that a matrix that is not invertible has determinant . This section proves the converse, so that exactly when is invertible. The converse cannot follow from multilinearity and alternation alone, since the zero function has both properties, so the proof has to use normalization. Normalization only tells us that , and we get from to an arbitrary invertible matrix by multiplying by elementary matrices (Theorem 3.5.19). So we first work out what one elementary matrix does to the determinant, and then build up. The same analysis proves
5.4.1Elementary matrices
Recall the elementary matrices (Definition 3.2.2). For , swaps rows and of ; for , scales row of by ; and adds times row of to row , so it is with an extra entry in position . Multiplying by on the left performs the row operation (Proposition 3.2.7). Multiplying on the right performs a column operation (Proposition 3.2.28): is with columns and swapped, is with column scaled by , and is with times column added to column .
Intuition (Why columns first). Our axioms are statements about columns, and Section 5.1 already found the effect of each column operation on a multilinear alternating function. A swap negates it (Proposition 5.1.10), scaling a column by multiplies it by (multilinearity), and adding a multiple of one column to another does not change it (Lemma 5.1.8). So the products we can handle now are the products , in which acts on the columns of . The products , which act on rows, have to wait for the product formula (Theorem 5.4.10), and the row versions of the axioms for (Theorem 5.4.14).
The lecture passes between the two kinds of products with a trick worth remembering. By Proposition 2.4.23, . Here performs a row operation on , whose rows are the columns of , and the outer transpose turns these rows back into columns. This is the first proof of Proposition 3.2.28.
Uses. Definition 3.2.2 (Elementary matrices), Definition 5.1.1 (Determinant function), Proposition 5.1.10 (Alternating implies antisymmetric)
Write for the columns of .
Swaps. Swapping rows and of moves the in position to position and the in position to position , and changes nothing else. So column of is , column is , and every other column is . That is, is with columns and interchanged, and
Scalings. is with column replaced by . By linearity in column ,
Replacements. is with an extra entry in position , so its column is and its other columns are those of . Let be with column replaced by . By linearity in column ,
since columns and of are both , and is alternating.
Finally, because , and for a scaling, so all three values are nonzero. □
Over these values are the signed areas observed in Section 3.2.6: a shear keeps the area of the unit square, the stretch multiplies its signed area by (reflecting it when ), and the swap keeps the area but reverses orientation.
Uses. Proposition 3.2.28 (Column operations are right multiplications), Proposition 5.1.10 (Alternating implies antisymmetric), Lemma 5.1.8 (Column replacement), Definition 5.1.1 (Determinant function), Proposition 5.4.1 (Determinants of elementary matrices)
We consider the three types in turn, using Proposition 3.2.28 to describe and Proposition 5.4.1 for .
Swaps. is with columns and interchanged, so by Proposition 5.1.10,
Scalings. is with column multiplied by , so by linearity in column ,
Replacements. is with times column added to column , where . By Lemma 5.1.8,
□
Corollary 5.4.4 (Products of elementary matrices). Let , and let
In particular,
Uses. Lemma 5.4.2 (Multiplying by an elementary matrix), Proposition 5.4.1 (Determinants of elementary matrices), Proposition 1.1.17 (No zero divisors), induction on
We induct on . For the product of elementary matrices is empty, that is, equal to , and both sides equal . For , apply Lemma 5.4.2 to the matrix and to , and then the induction hypothesis:
Taking gives
Uses. Proposition 5.4.1 (Determinants of elementary matrices), Corollary 5.4.4 (Products of elementary matrices), Proposition 3.2.28 (Column operations are right multiplications), Remark 3.2.29 (One matrix, two operations)
swaps, scales by , and is a replacement, so by Corollary 5.4.4 and Proposition 5.4.1,
and
5.4.2Invertibility
We can now carry out the plan from the beginning of the section. The idea of building every invertible matrix out of elementary ones is used several times in this section, so we name it.
Technique 5.4.6 (Reduce to elementary matrices). Every invertible matrix is a product of elementary matrices (Theorem 3.5.19). So to prove a statement about all invertible matrices, it is often enough to
- prove it for the three types of elementary matrices, by a direct computation; and
- show that it survives multiplication: if it holds for and is elementary, then it holds for (or for ).
Induction on the number of factors then gives the statement for every invertible matrix. A statement about all square matrices needs a separate argument for the matrices that are not invertible. Often both sides of the claimed identity are there. Otherwise, write (Theorem 3.3.10) and use that has a zero row.
Reach for it when a statement involves products, inverses, or transposes, and is easy to check on elementary matrices, which differ from in at most four entries. The fullest example is the first proof of Theorem 5.4.10; the first proof of Theorem 5.4.14 has the same shape. Remember the case split: a matrix that is not invertible is never a product of elementary matrices, since such products are invertible (Corollary 3.2.11). Forgetting this is a common error (Exercise 5.4.35).
Used in 9 places and 2 practice exercises
Corollary 3.5.22, Exercise 3.6.10, Problem 3.7, Theorem 5.4.7, Theorem 5.4.10, Theorem 5.4.14, Exercise 5.4.35, Exercise 5.4.49, Exercise 5.6.11; 2 practice exercises.
- (I) is invertible.
- (II).
Uses. Corollary 5.1.18 (Non-invertible matrices), Theorem 3.5.19 (Invertible matrices are products of elementary matrices), Corollary 5.4.4 (Products of elementary matrices)
Techniques. Reduce to elementary matrices (Technique 5.4.6), Contrapositive (Technique 1.5.4)
(II) (I). We prove the contrapositive. If is not invertible, then by Corollary 5.1.18.
(I) (II). Suppose is invertible. By Theorem 3.5.19 there are elementary matrices with . By Corollary 5.4.4,
The two directions use different axioms. (II) (I) used only multilinearity and alternation. (I) (II) used normalization, through the computation
- (a).
- (b) is not invertible.
- (c)The columns of are linearly dependent.
- (d) for some nonzero .
Uses. Theorem 5.4.7 (Invertibility and the determinant), Corollary 3.5.25 (The invertible matrix theorem), Theorem 3.5.12 (First Fundamental Theorem, completed), Definition 2.3.8 (Matrix–vector product), Theorem 1.5.5 (Independence is decided at zero)
For , the implication (c) (a) is Proposition 5.1.17, which holds for every multilinear alternating function. The implication (a) (c) is the converse that Exercise 5.1.22 warned about, and it needed normalization. Together with Proposition 5.3.19, the corollary also says that is invertible for all but at most scalars , and that the exceptional are exactly the roots of . Their negatives reappear as eigenvalues in Section 7.3.
Uses. Corollary 5.3.9 (Rule of Sarrus), Theorem 5.4.7 (Invertibility and the determinant)
The diagonals running down to the right have products , , and , and those running up to the right have products , , and . So by Corollary 5.3.9, and by Theorem 5.4.7, is invertible exactly when .
Over , exactly for , so is invertible for all other . Over there is no solution, since would give with rational; so is always invertible. Over , , so , and for . So is never , and is always invertible. Over , , so means , that is, or . So is invertible exactly when .
5.4.3The product formula
Theorem 5.4.10 (Multiplicativity). For all ,
Proof (by factoring into elementary matrices).
Uses. Theorem 3.5.19 (Invertible matrices are products of elementary matrices), Corollary 5.4.4 (Products of elementary matrices), Theorem 5.4.7 (Invertibility and the determinant), Theorem 3.5.23 (One-sided inverses of square matrices)
Techniques. Reduce to elementary matrices (Technique 5.4.6)
Case 1: is invertible. By Theorem 3.5.19, for some elementary matrices . Applying Corollary 5.4.4 first to and then to ,
Case 2: is not invertible. Then by Theorem 5.4.7, so the right side is . We show that is not invertible, so that the left side is as well. Suppose instead that has an inverse . Then
The lecture splits into cases according to whether and are both invertible, and factors both. Since Corollary 5.4.4 allows any matrix on the left, only needs to be factored. The second proof avoids factoring altogether. It rests on a move that was already used for block-diagonal matrices in Proposition 5.3.17.
Technique 5.4.11 (Recognize the determinant by its axioms). By Theorem 5.3.4, every multilinear alternating function equals . So to prove an identity of the form , where is some expression built from , check two things about as a function of the columns of : that it is linear in each column, and that it vanishes when two columns are equal. Then evaluate at to find . No formula for and no case analysis is needed.
Reach for it when an expression is visibly linear in each column of a matrix: for a fixed , for a fixed , or a function of vectors in a space with a basis. The canonical example is the second proof of Theorem 5.4.10. The same move proved Proposition 5.3.17, and Section 13.4 uses it to define the determinant of an operator without choosing a basis.
Used in 4 places
Theorem 5.4.10, Exercise 5.6.8, Problem 5.2, Proposition 7.3.2.
Proof of Theorem 5.4.10 (by uniqueness).
Uses. Theorem 5.3.4 (Existence and uniqueness of the determinant), Definition 2.4.1 (Matrix product), Proposition 2.3.13 (Linearity of the product), Proposition 2.1.17 (Compositions of linear maps are linear), Definition 5.1.1 (Determinant function)
Techniques. Recognize the determinant by its axioms (Technique 5.4.11)
Fix , and define by . By Definition 2.4.1, column of is , so
Multilinear. Fix and all columns of except the -th. Then , with in column , is the composite of , which is linear (Proposition 2.3.13), and the map that puts a vector in column of the matrix with columns () and takes , which is linear because is linear in column . So it is linear by Proposition 2.1.17.
Alternating. If for some , then , so has two equal columns and .
By Theorem 5.3.4,
For the second proof is the first solution of Exercise 5.1.27.
Intuition (Two proofs compared). The two proofs are the two basic strategies of this chapter. The first, Technique 5.4.6, builds out of simple pieces. It needs the computation for elementary matrices, the factorization theorem that comes out of Gauss–Jordan elimination (Theorem 3.5.19), and a separate argument for matrices that are not invertible. The second, Technique 5.4.11, never looks inside . It notices that satisfies two of the three axioms, so by uniqueness it is a multiple of , and it finds the multiple by setting . It uses neither elimination nor a case split.
The second proof is shorter, and it works verbatim with any multilinear alternating function in place of , which is why the basis-free theory of Section 13.4 is built on it. It also gives (I) (II) in Theorem 5.4.7 without elementary matrices: if is invertible, then
Uses. Theorem 5.4.10 (Multiplicativity), induction on
By Theorem 5.4.10 and commutativity of multiplication in ,
For powers,
If is invertible, then
So
5.4.4The transpose
The axioms single out the columns of a matrix. The transpose exchanges rows and columns (Definition 2.4.21), and the next theorem says that the determinant does not notice the exchange. First, the elementary matrices.
Lemma 5.4.13 (Transposes of elementary matrices). If is elementary, then is an elementary matrix of the same type, and . Explicitly,
Uses. Definition 3.2.2 (Elementary matrices), Definition 2.4.21 (Transpose), Proposition 5.4.1 (Determinants of elementary matrices)
Theorem 5.4.14 (The transpose). For every ,
Proof (via elementary matrices).
Uses. Theorem 3.5.19 (Invertible matrices are products of elementary matrices), Proposition 2.4.23 (Transpose of a product), Lemma 5.4.13 (Transposes of elementary matrices), Corollary 5.4.4 (Products of elementary matrices), Theorem 5.4.7 (Invertibility and the determinant), Definition 2.5.12 (Invertible)
Techniques. Reduce to elementary matrices (Technique 5.4.6), Transpose to trade rows for columns (Technique 3.2.27)
First, is invertible if and only if is. Indeed, if , then by Proposition 2.4.23,
so is invertible. Applying this to , whose transpose is , gives the converse.
If is not invertible, then neither is , and by Theorem 5.4.7. Suppose that is invertible, and write with elementary (Theorem 3.5.19). By Proposition 2.4.23 and induction on ,
and each is elementary by Lemma 5.4.13. So by Corollary 5.4.4 (with in place of ), Lemma 5.4.13, and commutativity of multiplication in ,
□
Proof (via the Leibniz formula).
Uses. Definition 5.3.6 (Determinant), Definition 2.4.21 (Transpose), Proposition 5.2.25 (Multiplicativity of the sign), Proposition 5.2.8 (Reindexing sums over )
Let , so that (Definition 2.4.21). By the Leibniz formula (Definition 5.3.6),
Fix . As runs over , the index runs over , taking each value once, and . Reordering the factors by , which is allowed since multiplication in is commutative,
Also by Proposition 5.2.25. So the term of in is , where
is the term of in . By Proposition 5.2.8,
□
The second proof is the computation of Exercise 5.3.8.
Intuition (What the two proofs see). The lecture calls the fact dumb luck, and in a sense it is: the axioms never mention rows. But there is a reason behind it. performs the same kind of operation as , on rows where acts on columns, and the three kinds of operations scale signed volume by , , and whichever way they act. The second proof gives a more symmetric reason. A term of the Leibniz formula picks one entry from each row and each column, like non-attacking rooks on a chessboard (Figure 5.3.1). Transposing reflects the board in its diagonal, which turns the term of into the term of , a permutation with the same sign.
As for strategy, the first proof is Technique 5.4.6 once more, with the same case split as the first proof of Theorem 5.4.10. Technique 5.4.11 does not apply directly. To use it on , we would need to know that is multilinear and alternating in the columns of , that is, that is multilinear and alternating in rows, which is what we are trying to establish. Exercise 5.3.27 proves exactly this from the Leibniz formula, and gives a third proof.
Every statement about the columns of a determinant now has a version for rows (Technique 3.2.27).
- (a) is multilinear and alternating as a function of the rows of .
- (b)Swapping two rows of negates , multiplying a row by multiplies by , and adding a multiple of one row to a different row does not change .
- (c) if and only if the rows of are linearly dependent.
Uses. Theorem 5.4.14 (The transpose), Definition 2.4.21 (Transpose), Definition 5.1.1 (Determinant function), Proposition 5.1.10 (Alternating implies antisymmetric), Lemma 5.1.8 (Column replacement), Corollary 5.4.8 (Vanishing determinants)
Techniques. Transpose to trade rows for columns (Technique 3.2.27)
For , let be the matrix whose -th row is . Its transpose has columns , so by Theorem 5.4.14,
(a) The right side is multilinear and alternating in (Definition 5.1.1), hence so is the left side.
(b) Each row operation on is the corresponding column operation on , and . By Proposition 5.1.10, linearity in a column, and Lemma 5.1.8, the three column operations multiply by , by , and by . (Alternatively: a row operation multiplies on the left by an elementary matrix (Proposition 3.2.7), and
(c) The rows of are linearly dependent if and only if the columns of are, which by Corollary 5.4.8 happens if and only if is . □
In particular, a matrix with a zero row or two equal rows has determinant , and
Exercise 5.4.16. Suppose that
Uses. Corollary 5.4.15 (Rows), Theorem 5.4.14 (The transpose), Exercise 5.1.5
Call the given matrix .
(a) This is with rows and swapped, so its determinant is by Corollary 5.4.15(b).
(b) Scaling row of by gives determinant , and adding times row to the new row does not change it. The result is the given matrix, so its determinant is .
(c) The transpose of this matrix is with times row added to row . By Theorem 5.4.14 and Corollary 5.4.15(b), its determinant is .
(d) This is , so by Exercise 5.1.5 its determinant is .
5.4.5Similar matrices and the determinant of an operator
Recall (Definition 4.5.23) that are similar if for some invertible . Then also , so the relation is symmetric.
Uses. Definition 4.5.23 (Similar matrices), Theorem 5.4.10 (Multiplicativity)
Write with invertible. By Theorem 5.4.10, applied twice, and commutativity of multiplication in ,
as desired. □
The converse fails. and both have determinant , but they are not similar, since for every invertible . So the determinant can prove that two matrices are not similar, but not that they are. It joins the rank and the trace (Proposition 2.4.28) as a similarity invariant. Together with the trace, it appears among the coefficients of (Proposition 5.3.19), and in Section 7.3 this polynomial becomes a finer invariant.
The main use of Proposition 5.4.17 is to define the determinant of a linear operator. Let be a vector space with , let , and let and be bases of . By Theorem 4.5.17,
By Theorem 2.4.2,
Definition 5.4.18 (Determinant of an operator). Let be a finite-dimensional vector space with , and let . The determinant of is
where is any basis of . By the computation above and Proposition 5.4.17, this does not depend on the choice of .
For and , the standard basis gives (Proposition 2.3.16), so . Translating between maps and matrices (Technique 2.3.27), the results of this section carry over to operators.
(a)Let be the transpose, . Use the basis
Then fixes and and exchanges and , so its matrix in this basis is the swap , and . Over this is the expected sign: fixes the three-dimensional subspace of symmetric matrices and negates the skew-symmetric matrix , so it is a reflection of the four-dimensional space . Over , .
(b)Let be differentiation. Its matrix in the basis is upper triangular with zero diagonal (Example 2.3.4), so . This agrees with Proposition 5.4.20 below, since is not invertible: . For , which sends to , , and ,
by Proposition 5.3.15, where .
- (a), and
. - (b)
. - (c) is invertible if and only if . In that case
.
Uses. Definition 5.4.18 (Determinant of an operator), Example 2.3.6 (The zero map and the identity map), Proposition 1.6.19 (Coordinates respect linear combinations), Exercise 5.1.5, Theorem 2.4.2 (The matrix of a composite), Theorem 5.4.10 (Multiplicativity), Theorem 5.4.7 (Invertibility and the determinant), Theorem 2.2.1 (Linear maps are determined by a basis), Definition 2.3.1 (Matrix of a linear map)
Techniques. Translate between maps and matrices (Technique 2.3.27)
Fix a basis of , and write for for every . A linear map is determined by its matrix: if , then and have the same coordinate vector for every , so they are equal, and by the uniqueness in Theorem 2.2.1.
(a) (Example 2.3.6), so . Column of is
(b) By Theorem 2.4.2, , so by Theorem 5.4.10,
(c) If is invertible, then by (b) and (a),
In Section 13.4 the determinant of an operator is defined directly, without a basis, and Definition 5.4.18 becomes a theorem.
5.4.6Computing determinants
The Leibniz formula has terms. Corollary 5.4.15 gives a much faster method: row reduce to a triangular matrix and keep track of how each operation changes the determinant.
Proposition 5.4.21 (Determinants by row reduction). Let , and suppose that for elementary matrices . Suppose that of the are swaps, of them are scalings by , and the rest are replacements. Then
In particular, if is triangular, then
Uses. Theorem 5.4.10 (Multiplicativity), Proposition 5.4.1 (Determinants of elementary matrices), Proposition 5.3.15 (Triangular matrices)
Scalings are never needed to reach a triangular matrix, so the simplest version of the method uses only swaps and replacements.
Algorithm 5.4.22 (Determinant by elimination)
- Input
- A square matrix .
- Output
- .
Uses. Proposition 5.4.21 (Determinants by row reduction), Proposition 3.2.7 (Row operations are left multiplications), Definition 3.3.31 (Triangular matrices)
Techniques. Algorithms as proofs: invariants and termination (Technique 3.3.5)
Every operation is a swap or a replacement, so the final matrix is with swaps among the and no scalings (Proposition 3.2.7). By Proposition 5.4.21, the output equals provided is upper triangular.
We show that after stage , the entries of columns below the diagonal are . This holds after stage , since stage either clears column below row or finds it already zero there. Suppose it holds after stage . Stage only swaps two rows with indices at least , and adds multiples of row to rows with indices greater than . For , all of these rows have entry in column , by the induction hypothesis, so the entries of column below the diagonal stay . And stage makes the entries of column below the diagonal , or finds them already. After stage , is upper triangular (Definition 3.3.31). □
If some stage finds no nonzero entry, say at column , then , so and is not invertible. In practice one also uses scalings to pull a common factor out of a row, and one may mix in column operations freely: each row or column operation multiplies the determinant by the determinant of its elementary matrix (Corollary 5.4.15, Lemma 5.4.2).
Example 5.4.23 (A determinant by elimination). Let
Stage adds , , and times row to rows , , and . In column , the new row has a , so stage swaps rows and and then adds times the new row to row :
Stage adds times row to row , and stage does nothing:
There was one swap, so
The Leibniz formula would have needed terms. Since , Proposition 5.3.20 shows that the reduction of modulo a prime is invertible over for every except and .
Structure in a matrix can often be exploited before any elimination. A common trick: if every row has the same sum, add all columns to the first, or all rows to the first if every column has the same sum.
Example 5.4.24 (A matrix with constant row sums). For and , let have every diagonal entry equal to and every other entry equal to . Then
Every column of sums to . Adding rows to row does not change the determinant (Corollary 5.4.15), and makes every entry of row equal to . Pulling this factor out of row leaves the row . Now subtract the new row from each of rows . Row had in position and elsewhere, so it becomes . The result is upper triangular with diagonal entries , so by Proposition 5.3.15,
So for , is invertible unless or . These two values coincide when in : over ,
Remark 5.4.25 (How much faster). Each term of the Leibniz formula is a product of entries, which takes multiplications, so evaluating the formula term by term takes multiplications. Algorithm 5.4.22 takes about : stage computes a multiplier for each of the rows below row and updates the remaining entries of each, for multiplications and divisions, and summing over gives (Remark 3.3.35). Multiplying the diagonal entries adds more.
| Leibniz: | Elimination: | |
|---|---|---|
At multiplications per second, the Leibniz formula for a single matrix would take about years, while elimination takes a few microseconds. Cofactor expansion (Section 5.5) also takes on the order of operations for a general matrix, although it is convenient for matrices with many zeros. The Leibniz formula remains the tool for theory (Technique 5.3.12, Technique 5.3.18), and elimination the tool for computation.
5.4.7Block-triangular matrices
Proposition 5.3.17 computed the determinant of . Its second proof never used that the upper right block is , only the lower left one, which suggests the following theorem. Recall (Definition 2.4.33) that a square block matrix with square diagonal blocks is block upper triangular if all blocks below the diagonal blocks are ; it is block lower triangular if all blocks above them are .
Theorem 5.4.26 (Block-triangular matrices). Let , , , and . Then
Proof (by factoring).
Uses. Theorem 2.4.34 (Block multiplication), Theorem 5.4.10 (Multiplicativity), Proposition 5.3.17 (Block-diagonal matrices), Lemma 5.1.8 (Column replacement), Theorem 5.4.14 (The transpose), Definition 2.4.21 (Transpose)
Techniques. Block decomposition (Technique 2.4.35)
Let and . By block multiplication (Theorem 2.4.34),
So by Theorem 5.4.10 and Proposition 5.3.17,
where . For , column of is . For , column of is
For the second identity, transposing exchanges the entries in positions and (Definition 2.4.21), so the transpose of is . By Theorem 5.4.14 and the first identity,
□
Proof (via the Leibniz formula).
Uses. Definition 5.3.6 (Determinant), Proposition 5.3.17 (Block-diagonal matrices), Theorem 5.4.14 (The transpose)
Techniques. Read structure off the Leibniz expansion (Technique 5.3.12)
Let , , , and . Write and for the entries of and . They agree unless , that is, unless position lies in the upper right block. We compare the terms of a fixed in the Leibniz formulas for and .
If for some , then position lies in the lower left block, so
The first proof shows how block matrices can be manipulated like matrices of numbers, as long as the order of factors is respected (Technique 2.4.35). The second proof is the shorter one here, because the work was done in Proposition 5.3.17. Grouping the diagonal blocks two at a time extends the theorem to any number of blocks.
Corollary 5.4.27 (Several diagonal blocks). Let be block upper triangular (or block lower triangular) with square diagonal blocks . Then
Uses. Theorem 5.4.26 (Block-triangular matrices), Definition 2.4.33 (Block matrix), induction on
Techniques. Block decomposition (Technique 2.4.35)
We induct on ; for there is nothing to prove. Let , and suppose is block upper triangular. Grouping the block rows and block columns together, , where the lower left block is because all blocks below the diagonal are, and is block upper triangular with diagonal blocks . By Theorem 5.4.26 and the induction hypothesis,
The block lower triangular case is identical, with . □
With blocks this is Proposition 5.3.15. For example, the matrix
is block upper triangular with diagonal blocks and , so . A block matrix does not behave like a matrix of numbers, though: in general is neither
Block elimination Beyond 21-242
Schur complements are standard in numerical linear algebra and statistics, but they are not part of the course.
When the upper left block is invertible, a general block matrix can be reduced to the block-triangular case by one step of elimination with blocks.
Technique 5.4.28 (Block elimination). Row reduction works with blocks in place of entries, as long as the order of the factors in each product is respected. By Theorem 2.4.34, multiplying on the left by adds times the first block row to the second, giving . Multiplying on the right by adds the first block column times to the second, giving . Both multipliers have determinant by Theorem 5.4.26, so these operations do not change the determinant. Choose or to create a zero block, and finish with Theorem 5.4.26.
Reach for it when you want the determinant or the inverse of a block matrix and one of the blocks is invertible, or when two block matrices are related by such operations. The canonical example is Proposition 5.4.29.
Used in 3 places and 1 practice exercise
Proposition 5.4.29, Exercise 5.4.50, Theorem 5.5.27; 1 practice exercise.
Proposition 5.4.29 (Schur complement). Let be invertible, and let , , and . Then
Uses. Theorem 2.4.34 (Block multiplication), Theorem 5.4.10 (Multiplicativity), Theorem 5.4.26 (Block-triangular matrices)
Techniques. Block elimination (Technique 5.4.28)
Let and
By Theorem 5.4.26, the left factor has determinant , and the right side has determinant . So Theorem 5.4.10 gives the claim. □
The matrix is the Schur complement of in . For the proposition reads
Exercises
Exercise 5.4.30. Let
- (a)Compute with Algorithm 5.4.22.
- (b)For which primes is the reduction of modulo invertible over ?
Uses. Algorithm 5.4.22 (Determinant by elimination), Proposition 5.3.20 (Reduction modulo ), Theorem 5.4.7 (Invertibility and the determinant)
(a) Stage adds , , and times row to rows , , and . Stage finds a in position , swaps rows and , and adds times the new row to row . Stage adds times row to row :
There was one swap, so
(b) By Proposition 5.3.20, the determinant of the reduction is , which is exactly when divides . By Theorem 5.4.7 over , the reduction is invertible exactly when .
Exercise 5.4.31. Let with and . Compute
Uses. Theorem 5.4.10 (Multiplicativity), Theorem 5.4.14 (The transpose), Exercise 5.1.5, Exercise 5.4.12, Theorem 5.4.7 (Invertibility and the determinant)
Since and are nonzero, and are invertible (Theorem 5.4.7). By Theorem 5.4.10, Theorem 5.4.14, Exercise 5.4.12, and Exercise 5.1.5 (with ):
; ; ; ; ; .
Uses. Theorem 5.4.10 (Multiplicativity), Exercise 5.1.5, Theorem 2.4.34 (Block multiplication)
If , then by Theorem 5.4.10 and Exercise 5.1.5,
So if is odd, is a square root of in .
Conversely, let . Then over every field. If is even, let be block diagonal with diagonal blocks equal to . Block diagonal matrices multiply block by block (Theorem 2.4.34), so is block diagonal with blocks , that is, .
(a) Squares of real numbers are nonnegative, so is impossible: there is no such for odd . For even there is. Answer: exactly the even .
(b) has , for every .
(c) In , , , and , so is not a square. As in (a), the answer is exactly the even .
(d) In , , so has for every .
Exercise 5.4.33. A matrix is skew-symmetric if .
- (a)Suppose that in and that is odd. Show that every skew-symmetric has .
- (b)Keep the assumption . Show that the skew-symmetric matrices are exactly the matrices with , and for such a matrix , find a nonzero with .
- (c)Show that (a) fails over .
Uses. Theorem 5.4.14 (The transpose), Exercise 5.1.5, Proposition 1.1.17 (No zero divisors), Definition 2.4.21 (Transpose), Corollary 5.4.8 (Vanishing determinants)
(a) By Theorem 5.4.14 and Exercise 5.1.5,
since is odd. So , and as , (Proposition 1.1.17).
(b) says for all (Definition 2.4.21). For this is , so . For it says that the entries below the diagonal are the negatives of those above it. With , , and , has the stated form, and conversely every matrix of that form satisfies . Let . Then
and because means that , , are not all . So the columns of are dependent, and by Corollary 5.4.8, as (a) predicts.
(c) In , , so means . The identity matrix is symmetric, hence skew-symmetric over , and . So the hypothesis in (a) cannot be dropped.
Exercise 5.4.34. Let . In each case, find all possible values of , and show that each of them occurs.
- (a) with .
- (b) with for some .
- (c) with .
- (d) with .
Uses. Theorem 5.4.10 (Multiplicativity), Theorem 5.4.14 (The transpose), Exercise 5.4.12, Proposition 1.1.17 (No zero divisors), Proposition 5.4.1 (Determinants of elementary matrices)
Write , and use Exercise 5.4.12 for . The zero matrix has determinant (it has a zero column), and has determinant .
(a) , so and (Proposition 1.1.17). Both occur: and .
(b) , and a product of nonzero scalars is nonzero, so . It occurs for the zero matrix.
(c) , so and . Both occur: , and the scaling satisfies
(d)
Exercise 5.4.35. Find the error in the following argument, and repair it.
Claim.
Proof. By Theorem 3.5.19, we can write and with elementary matrices and . By Corollary 5.4.4,
Uses. Theorem 3.5.19 (Invertible matrices are products of elementary matrices), Corollary 3.2.11 (Products of elementary matrices), Theorem 3.5.23 (One-sided inverses of square matrices), Theorem 5.4.7 (Invertibility and the determinant)
Techniques. Reduce to elementary matrices (Technique 5.4.6)
The claim is true, but the proof covers only invertible and . Theorem 3.5.19 applies to invertible matrices, and it cannot apply to any other matrix, since a product of elementary matrices is invertible (Corollary 3.2.11). For instance, the zero matrix is not a product of elementary matrices.
To repair the argument, it remains to treat the case where or is not invertible; then by Theorem 5.4.7. Suppose were invertible, with inverse . Then and , so has a right inverse and has a left inverse, and both are invertible by Theorem 3.5.23. So if or is not invertible, then is not invertible, and
Exercise 5.4.36. Let
(a)Find the error in the following argument.
Claim.
. Proof. By Theorem 2.4.34, block matrices multiply like matrices whose entries are the blocks. So is a matrix with entries , and Theorem 5.1.13 gives
. - (b)Show that the claim is false for , over every field.
- (c)Show that the claim is true when .
Uses. Theorem 5.1.13 (The determinant), Theorem 5.2.31 (Alternating functions and permutations), Theorem 5.4.26 (Block-triangular matrices), Definition 5.2.29 (Permutation matrix)
(a) Theorem 5.1.13 is about functions on , matrices whose four entries are elements of the field . The blocks are matrices, not elements of (their products do not even commute), and is a matrix whose determinant is defined through its columns. Theorem 2.4.34 says only how products of block matrices are computed. It says nothing about determinants, so the formula of Theorem 5.1.13 cannot simply be transplanted.
(b) Let and . Then
whose columns are . So for the transposition (Definition 5.2.29), and by Theorem 5.2.31. Each of , , , has a zero column, hence determinant , so the claimed formula gives . Since in every field, the claim is false.
(c) If , then (as , has a zero column), so the claim reads , which is Theorem 5.4.26.
Exercise 5.4.37. For , let have entries and , respectively, in position . For example,
Show that and
Uses. Corollary 5.4.15 (Rows), Proposition 5.3.15 (Triangular matrices), Theorem 5.2.31 (Alternating functions and permutations), Definition 5.2.29 (Permutation matrix), Proposition 5.2.26 (Sign of a cycle)
Row replacements do not change the determinant (Corollary 5.4.15). In both cases, first replace row by row minus row for , in this order, so that row is still the original row when it is used.
. The new row (for ) has entries
. The new row (for ) has entries
Uses. Theorem 2.4.34 (Block multiplication), Theorem 5.4.10 (Multiplicativity), Exercise 5.1.5
Let be followed by zero columns, and let be followed by zero rows. By Theorem 2.4.34,
For the conclusion fails. If , take . If , let be followed by zero columns, and . Then by Theorem 2.4.34, so .
Uses. Definition 5.4.18 (Determinant of an operator), Definition 2.3.1 (Matrix of a linear map), Definition 2.4.1 (Matrix product), Corollary 5.4.27 (Several diagonal blocks), Theorem 5.4.14 (The transpose)
For , let have in position and elsewhere. Every is , and the coefficients are the entries of , so they are unique. Hence the , in any order, form a basis of , and the coordinates of are its entries in the corresponding order.
. List the basis column by column:
Hence the column of belonging to has the entries in the positions , and zeros elsewhere (Definition 2.3.1). That is, is block diagonal with diagonal blocks, each equal to . By Corollary 5.4.27, .
. List the basis row by row:
and the column of belonging to has the entries in the positions , and zeros elsewhere. So is block diagonal with diagonal blocks, each the matrix whose column is , that is, . By Corollary 5.4.27 and Theorem 5.4.14,
Uses. Definition 5.4.18 (Determinant of an operator), Definition 5.2.29 (Permutation matrix), Theorem 5.2.31 (Alternating functions and permutations), Definition 5.2.23 (Sign of a permutation), Example 5.4.19 (Two operators on matrices and polynomials)
Let be the matrix with in position and elsewhere, and list these matrices in some order ; they form a basis of , as in Exercise 5.4.39. Since , there is a permutation of with for every : exchanges the positions of and for and fixes the positions of the . So column of the matrix of is , that is, the matrix is the permutation matrix (Definition 5.2.29), and by Theorem 5.2.31.
The permutation is the product of the transpositions exchanging the positions of and , one for each pair . There are such pairs, so
If , then , and exactly when is even, that is, when is divisible by . One of and is odd, so this happens exactly when or is divisible by : or modulo . For instance, for and for .
Exercise 5.4.41. Prove or disprove each statement, where and .
- (a)If and , then and are similar.
- (b)If and are invertible, then
. - (c)If , is odd, and , then or is not invertible.
- (d)If , then
for every .
Uses. Theorem 5.4.10 (Multiplicativity), Exercise 5.4.12, Exercise 5.1.5, Theorem 5.4.7 (Invertibility and the determinant), Definition 4.5.23 (Similar matrices), Definition 2.4.26 (Trace)
(a) False. and have determinant and trace . But for every invertible , so is not similar to .
(b) True. By Theorem 5.4.10 and Exercise 5.4.12,
because scalars commute.
(c) True. Taking determinants, with Exercise 5.1.5 for the factor ,
So , hence or , and the corresponding matrix is not invertible (Theorem 5.4.7). (For even the statement fails: and are invertible, and
(d) False. Let , , , and . Then , but
Uses. Proposition 5.3.20 (Reduction modulo ), Theorem 5.4.10 (Multiplicativity)
Exercise 5.4.43. Let . Show that
Uses. Theorem 2.4.34 (Block multiplication), Theorem 5.4.26 (Block-triangular matrices), Theorem 5.4.10 (Multiplicativity)
Techniques. Block decomposition (Technique 2.4.35)
Let ,
and are block lower triangular with diagonal blocks , so by Theorem 5.4.26. By Theorem 5.4.10 and Theorem 5.4.26,
Exercise 5.4.44. Let
- (a)Show that
, for in any field. - (b)Find all for which is not invertible, for , for , and for .
Uses. Corollary 5.4.15 (Rows), Lemma 5.1.8 (Column replacement), Theorem 5.4.26 (Block-triangular matrices), Theorem 5.4.7 (Invertibility and the determinant)
(a) Let . Adding columns and to column does not change the determinant (Lemma 5.1.8), and makes every entry of column equal to . Pulling out , and then subtracting row from rows and (Corollary 5.4.15),
Row of the last matrix is , and row is . Pulling out both factors and using Theorem 5.4.26 with a upper left block,
since
(b) By Theorem 5.4.7, fails to be invertible exactly when , that is, when . Over the solutions are the cube roots of unity , , and . Over , only . Over , cubing the nonzero elements gives , , , , , and , so .
Exercise 5.4.45. Let , and let . Show that
In particular, the real matrix on the left has a nonnegative determinant. (For and , the matrix is the matrix of multiplication by on , regarded as a real vector space with basis .)
Uses. Theorem 2.4.34 (Block multiplication), Proposition 5.4.17 (Similar matrices have equal determinants), Theorem 5.4.26 (Block-triangular matrices), Exercise 5.3.28, Definition 5.3.6 (Determinant)
Let . Its determinant is given by the Leibniz formula (Definition 5.3.6), which involves only sums and products of the (real) entries, so it is the same whether we regard as a real or a complex matrix. We work over . Let
using
Since and are real, , the entrywise complex conjugate of , and by Exercise 5.3.28. Hence
Uses. Theorem 5.4.10 (Multiplicativity), Exercise 5.3.28
Regard and as complex matrices; this does not change , which is computed from the entries by the Leibniz formula. Since ,
Let . Since and are real, is the entrywise conjugate of , so by Exercise 5.3.28. By Theorem 5.4.10,
Without the hypothesis, let and . Then and , so , whose determinant is . Indeed and are different.
Exercise 5.4.47. Let be a prime, let be the set of invertible matrices in , and let
- (a)For with , show that is a bijection from onto . Deduce that .
- (b)For , show that
, and conclude that . - (c)Check (b) for by listing .
Uses. Lemma 5.4.2 (Multiplying by an elementary matrix), Proposition 5.4.1 (Determinants of elementary matrices), Theorem 5.4.7 (Invertibility and the determinant), Corollary 5.4.8 (Vanishing determinants), Proposition 1.2.35 (Zero products)
(a) For ,
(b) By Corollary 5.4.8, is invertible exactly when its columns are linearly independent. This holds exactly when and is not a multiple of . Indeed, if with , then either and , or , , and ; conversely, or gives a nontrivial relation. There are nonzero vectors in . For each of them, the multiples with are distinct vectors, since forces (Proposition 1.2.35), so there are choices of . Hence
(c) For the formula gives . Over the only nonzero scalar is , so . The invertible matrices over are those with
Exercise 5.4.48. Let .
- (a)Let be invertible. Show that there are elementary matrices of type 3 (replacements) with
. - (b)Deduce that every with is a product of elementary matrices of type 3, and that every invertible is such a product times the single scaling .
Uses. Exercise 3.2.53, Proposition 3.2.7 (Row operations are left multiplications), Proposition 5.4.1 (Determinants of elementary matrices), Theorem 5.4.10 (Multiplicativity), Proposition 5.1.17 (Dependent columns), Proposition 5.3.15 (Triangular matrices), Proposition 3.2.10 (Inverses of elementary matrices)
Techniques. Algorithms as proofs: invariants and termination (Technique 3.3.5)
(a) Every matrix below is obtained from by replacements, so it is invertible with determinant (Proposition 3.2.7, Proposition 5.4.1, Theorem 5.4.10). We process in turn, keeping the following invariant: before step , columns of the current matrix are . Then for , every row other than row has entry in column . In particular rows vanish in columns , so adding a multiple of one of these rows to another row does not change columns . All replacements in step add multiples of rows numbered at least .
Step . Column of has a nonzero entry in one of the rows : otherwise column would be a combination of , that is, of columns , and by Proposition 5.1.17. If for every , then , and we add row to row (possible as ); now
After step , columns are , so the matrix is upper triangular with diagonal entries , and by Proposition 5.3.15. In particular . Row is , so adding times row to row , for each , clears column above the diagonal and changes nothing else. The result is , reached by replacements .
(b) By (a),
Uses. Exercise 5.4.48, Proposition 5.2.30 (Algebra of permutation matrices), Theorem 3.3.10 (), Theorem 3.3.23 (Invertibility and RREF), Proposition 3.3.8 (Properties of the output), Theorem 5.4.7 (Invertibility and the determinant)
Techniques. Reduce to elementary matrices (Technique 5.4.6)
Throughout, let be the matrix with in position and elsewhere, so that
Step 0.
Step 1: replacements. Let and , and let , so . Multiplying on the left by scales its row by . Multiplying on the right by scales its column by , and that column is zero since . So
Since , we have
Step 2: invertible matrices. is its own inverse, and
Step 3: matrices that are not invertible. Let be not invertible, so (Theorem 5.4.7). By Theorem 3.3.10, with invertible and , and by Theorem 3.3.23. So has fewer than pivots, and its last row is zero by Proposition 3.3.8. Let . Multiplying by on the left replaces the last row by zeros, so . By the computation in Step 2 with , . Hence
So for every .
Exercise 5.4.50. Let
Then show by an example with that the formula can fail when is invertible but .
Uses. Proposition 5.4.29 (Schur complement), Theorem 5.4.10 (Multiplicativity)
Techniques. Block elimination (Technique 5.4.28)
By Proposition 5.4.29 and Theorem 5.4.10,
Since , we have
For the example, let , , and . Then is invertible, and
More practice
The practice bank has 31 exercises on this section’s topics.